Nominal effective exchange rate neutrality: the case of Macedonia

Dushko Josheski () and Darko Lazarov

MPRA Paper from University Library of Munich, Germany

Abstract: This paper uses quarterly data on Macedonian nominal effective exchange rate for the time period 1992 to 2009 along with six other variables to investigate the nominal effective exchange rate neutrality. SVAR and Impulse response functions had been used to prove the hypothesis. Empirical evidence in this paper supports the nominal exchange rate neutrality in the case of Macedonia.

Keywords: NEER; SVAR; Impulse response functions (search for similar items in EconPapers)
JEL-codes: F31 (search for similar items in EconPapers)
Date: 2012-04-10
New Economics Papers: this item is included in nep-tra
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Related works:
Journal Article: NOMINAL EFFECTIVE EXCHANGE RATE NEUTRALITY: THE CASE OF MACEDONIA (2012)
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:37994

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