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dc.contributor.authorΜυλωνίδης, Νικόλαοςel
dc.contributor.authorPaleologou, S. M.en
dc.date.accessioned2015-11-24T17:05:25Z-
dc.date.available2015-11-24T17:05:25Z-
dc.identifier.urihttps://olympias.lib.uoi.gr/jspui/handle/123456789/11317-
dc.rightsDefault Licence-
dc.subjectReal exchange rateen
dc.subjectReal interest ratesen
dc.subjectCyclically adjusted deficitsen
dc.subjectCointegrationen
dc.titleThe real uncovered interest parity: The case of Canada and the USAen
heal.typejournalArticle-
heal.type.enJournal articleen
heal.type.elΆρθρο Περιοδικούel
heal.identifier.primary10.1016/j.jpolmod.2010.11.002-
heal.languageen-
heal.accesscampus-
heal.recordProviderΠανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Κοινωνικών Επιστημών. Τμήμα Οικονομικών Επιστημώνel
heal.publicationDate2011-
heal.abstractThe aim of this paper is to re-assess the real uncovered interest parity (RUIP) in the light of including domestic demand shocks as possible determinants of the real exchange rate. We use annual data for two close trading partners, namely Canada and the USA. Using cointegration analysis we find evidence in favour of RUIP. In addition, empirical support is provided to show that discretionary fiscal policy actions have a spillover effect to the real exchange rate via real interest rates.en
heal.publisherElsevieren
heal.journalNameJournal of Policy Modelingen
heal.journalTypepeer reviewed-
heal.fullTextAvailabilityTRUE-
Appears in Collections:Άρθρα σε επιστημονικά περιοδικά ( Ανοικτά) - ΟΕ

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