Does the Source of Oil Shocks Matter to Exchange Rate Dynamics? Insights from Indonesia’s Dual Role as an Oil Exporter and Importer
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https://data.mendeley.com/datasets/673tr8b7yd
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资源简介：
This dataset supports the empirical analysis presented in the paper titled “Does the Source of Oil Shocks Matter to Exchange Rate Dynamics? Insights from Indonesia’s Dual Role as an Oil Exporter and Importer,” which investigates the asymmetric effects of oil supply, aggregate demand, and oil-specific demand shocks on Indonesia’s exchange rate. The analysis is conducted over two distinct periods—when Indonesia was a net oil exporter (1994–2003) and a net oil importer (2004–2023).
The dataset includes:
Monthly time series data for real exchange rates, global oil production, oil prices, and global economic activity (Kilian index)
EViews output summaries for an example of NARDL.
创建时间：
2025-05-19
