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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Bibliographic Details
Main Author: Wang, Zhiyuan
Format: Others
Language:English
Published: Högskolan i Skövde, Institutionen för teknik och samhälle 2007
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:his:diva-83