Exchange rates and real long-term interest-rate differentials
Author | : David T. Coe |
Publisher | : |
Total Pages | : 18 |
Release | : 1986 |
Genre | : |
ISBN | : |
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Author | : David T. Coe |
Publisher | : |
Total Pages | : 18 |
Release | : 1986 |
Genre | : |
ISBN | : |
Author | : Organisation de coopération et de développement économiques |
Publisher | : |
Total Pages | : 18 |
Release | : 1985 |
Genre | : |
ISBN | : |
Author | : Axel Mittelstädt |
Publisher | : |
Total Pages | : 60 |
Release | : 1985 |
Genre | : Balance of trade |
ISBN | : |
Author | : |
Publisher | : |
Total Pages | : 18 |
Release | : 1986 |
Genre | : |
ISBN | : |
Author | : |
Publisher | : |
Total Pages | : |
Release | : 1986 |
Genre | : |
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Author | : Hans Christiansen |
Publisher | : |
Total Pages | : 50 |
Release | : 1997 |
Genre | : Foreign exchange |
ISBN | : |
Taux d'intérêt à long terme dans les Pays du Groupe des Dix.
Author | : Holger Brauer |
Publisher | : Springer Science & Business Media |
Total Pages | : 250 |
Release | : 2003 |
Genre | : Foreign exchange rates |
ISBN | : 9783540004301 |
Author | : David T. Coe |
Publisher | : Paris, France : OECD |
Total Pages | : 26 |
Release | : 1985 |
Genre | : Foreign exchange |
ISBN | : |
Author | : Mr.Jun Nagayasu |
Publisher | : International Monetary Fund |
Total Pages | : 13 |
Release | : 1999-03-01 |
Genre | : Business & Economics |
ISBN | : 1451845553 |
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.
Author | : Ronald MacDonald |
Publisher | : |
Total Pages | : 12 |
Release | : 2006 |
Genre | : |
ISBN | : |
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.