A re-assessment of the relationship between real exchange rates and real interest rates: 1974-1990

Article Abstract:

The report analyses the relationship between real exchange rates and real interest rates differentials. The data used was quarterly statistics in between 1974 and 1990. Federal Reserve Board exchange rates for the value of the dollar against the yen, pound sterling, deutschmark and Canadian dollar were used. The results show that there is a relationship but no definite pattern. Real exchange rates and real interest rates are volatile but are not cointegraional.

Interest rates

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Productivity shocks and real exchange rates

Article Abstract:

The relationship between productivity shocks and real exchange rates are analyzed.

Sweden, Pricing Policy, Analysis, Pricing, Industrial productivity, Product price, Productivity

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Exchange rates and the fiscal theory of the price level

Article Abstract:

Exchange rate determination is examined in a two-country cash-in-advance model.

Research, Money supply

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