Real exchange rate, interest rate and capital movements: evidence for France

Joaquin Pi-Anguita

Applied Economics Letters, 1998, vol. 5, issue 5, 305-307

Abstract: This paper measures capital mobility in France by analysing the direction of causality between the real exchange rate and the interest rate. Cointegration and Granger causality tests show that the direction of causality between the two variables reverses in 1987, the date at which capital controls started to be lifted in France.

Date: 1998
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DOI: 10.1080/758524406

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