q t r Variable definitions: domestic financial conditions; tourism receipts; remittances q, t, r, Table 7.4.A Responses to domestic prices, exchange rate, and domestic interest rate shocks: export volume, domestic expenditure, domestic output, domestic prices, the exchange rate, and the domestic interest rate I Shock R Domestic prices Exchange rate Domestic interest rates F
q t r Variable definitions: q, domestic financial conditions; t, tourism receipts; r, remittances Table 7.4.A Responses to domestic prices, exchange rate, and domestic interest rate shocks: export volume, domestic expenditure, domestic output, domestic prices, the exchange rate, and the domestic interest rate I R F Shock Domestic prices Exchange rate Domestic interest rates
9906-A-nonlinear-structural-threshold-vector-autoregressive-model-with-block-exogeneity-restrictions-for-the-business-cycle.docx