Sources of fluctuations in exchange rates: a structural VAR analysis

Nicholas Apergis () and Costas Karfakis

Applied Economics Letters, 1996, vol. 3, issue 4, 251-254

Abstract: Structural vector autoregressive (SVAR) techniques are used to identify the sources of fluctuations in nominal and real exchange rates of the Greek drachma. The results indicate that, in most cases, supply shocks are the dominant sources of exchange rate volatility.

Date: 1996
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DOI: 10.1080/758520874

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