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...
第一著者: | |
---|---|
その他の著者: | |
フォーマット: | 雑誌 |
言語: | English |
出版事項: |
Washington, D.C. :
International Monetary Fund,
1999.
|
シリーズ: | IMF Working Papers; Working Paper ;
No. 1999/037 |
オンライン・アクセス: | Full text available on IMF |