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...

詳細記述

書誌詳細
第一著者: Nagayasu, Jun
その他の著者: MacDonald, Ronald
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