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A test of long-run purchasing power parity using annual data for seven countries : 1900 - 88

Bleaney, Michael F. - In: Economia internazionale 45 (1992) 2, pp. 180-196

Persistent link: https://www.econbiz.de/10001137521

An empirical investigation of purchasing power parity and the dynamics of real exchange rates

Tayyem, Fayez Ahmad - 1991

Persistent link: https://www.econbiz.de/10000909954

Estimating Exchange Rate Responsiveness to Shocks

Narayan, Paresh Kumar - 2012

for the bulk of the real exchange rate variations for Japan, Italy, Germany, France, and the UK vis-à-vis the US dollar …, France, and Italy, around 15% of the variation in real exchange rate is due to transitory shocks, for Canada, Germany and the … over short horizons. For Canada, however, transitory shocks are dominant over the short horizon. In sum, while for Japan …

Persistent link: https://www.econbiz.de/10013105453

A Re-Examination of the Link between Real Exchange Rates and Real Interest Rate Differentials

Hoffmann, Mathias; MacDonald, Ronald - 2021

The real exchange rate - real interest rate (RERI) relationship is central to most open economy macroeconomic models. However, empirical support for the relationship, especially when cointegration-based methods are used, is rather weak. In this paper we reinvestigate the RERI relationship using...

Persistent link: https://www.econbiz.de/10013320033

A re-examination of the link between real exchange rates and real interest rate differentials

Hoffmann, Mathias; MacDonald, Ronald - 2003

The real exchange rate - real interest rate (RERI) relationship is central to most open economy macroeconomic models. However, empirical support for the relationship, especially when cointegrationbased methods are used, is rather weak. In this paper we reinvestigate the RERI relationship using...