Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation

C-Tier
Journal: Economics Letters
Year: 2015
Volume: 132
Issue: C
Pages: 13-17

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

International real business cycle models predict a relationship between real exchange rates and consumption. This prediction is not supported by the empirical literature. In a new approach, we apply nonlinear Granger-causality tests to data for 14 OECD countries.

Technical Details

RePEc Handle
repec:eee:ecolet:v:132:y:2015:i:c:p:13-17
Journal Field
General
Author Count
3
Added to Database
2026-01-28