## Abstract This paper investigates the existence of threshold cointegration between real exchange rates and real interest rate differentials. Unlike previous work, which generally fails to find evidence of a long‐run relationship employing linear models, we employ tests of the null hypothesis of n
Asymmetric Interest Rate Effects for the UK Real Economy
✍ Scribed by Marianne Sensier; Denise R. Osborn; Nadir Öcal
- Book ID
- 108554517
- Publisher
- John Wiley and Sons
- Year
- 2002
- Tongue
- English
- Weight
- 468 KB
- Volume
- 64
- Category
- Article
- ISSN
- 0140-5543
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