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dc.contributor.authorApergis, Nicholas
dc.date.accessioned2019-03-14T17:39:25Z
dc.date.available2019-03-14T17:39:25Z
dc.date.issued1998
dc.identifier.urihttp://hdl.handle.net/10545/623583
dc.description.abstractttempts to examine the relationship between budget (or public) deficits and exchange rates in eight OECD countries, namely Germany, the UK, Switzerland, Belgium, the Netherlands, Italy, France, and Canada over the period 1980‐1995 by using quarterly data and the methodologies of cointegration, long‐run causality and Granger (or short‐run) causality tests. The empirical findings provide evidence in favour of the association between exchange rates and budget deficits with the impact of these deficits on the exchange rate, however, not being uniform. In certain cases budget deficits seem to have led to a currency depreciation, while in others to a currency appreciation.en
dc.description.sponsorshipN/Aen
dc.language.isoenen
dc.publisherEmerald Group Publishing Limiteden
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectExchange ratesen
dc.subjectIntegrationen
dc.subjectEconomic indicatorsen
dc.subjectOECDen
dc.titleBudget deficits and exchange rates: further evidence from cointegration and causality testsen
dc.typeArticleen
dc.contributor.departmentUniversity of Macedoniaen
dc.identifier.journalJournal of Economic Studiesen


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