Verfügbarkeit: The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials

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...

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1. Verfasser:	Nagayasu, Jun (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 1999
Schriftenreihe:	IMF Working Papers Working Paper No. 99/37
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 URL des Erstveröffentlichers
Zusammenfassung:	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 significant long-run relationships and plausible point estimates, which contrasts with much existing evidence. The failure of others to establish such relationships may reflect the estimation method they use rather than any inherent deficiency of the fundamentals-based models
Beschreibung:	1 Online-Ressource (12 p)
ISBN:	1451845553 9781451845556

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MARC


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spelling	Nagayasu, Jun Verfasser aut The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials A Panel Study Nagayasu, Jun Washington, D.C International Monetary Fund 1999 1 Online-Ressource (12 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 99/37 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 significant long-run relationships and plausible point estimates, which contrasts with much existing evidence. The failure of others to establish such relationships may reflect the estimation method they use rather than any inherent deficiency of the fundamentals-based models Online-Ausg MacDonald, Ronald Sonstige oth http://elibrary.imf.org/view/IMF001/07137-9781451845556/07137-9781451845556/07137-9781451845556.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Nagayasu, Jun The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials A Panel Study
title	The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials A Panel Study
title_auth	The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials A Panel Study
title_exact_search	The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials A Panel Study
title_exact_search_txtP	The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials A Panel Study
title_full	The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials A Panel Study Nagayasu, Jun
title_fullStr	The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials A Panel Study Nagayasu, Jun
title_full_unstemmed	The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials A Panel Study Nagayasu, Jun
title_short	The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials
title_sort	the long run relationship between real exchange rates and real interest rate differentials a panel study
title_sub	A Panel Study
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