Predicting real exchange rates from real interest rate differentials and net foreign asset stocks: evidence for the mark/dollar parity
Year of publication: |
1999
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Authors: | Meier, Carsten-Patrick |
Publisher: |
Kiel : Kiel Institute of World Economics (IfW) |
Subject: | Kaufkraftparität | Prognoseverfahren | Realzins | Zinsdifferenz | Kapitalimport | Monetäre Wechselkurstheorie | Schätzung | Deutschland | USA | real interest rates | net foreign assets | nontradables prices | fixed/floating exchange rate regimes | real exchange rates |
Series: | Kiel Working Paper ; 962 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 861988965 [GVK] hdl:10419/2350 [Handle] RePEc:zbw:ifwkwp:962 [RePEc] |
Classification: | F31 - Foreign Exchange ; F32 - Current Account Adjustment; Short-Term Capital Movements |
Source: |
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Meier, Carsten-Patrick, (1999)
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Meier, Carsten-Patrick, (1999)
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A re-examination of the link between real exchange rates and real interest rate differentials
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