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...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Nagayasu, Jun
מחברים אחרים: MacDonald, Ronald
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 1999.
סדרה:IMF Working Papers; Working Paper ; No. 1999/037
גישה מקוונת:Full text available on IMF