Byrne, Joseph P. (contributor); Nagayasu, Jun (contributor) - 2008
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Structural Breaks in the Real Exchange Rate and
Real Interest Rate Relationship
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Joseph P. Byrne and Jun … rate differential is an important determinant of the real
exchange rate. Secondly, in order to investigate the relevance … and is indeed country-specific.
Keywords: Real exchange rate; real interest rate differential; nonstationarity …