Economics, Econometrics and Finance
8 years ago

Study reveals key factors driving fluctuations in real exchange rates

RePEc: Research Papers in Economics
Analysis of Factors Affecting the Dynamics of the Real Ruble Exchange Rate
Павел Трунин, Alexandra Bozhechkova

Paper Summary

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The article analyzes factors affecting the real ruble exchange rate dynamics. It looks at models and trends influencing the rate, like productivity, trade terms, and government spending. The study finds that oil prices and productivity explain over 60% of the rate's variance. Shocks in these factors significantly impact the exchange rate.