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Real exchange rates and real interest rates : a nonlinear perspective

Bec, Frédérique; BenSalem, Mélika; MacDonald, Ronald - In: Recherches économiques de Louvain 72 (2006) 2, pp. 177-194

Persistent link: https://www.econbiz.de/10003362541

Some specification tests of uncovered interest parity

MacAvinchey, Ian D. - In: Recherches économiques de Louvain 56 (1990) 1, pp. 61-78

Persistent link: https://www.econbiz.de/10001111485

National insurance against unevenly distributed shocks in a European monetary union

Mélitz, Jacques - In: Recherches économiques de Louvain 59 (1993) 1, pp. 81-104

Persistent link: https://www.econbiz.de/10001330784

The life cycle hypothesis and rational expectations : some further empirical results

MacDonald, R.; Peel, D. A. - In: Recherches économiques de Louvain 49 (1983) 4, pp. 381-390

Persistent link: https://www.econbiz.de/10002416575

Real exchange rates and real interest rates: A nonlinear perspective

Bec, Frédérique; Salem, Mélika Ben; MacDonald, Ronald - In: Recherches économiques de Louvain 72 (2006) 2, pp. 177-194

Persistent link: https://www.econbiz.de/10007297112

Real exchange rates and real interest rates : a nonlinear perspective

Bec, Frédérique; Salem, Mélika Ben; MacDonald, Ronald - In: Recherches économiques de Louvain 72 (2006) 2, pp. 177-194

<marquage typemarq="gras"/> In this paper we use a Threshold AutoRegressive (TAR) model to capture the nonlinear dynamics of monthly real effective exchange rate data for the G7 countries. The novelty of our approach relates to the use of the real interest differential as the switching variable. This choice allows us to...

Persistent link: https://www.econbiz.de/10005560170