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Symmetric or Asymmetric Interest Rate Adjustments? Evidence from Southeastern Europe

✍ Scribed by Stelios Karagiannis; Yannis Panagopoulos; Prodromos Vlamis

Book ID: 111004564
Publisher: John Wiley and Sons
Year: 2011
Tongue: English
Weight: 231 KB
Volume: 15
Category: Article
ISSN: 1363-6669
DOI: 10.1111/j.1467-9361.2011.00614.x

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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