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...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Nagayasu, Jun
Muut tekijät: MacDonald, Ronald
Aineistotyyppi: Aikakauslehti
Kieli:English
Julkaistu: Washington, D.C. : International Monetary Fund, 1999.
Sarja:IMF Working Papers; Working Paper ; No. 1999/037
Linkit:Full text available on IMF