Gas price shocks, the current account, and the real exchange rate: An empirical analysis for the EU
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Títol
Gas price shocks, the current account, and the real exchange rate: An empirical analysis for the EUData de publicació
2024Editor
ElsevierISSN
1544-6123; 1544-6131Cita bibliogràfica
CUESTAS, Juan Carlos; MONFORT, Mercedes; ORDÓÑEZ, Javier. Gas price shocks, the current account, and the real exchange rate: an empirical analysis for the EU. Finance Research Letters, 2023, 104840.Tipus de document
info:eu-repo/semantics/articleVersió
info:eu-repo/semantics/publishedVersionParaules clau / Matèries
Resum
The aim of this paper is to analyse how gas price shocks affect the real exchange rate (RER) and the current account (CA) for a panel of countries from the EU28. We estimate VAR models and account for the possibility ... [+]
The aim of this paper is to analyse how gas price shocks affect the real exchange rate (RER) and the current account (CA) for a panel of countries from the EU28. We estimate VAR models and account for the possibility of asymmetric effects in gas price shocks. Our results show that the effects on the RER and CA are short-lived and that there are asymmetries in some cases. [-]
Publicat a
Finance Research Letters, 2023, 104840.Entitat finançadora
Universitat Jaume I | Generalitat Valencia
Codi del projecte o subvenció
UJI-B2022-03 | AICO 2021/005 | UJI-B2020-16 | CIPROM/2022/50
Drets d'accés
info:eu-repo/semantics/openAccess
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