Gas price shocks, the current account, and the real exchange rate: An empirical analysis for the EU
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Título
Gas price shocks, the current account, and the real exchange rate: An empirical analysis for the EUFecha de publicación
2024Editor
ElsevierISSN
1544-6123; 1544-6131Cita bibliográfica
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.Tipo de documento
info:eu-repo/semantics/articleVersión
info:eu-repo/semantics/publishedVersionPalabras clave / Materias
Resumen
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. [-]
Publicado en
Finance Research Letters, 2023, 104840.Entidad financiadora
Universitat Jaume I | Generalitat Valencia
Código del proyecto o subvención
UJI-B2022-03 | AICO 2021/005 | UJI-B2020-16 | CIPROM/2022/50
Derechos de acceso
info:eu-repo/semantics/openAccess
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