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Real exchange rates and real interest rates once again: a multivariate panel cointegration analysis

✍ Scribed by Chakrabarti, Avik


Book ID
126693301
Publisher
Taylor and Francis Group
Year
2006
Tongue
English
Weight
116 KB
Volume
38
Category
Article
ISSN
0003-6846

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The real exchange rate–real interest rat
✍ Robert Sollis; Mark E. Wohar πŸ“‚ Article πŸ“… 2006 πŸ› John Wiley and Sons 🌐 English βš– 212 KB πŸ‘ 1 views

## 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