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Oil Price, Exchange Rate and the Indian Macro Economy

Taniya Ghosh ()

Working Papers from eSocialSciences

Abstract: The paper investigates the dynamic relationship between movements in oil prices and exchange rates with macroeconomic variables like price, output, interest rate and money by using structural vector auto regression (SVAR) approach. Additionally, a comparative analysis is done to show how each of these structural shocks historically has affected price, output and exchange rate. [WP-2016-013]

Keywords: Monetary Policy; Structural VAR; Oil Price, Exchange Rate; Output, Inflation, Depreciation (search for similar items in EconPapers)
Date: 2016-07
Note: Institutional Papers
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Working Paper: Oil price, exchange rate and the Indian macro economy (2016) Downloads
Working Paper: Oil Price, Exchange Rate and the Indian Macroeconomy (2016) Downloads
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