Gas price shocks, the current account, and the real exchange rate: An empirical analysis for the EU
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Show full item recordcomunitat-uji-handle:10234/9
comunitat-uji-handle2:10234/8643
comunitat-uji-handle3:10234/8644
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Title
Gas price shocks, the current account, and the real exchange rate: An empirical analysis for the EUDate
2024Publisher
ElsevierISSN
1544-6123; 1544-6131Bibliographic citation
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.Type
info:eu-repo/semantics/articleVersion
info:eu-repo/semantics/publishedVersionSubject
Abstract
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. [-]
Is part of
Finance Research Letters, 2023, 104840.Funder Name
Universitat Jaume I | Generalitat Valencia
Project code
UJI-B2022-03 | AICO 2021/005 | UJI-B2020-16 | CIPROM/2022/50
Rights
info:eu-repo/semantics/openAccess
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- ECO_Articles [696]