Reexamination of the relationship between Real Exchange Rates and Real Interest Differentials－The Evidence from G7 countries
碩士 === 國立中山大學 === 經濟學研究所 === 102 === This paper applies a vector autoregressive model of real exchange rate changes and real interest rate differentials to estimate expected real exchange rate changes. The constructed real exchange rate changes are then regressed on real interest differentials. The...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/856c8q |