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Asymmetric price rigidity and the optimal interest rate defense of the exchange rate: Some evidence for the US

✍ Scribed by V.V. Dobrynskaya

Book ID
113748284
Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
298 KB
Volume
30
Category
Article
ISSN
0161-8938

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## 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