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Currency Fluctuations vs. Interest and Inflation Differentials : Does the Double Equality Hold ?

Author

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  • Jean-Christian LAMBELET

Abstract

Combining, as it does, three fundamental propositions ( uncovered interest rate parity, relative PPP, international equalization of the real return on capital), the double equality is found to hold in the long run with a striking degree of precision and reability when tested by means of a sample of 18 industrialized OECD countries over the 1976-1994 period.

Suggested Citation

  • Jean-Christian LAMBELET, 1996. "Currency Fluctuations vs. Interest and Inflation Differentials : Does the Double Equality Hold ?," Cahiers de Recherches Economiques du Département d'économie 9607, Université de Lausanne, Faculté des HEC, Département d’économie.
    • Handle: RePEc:lau:crdeep:9607
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    Cited by:

    1. Lambelet, Jean-Christian & Mihailov, Alexander, 2005. "The Triple-Parity Law," Economics Discussion Papers 8896, University of Essex, Department of Economics.

    More about this item

    Keywords

    exchange rates; interest differentials; inflation differentials; relative PPP; uncovered interest parity; real interest rate equalization; currency market equilibrium; international investment strategies; international economic competitiveness; monetary policy; Swiss economy;
    All these keywords.

    JEL classification:

    • E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
    • E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
    • F2 - International Economics - - International Factor Movements and International Business
    • F3 - International Economics - - International Finance

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