The impacts of public expenditure innovations on real effective exchange rate volatility in South Africa

This study examines the impacts of public expenditure innovations on exchange rate volatility in South Africa, utilizing quarterly data from 1970 to 2019. To achieve this objective, a vector autoregressive impulse response model variant, proposed by Jordà, is employed, with innovations identified re...

Full description

Saved in:
Bibliographic Details
Main Authors: Naser Yenus Nuru, Hayelom Yrgaw Gereziher
Format: Article
Language:English
Published: Taylor & Francis Group 2025-12-01
Series:Cogent Economics & Finance
Subjects:
Online Access:https://www.tandfonline.com/doi/10.1080/23322039.2025.2523698
Tags: Add Tag
No Tags, Be the first to tag this record!