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Long Run Relationship between Real Exchange Rate and Real Interest Rate Differentials : The Cointegration Approach

Patra, Nilanjan - 2006

in open economy macroeconomics, its empirical evidence, particularly when cointegration methods are used, is rather mixed … Johansen tests for presence of cointegration. However, it could not found empirical support in favour of the above relationship …

Persistent link: https://www.econbiz.de/10012732476

Real Exchange Rate and Real Interest Rate Differential : A Cointegration Approach with Structural Shifts

Khairnar, Kunal - 2017

US. We find weak evidence of cointegration between USD/INR real exchange rate, US real interest rate and Indian real … interest, and no cointegration between USD/INR real exchange rate and real interest rate differential using standard … cointegration tests. To make our analysis robust, we identify important structural breaks in exchange rate and interest rates and …

Persistent link: https://www.econbiz.de/10012974858

Empirical analyses of the relationship between real exchange rate and real interest rate differentials in inflation targeting countries

Breitenbach, Marthinus C.; Zerihun, Mulatu Fekadu; … - In: African journal of business and economic research : AJBER 15 (2020) 1, pp. 7-25

Persistent link: https://www.econbiz.de/10012666018

On real interest rate convergence among G7 countries

Riedel, Jana - In: Empirical economics : a journal of the Institute for … 59 (2020) 2, pp. 599-626

Persistent link: https://www.econbiz.de/10012258791

Dynamic transmission effects between the interest rate, the US dollar, and gold and crude oil prices

Wang, Yu-shan; Chueh, Yen Ling - In: Economic modelling 30 (2013), pp. 792-798

Persistent link: https://www.econbiz.de/10009708796

How does economic news affect exchange and interest rates? : "The case of Thailand"

Chinprateep, Apirada - 1998

Persistent link: https://www.econbiz.de/10000674355

Reflections on the natural rate of interest, its measurement, monetary policy and the zero lower bound

Cukierman, Alex - 2016

Persistent link: https://www.econbiz.de/10011544620

Measuring the Natural Rate of Interest : A Note on Transitory Shocks

Lewis, Kurt F. - 2020

We present evidence that the natural rate of interest is buffeted by both permanent and transitory shocks. We establish this result by estimating a benchmark model with Bayesian methods and loose priors on the unobserved drivers of the natural rate. When subject to transitory shocks, the median...

Persistent link: https://www.econbiz.de/10012854228

Estimating Equilibrium Real Interest Rates in Real-Time

Clark, Todd E. - 2016

Persistent link: https://www.econbiz.de/10012991357

Non-normal errors or nonlinearity? : performance of unit root tests

Lee, Hyejin; Hur, Mansik - In: Applied economics 53 (2021) 52, pp. 6094-6103

Persistent link: https://www.econbiz.de/10012650385