Are real interest differentials caused by frictions in goods or assets markets, real or nominal shocks?

The variance of real interest rate differentials (rids) is decomposed between ex post deviations from relative purchasing power parity and uncovered interest rate parity (UIRP) for a set of emerging markets from 1995M5 to 2004M3. The results point out to

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Year of publication:	2004
Authors:	Ferreira, Alex Luiz
Publisher:	Canterbury : University of Kent, Department of Economics
Subject:	Realzins \| Zinsparität \| Kaufkraftparität \| VAR-Modell \| Schätzung \| Schwellenländer

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Series:	Department of Economics Discussion Paper ; 04,07
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	392695839 [GVK] hdl:10419/68117 [Handle]
Classification:	F32 - Current Account Adjustment; Short-Term Capital Movements ; F36 - Financial Aspects of Economic Integration ; F21 - International Investment; Long-Term Capital Movements
Source:	EconStor

Persistent link: https://www.econbiz.de/10010290677