Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5062330 | Economics Letters | 2007 | 6 Pages |
Abstract
This paper examines the link between real exchange rates and real interest rate differentials for traded and non-traded goods with a system method in a dynamic seemingly unrelated cointegrating regression for panel data. Empirical results show that the link between real exchange rate and real interest differential is more favorable for traded goods than for general and non-traded goods.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Jaebeom Kim,