October 13, 2025Social science review archives.Open Access

Dynamics of Exchange Rate Volatility and Macroeconomic Indicators: A Panel VAR Study

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Authors

SAS.M. Farouq AliColorado School of Mines ABAbdul Qadeer Baloch

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Implication

Panel VAR analysis reveals the links between exchange rate volatility, interest rates, and equity markets, suggesting implications for macroeconomic stability.

Key Points

Exchange rate volatility is influenced by interest rates and equity market movements, impacting economic stability.
The study utilized a Panel Vector Autoregression model to analyze short and long-term relationships among variables.
Unit root tests and impulse response functions were applied to explore the persistence and magnitude of economic shocks.
Appropriate monetary and fiscal measures can help mitigate exchange rate risks and strengthen financial resiliency.

Cite This Study

Ali et al. (2025) studied this question.

synapsesocial.com/papers/68ec51df42911f61ef8b2197 https://doi.org/10.70670/sra.v3i4.1110

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Implication

Panel VAR analysis reveals the links between exchange rate volatility, interest rates, and equity markets, suggesting implications for macroeconomic stability.

Dynamics of Exchange Rate Volatility and Macroeconomic Indicators: A Panel VAR Study

Discussion

Member takes

Implication

Key Points

Cite This Study

Dynamics of Exchange Rate Volatility and Macroeconomic Indicators: A Panel VAR Study

Discussion

Member takes

Implication

Key Points

Cite This Study

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Also Consider