Exchange rate uncertainty and economic fluctuations in typical emerging economies
This paper examines the role of Exchange Rate Uncertainty (ERU) in driving economic fluctuations in emerging economies using a VAR with stochastic volatility in the mean. We use the quarterly data of three typical emerging economies from 1972Q3 to 2009Q4 within a VAR model. We show that ERU plays a...
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| Format: | Article |
| Language: | English |
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HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE
2024-02-01
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| Series: | Ho Chi Minh City Open University Journal of Science - Economics and Business Administration |
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| Online Access: | https://journalofscience.ou.edu.vn/index.php/econ-en/article/view/2729 |