EXCHANGE RATE and US MACROECONOMY: EVIDENCE from the FACTOR-AUGMENTED VECTOR AUTOREGRESSIVE MODEL

Lian An, Xiaomei Ren, Huimin Li, Jing Xu

Research output: Contribution to journalReview articlepeer-review

Original languageEnglish
Pages (from-to)483-508
Number of pages26
JournalSingapore Economic Review
Volume62
Issue number2
DOIs
StatePublished - Jun 1 2017

ASJC Scopus Subject Areas

  • Economics and Econometrics

Keywords

  • Exchange rate
  • factor-augmented vector autoregression
  • macro economy

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