Is devaluation expansionary or contractionary: Evidence based on vector autoregression with sign restrictions

Lian An; Gil Kim; Xiaomei Ren

doi:10.1016/j.asieco.2014.03.003

Is devaluation expansionary or contractionary: Evidence based on vector autoregression with sign restrictions

Lian An, Gil Kim, Xiaomei Ren

Coggin College of Business

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	27-41
Number of pages	15
Journal	Journal of Asian Economics
Volume	34
DOIs	https://doi.org/10.1016/j.asieco.2014.03.003
State	Published - Oct 2014
Externally published	Yes

ASJC Scopus Subject Areas

Finance
Economics and Econometrics

Keywords

Contractionary devaluation
Sign restrictions
Vector autoregression

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10.1016/j.asieco.2014.03.003

Cite this

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title = "Is devaluation expansionary or contractionary: Evidence based on vector autoregression with sign restrictions",

keywords = "Contractionary devaluation, Sign restrictions, Vector autoregression",

author = "Lian An and Gil Kim and Xiaomei Ren",

year = "2014",

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doi = "10.1016/j.asieco.2014.03.003",

language = "English",

volume = "34",

pages = "27--41",

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T2 - Evidence based on vector autoregression with sign restrictions

AU - An, Lian

AU - Kim, Gil

AU - Ren, Xiaomei

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KW - Contractionary devaluation

KW - Sign restrictions

KW - Vector autoregression

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M3 - Article

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SN - 1049-0078

VL - 34

SP - 27

EP - 41

JO - Journal of Asian Economics

JF - Journal of Asian Economics

ER -

Is devaluation expansionary or contractionary: Evidence based on vector autoregression with sign restrictions

ASJC Scopus Subject Areas

Keywords

Access to Document

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Cite this