Long- and short-term interest rates in 19 countries : tests of cointegration and parameter instability
Year of publication: |
2002
|
---|---|
Authors: | Arize, Augustine Chuck ; Malindretos, John ; Obi, Z. Ike |
Published in: |
Atlantic economic journal : AEJ. - Dordrecht [u.a.] : Springer, ISSN 0197-4254, ZDB-ID 188752-X. - Vol. 30.2002, 2, p. 105-120
|
Subject: | Zinsstruktur | Yield curve | Kointegration | Cointegration | Realzins | Real interest rate | Industrieländer | Industrialized countries | 1973-1998 |
-
Breitenbach, Marthinus C., (2020)
-
A re-examination of the link between real exchange rates and real interest rate differentials
Hoffmann, Mathias, (2003)
-
Why So Low for So Long? A Long-Term View of Real Interest Rates
Borio, Claudio E. V., (2017)
- More ...
-
Exchange rate and long-run price relationship in 19 selected European and LDCs
Arize, Augustine Chuck, (2019)
-
Dynamic linkages and granger causality between trade and budget deficits : evidence from Africa
Arize, Augustine Chuck, (2008)
-
Cointegration, dynamic structure, and the validity of purchasing power parity in African countries
Arize, Augustine Chuck, (2010)
- More ...