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Does the exchange rate regime matter for real shocks? Evidence from windstorms and earthquakes

✍ Scribed by Rodney Ramcharan

Book ID
116659506
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
273 KB
Volume
73
Category
Article
ISSN
0022-1996

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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