Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has...
Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?
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Moscow: Pensoft Publishers
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Language
English
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Moscow: Pensoft Publishers
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This paper aims to analyze changes in the long-term and short-term oil price elasticities of the real ruble exchange rate, as well as the speed of convergence of the exchange rate to a long-term equilibrium. The analysis is conducted using an error correction model with time-varying parameters. The results indicate that the short-term oil price ela...
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Full title
Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?
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TN_cdi_doaj_primary_oai_doaj_org_article_f400c296f79b42edb4527ba5285f93cd
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_f400c296f79b42edb4527ba5285f93cd
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ISSN
2618-7213,2405-4739
E-ISSN
2405-4739
DOI
10.32609/j.ruje.10.111503
