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Does the US international debt affect the euro/dollar exchange rate?

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Author Info
Costas Karfakis () (Department of Economics, University of Macedonia)

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Abstract

The impact of the US international debt on the euro/dollar exchange rate is examined in the context of an Error Correction monetary model with rational expectations. Overall, the relative real income is the most economically significant determinant, whereas the debt is the most statistically significant determinant..

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Publisher Info
Paper provided by Department of Economics, University of Macedonia in its series Discussion Paper Series with number 2008_06.

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Date of creation: Sep 2008
Date of revision: Sep 2008
Handle: RePEc:mcd:mcddps:2008_06

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Web page: http://econlab.uom.gr/econdep/
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Related research
Keywords: Monetary model; US international debt; co-integration analysis; error correction model;

Find related papers by JEL classification:
F31 - International Economics - - International Finance - - - Foreign Exchange

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Hali J. Edison & Robin Brooks & Manmohan S. Kumar & Torsten Sløk, 2001. "Exchange Rates and Capital Flows," IMF Working Papers 01/190, International Monetary Fund.
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  2. Costas Karfakis, 2006. "Is there an empirical link between the dollar price of the euro and the monetary fundamentals?," Applied Financial Economics, Taylor and Francis Journals, vol. 16(13), pages 973-980, September. [Downloadable!] (restricted)
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This page was last updated on 2009-12-2.

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