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Original Articles

Sources of fluctuations in exchange rates: a structural VAR analysis

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Pages 251-254 | Received 09 May 1995, Published online: 02 Nov 2006

References

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  • Crarida, R. and Gali, J. (1994) Sources of real exchange rate fluctuations: how important are nominal shocks, CEPR Discussion Paper, No. 951
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  • Perron , P.P. 1988 . Trends and random walks in macroeconomic time series: further evidence and implications . Journal of Economic Dynamics and Control , 12 : 279 – 332 .
  • Phillips , P.P. 1987 . Time series regression with a unit root . Econometrica , 55 : 277 – 301 .
  • Sims , C. 1980 . Macroeconomics and reality . Econometrica , 48 : 1 – 48 .

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