Oil Price, Exchange Rate and the Indian Macro Economy

Published By: Indira Gandhi Institute of Development Research on | Published Date: May , 2016

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]

Author(s): Taniya Ghosh | Posted on: Jul 12, 2016 | Views() | Download (317)


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