An investigation of the causal relations between exchange rates and interest rate differentials using wavelets

Author:

Hacker R. Scott,Karlsson Hyunjoo Kim,Månsson Kristofer

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference34 articles.

1. Autoregressive model fitting for control;Akaike;Annals of the Institute of Statistical Mathematics,1971

2. An illustration of the causality relation between government spending and revenue using wavelet analysis on Finnish data;Almasri;Journal of Applied Statistics,2003

3. The exchange rate in a model of pricing-to-market;Betts;European Economic Review,1996

4. Exchange rate dynamics in a model of pricing-to-market;Betts;Journal of International Economics,2000

5. The monetary approach to the exchange rate—Some empirical evidence;Bilson;International Monetary Fund Staff Papers,1978

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