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Ditemukan 2 dokumen yang sesuai dengan query
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Peter Golit
Exchange Rate and Interest Rate Differential in G7 Economies
Jakarta: Bank Indonesia Insitute, 2019
332 BEMP 22:3 (2019)
Artikel Jurnal  Universitas Indonesia Library
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Peter Golit
Exchange rate and interest rate differential in g7 economies
" ABSTRAK We offer new insights on the dynamics of the exchange rate interest rate differential for the case of G7 economies. We show that the nexus is better considered using anasymmetric model, as suggested by a host of previous studies. In addition, we find therole of accounting for structural breaks to be prominent. We also show differences in thenexus between euro and non-euro G7 countries, suggesting heterogeneous monetarypolicies. Thus, we document the strongest evidence for the ... "
Jakarta: Bank Indonesia Insitute, 2019
332 BEMP 22:3 (2019)
Artikel Jurnal  Universitas Indonesia Library