Real exchange rates and real interest rates once again: a multivariate panel cointegration analysis

Avik Chakrabarti ()

Applied Economics, 2006, vol. 38, issue 11, pages 1217-1221

Abstract: This paper employs multivariate panel cointegration techniques to re-examine the empirical relationship between bilateral real exchange rates and real interest rates. The results from a panel of 1470 quarterly observations on Canada, France, Germany, Italy, Japan, UK, and USA over the period 1977 to 1994 indicate the absence of any long-run relationship between the two variables.

Date: 2006
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