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...

Cijeli opis

Bibliografski detalji
Glavni autor: Nagayasu, Jun
Daljnji autori: MacDonald, Ronald
Format: Žurnal
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 1999.
Serija:IMF Working Papers; Working Paper ; No. 1999/037
Online pristup:Full text available on IMF