Comparative Analysis of VAR and SVAR Models in Assessing Oil Price Shocks and Exchange Rate Transmission to Consumer Prices in South Africa
This study compared standard VAR, SVAR with short-run restrictions, and SVAR with long-run restrictions to investigate the effects of oil price shocks and the foreign exchange rate (ZAR/USD) on consumer prices in South Africa after the 2008 financial crisis. The standard VAR model revealed that cons...
-д хадгалсан:
| Үндсэн зохиолчид: | , , |
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| Формат: | Artigo |
| Хэл сонгох: | Inglês |
| Хэвлэсэн: |
MDPI AG
2025-02-01
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| Цуврал: | Econometrics |
| Нөхцлүүд: | |
| Онлайн хандалт: | https://www.mdpi.com/2225-1146/13/1/8 |
| Шошгууд: |
Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!
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