The Effects of oil prices on the spot exchange rate (MXN/USD) a VAR analysis for Mexico from 1991 to 2017 por Sergio García, Eduardo Saucedo, Alejandro Velasco

“…A Vector Autoregressive Model (VAR) was implemented, which included spot and future oil prices, money supply, and GDP growth rates for Mexico and the United States, and the nominal MXN/USD exchange rate. Results indicate that an increase/decrease in the oil spot price appreciates/ depreciates the Mexican peso against the U.S. dollar. …”
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