Real exchange rates and real interest differentials for sectoral data: A dynamic SUR approach

被引：3

作者：

Kim, Jaebeom ^{[1
]}

机构：

[1] Oklahoma State Univ, William S Spears Sch Business, Dept Econ, Stillwater, OK 74078 USA

来源：

ECONOMICS LETTERS | 2007年 / 97卷 / 03期

关键词：

dynamic SUR; real exchange rate; real interest differentials;

D O I：

10.1016/j.econlet.2007.03.011

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper examines the link between real exchange rates and real interest rate differentials for traded and nontraded goods with a system method in a dynamic seemingly unrelated cointegrating regression for panel data. Empirical results show that the link between real exchange rate and real interest differential is more favorable for traded goods than for general and non-traded goods. (c) 2007 Elsevier B.V. All rights reserved.

引用

页码：247 / 252

页数：6

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