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150128 ||| eng |
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|a 9781451845556
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|a Nagayasu, Jun
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|a The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials
|b A Panel Study
|c Jun Nagayasu, Ronald MacDonald
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260 |
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|a Washington, D.C.
|b International Monetary Fund
|c 1999
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300 |
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|a 12 pages
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651 |
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|a Australia
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|a Interest rates
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|a Government and the Monetary System
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|a Payment Systems
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|a Finance
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653 |
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|a Monetary economics
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653 |
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|a Currency; Foreign exchange
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653 |
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|a Regimes
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|a Financial services
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653 |
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|a Real interest rates
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|a Money
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|a Foreign Exchange
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|a Standards
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|a Banks and Banking
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|a Currencies
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653 |
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|a Monetary Systems
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|a Real exchange rates
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|a Interest Rates: Determination, Term Structure, and Effects
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|a Long term interest rates
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653 |
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|a Exchange rates
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|a Money and Monetary Policy
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|a Foreign exchange
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|a MacDonald, Ronald
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|a eng
|2 ISO 639-2
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|b IMF
|a International Monetary Fund
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|a IMF Working Papers
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|a 10.5089/9781451845556.001
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856 |
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|u https://elibrary.imf.org/view/journals/001/1999/037/001.1999.issue-037-en.xml?cid=2912-com-dsp-marc
|x Verlag
|3 Volltext
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|a 330
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|a This paper empirically examines the long-run relationship between real exchange rates and real interest rate differentials over the recent floating exchange rate period, using a panel cointegration method, with data for a set of industrialized countries. The paper finds evidence of statistically significant long-run relationships and plausible point estimates, which contrasts with much existing evidence. The failure of others to establish such relationships may reflect the estimation method they use rather than any inherent deficiency of the fundamentals-based models
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