Tunisia: Sources of Real Exchange Rate Fluctuations

Deep Blue Home

Show simple item record

dc.contributor.author Daly, Sfia Mohamed en_US
dc.date.accessioned 2007-10-25T20:20:02Z
dc.date.available 2007-10-25T20:20:02Z
dc.date.issued 2006-03-01 en_US
dc.identifier.other RePEc:wdi:papers:2007-880 en_US
dc.identifier.uri http://hdl.handle.net/2027.42/57260 en_US
dc.description.abstract Using structural VARs identified with long-run restrictions, this paper evaluates the importance of nominal shocks and real disturbances on the Tunisian Dinar during the nineties. The estimated macroeconomic behaviour in response to the shocks identified with a Clarida and Gali-type structural VAR for Tunisia is generally in line with theoretical priors stemming from the Mundell-Fleming model. The structural decomposition shows that relative real demand and supply shocks account for most of the variations in real exchange rate changes during the estimation period and indicates that real disturbances explain about 80% of the variance of the forecast error of the real exchange rate. en_US
dc.format.extent 576290 bytes
dc.format.extent 1802 bytes
dc.format.mimetype application/pdf
dc.format.mimetype text/plain
dc.relation.ispartofseries 880 en_US
dc.subject Tunisia, Real Exchange Rate, Structural VAR en_US
dc.subject.other F41 en_US
dc.title Tunisia: Sources of Real Exchange Rate Fluctuations en_US
dc.type Working Paper en_US
dc.subject.hlbsecondlevel Economics en_US
dc.subject.hlbtoplevel Business en_US
dc.contributor.affiliationum William Davidson Institute en_US
dc.description.bitstreamurl http://deepblue.lib.umich.edu/bitstream/2027.42/57260/1/wp880 .pdf en_US
dc.owningcollname William Davidson Institute (WDI) - Working Papers
 Show simple item record

This item appears in the following Collection(s)


Search Deep Blue

Browse by

My Account

Information

Coming Soon


MLibrary logo