Analysis of impact of exchange rate volatility on international trade

Solving the problem of non-stationary time series. Estimating nominal exchange rate volatility ruble/dollar by using autoregressive model with distributed lags. Constructing regressions. Determination of causality between aggregate export and volatility.

03.09.2016 | Economy | Экономика и экономическая теория | Язык: английский | Просмотры: 214