Real exchange rates and real interest rates : a nonlinear perspective :: SCD d'Orléans

Real exchange rates and real interest rates : a nonlinear perspective

Real exchange rates and real interest rates : a nonlinear perspective

Dans cet article, nous retenons un modèle auto-régressif à seuils de type TAR afin de capturer la dynamique non linéaire des taux de change réels effectifs des pays du G7. L’originalité de notre approche provient de l’utilisation du différentiel de taux d’intérêt réel comme variable de transition en...

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Opis bibliograficzny
Główni autorzy:	Bec, Frédérique, Ben Salem, Mélika, MacDonald, Ronald
Format:	Article ou chapitre numérique
Język:	Français
Wydane:	2006
Dostęp online:	Accès Université d'Orléans et IFPM Accès Université d'Orléans et IFPM

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