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REAL EXCHANGE RATE, MONETARY POLICY, AND THE U.S. ECONOMY: EVIDENCE FROM A FAVAR MODEL.

This paper examines the effects of exchange rate depreciation to the U.S. economy in a factor‐augmented vector autoregression model using monthly data of 148 variables for the post–Bretton Woods period of 1973–2017. Exchange rate shock is identified to reflect exogenous disturbances to the foreign e...

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Publicado en:Economic Inquiry Vol. 57; no. 1; pp. 552 - 569
Autores principales: Sun, Wei, De, Kuhelika
Formato: Artículo
Publicado: Wiley-Blackwell Jan2019
Materias:
United States
Price inflation
United States economy
Monetary policy
Foreign exchange rates
Foreign exchange market
Acceso en línea:Ver este registro en EBSCOhost