The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials : A Panel Study /
This paper empirically examines the long-run relationship between real exchange rates and real interest rate differentials over the recent floating exchange rate period, using a panel cointegration method, with data for a set of industrialized countries. The paper finds evidence of statistically sig...
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Formato: | Revista |
Lenguaje: | English |
Publicado: |
Washington, D.C. :
International Monetary Fund,
1999.
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Colección: | IMF Working Papers; Working Paper ;
No. 1999/037 |
Acceso en línea: | Full text available on IMF |