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Real Exchange Rates and Real Interest Differentials: The Case of a Transitional Economy - Cambodia

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  • Tuck Cheong Tang

Abstract

This study examines the existence of long-run equilibrium relationship between the Cambodia’s real exchange rates and real interest differentials. The results of cointegration tests (i.e. Engle-Granger tests, and Johansen’s multivariate tests without and with structural breaks) show that these variables are cointegrated over the sample period of November 1994 - August 2009. This empirical finding illustrates the fundamental understanding of the role of real interest differential in determining real exchange rates in Cambodia, and it is useful for policy considerations.

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File URL: http://www.buseco.monash.edu.au/eco/research/papers/2010/0810cambodiatang.pdf
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Bibliographic Info

Paper provided by Monash University, Department of Economics in its series Monash Economics Working Papers with number 08-10.

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Length: 7 pages
Date of creation: May 2010
Date of revision:
Handle: RePEc:mos:moswps:2010-08

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Postal: Department of Economics, Monash University, Victoria 3800, Australia
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Keywords: Cambodia; Real exchange rates; Real interest differentials;

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  1. Mohsen Bahmani-Oskooee & Ali Kutan & Su Zhou, 2009. "Towards solving the PPP puzzle: evidence from 113 countries," Applied Economics, Taylor & Francis Journals, vol. 41(24), pages 3057-3066.
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