Essays about: "exchange rate and interest rate differential"

Showing result 6 - 7 of 7 essays containing the words exchange rate and interest rate differential.

1. 6. Study the relationship between real exchange rate and interest rate differential – United States and Sweden

   University essay from Institutionen för teknik och samhälle

   Author : Zhiyuan Wang; [2007]
   Keywords : Exchange rate; interest rate differentials; unit root; co-integration; error correction model and forecast.;

   Abstract : This paper uses co-integration method and error-correction model to re-examine the relationship between real exchange rate and expected interest rate differentials, including cumulated current account balance, over floating exchange rate periods. As indicated by the dynamic model, I find that there is a long run relationship among the variables using Johansen co-integration method. READ MORE

3. 7. Identifying the determinants of exchange rate movements : Evaluating the real interest differential model

   University essay from IHH, Nationalekonomi

   Author : Annsofie Petersson; [2005]
   Keywords : Exchange rate volatility; interest rate differential; money supply; inflation; industrial production;

   Abstract : Trying to find explanations to movements in the exchange rate is something that econo-mists have been dealing with to a great extend lately. Especially since the break down of the Bretton Wood system in the early 1970’s, when many countries introduced a floating sys-tem instead. One of the most famous and often tested models is Jeffery A. READ MORE