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The price of gold and the exchange rate: Evidence from threshold cointegration and threshold granger causality analyses for Turkey

✍ Scribed by Gürış, Burak; Kiran, Burcu

Book ID
121878941
Publisher
Akadmiai Kiad
Year
2014
Tongue
English
Weight
90 KB
Volume
64
Category
Article
ISSN
0001-6373

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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