Study the relationship between real exchange rate and interest rate differential – United States and Sweden
This paper uses co-integration method and error-correction model to re-examine the relationship between real exchange rate and expected interest rate differentials, including cumulated current account balance, over floating exchange rate periods. As indicated by the dynamic model, I find that there...
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Format: | Others |
Language: | English |
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Högskolan i Skövde, Institutionen för teknik och samhälle
2007
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Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:his:diva-83 |