haku: @journal_id 1732 / yhteensä: 81
viite: 69 / 81
| Tekijä: | MacDonald, R. Nagayasu, J. |
| Otsikko: | The long-run relationship between real exchange rates and real interest rate differentials: a panel study |
| Lehti: | IMF Staff papers
2000 : VOL. 47:1, p. 116-128 |
| Asiasana: | Exchange rates Interest rates Econometric models |
| Kieli: | eng |
| Tiivistelmä: | This paper empirically examines the long-run relationship between real exchange rates and real interest rate differentials over the recent floating exchange rates and real interest rate period. A panel cointegration estimator is applied to a data set of 14 industrialized countries. The authors find evidence of statistically significant long-run relationships and plausible point estimates. |
SCIMA