EXCHANGE RATE AND INTEREST RATE DIFFERENTIAL IN G7 ECONOMIES

EXCHANGE RATE AND INTEREST RATE DIFFERENTIAL IN G7 ECONOMIES

We offer new insights on the dynamics of the exchange rate–interest rate differential for the case of G7 economies. We show that the nexus is better considered using an asymmetric model, as suggested by a host of previous studies. In addition, we find the role of accounting for structural breaks to...

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Bibliographic Details
Main Authors: Peter Golit, Afees Salisu, Akinwunmi Akintola, Faustina Nsonwu, Itoro Umoren
Format: Article
Language:Indonesian
Published: Bank Indonesia 2019-10-01
Series:Bulletin Ekonomi Moneter dan Perbankan
Subjects:
g7 countries
asymmetry;
structural break
exchange rate
interest rate differential
Online Access:https://www.bmeb-bi.org/index.php/BEMP/article/view/1147

Internet

https://www.bmeb-bi.org/index.php/BEMP/article/view/1147

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