Butter, Frank A.G. den; Jansen, Pieter W. - VU University Amsterdam, Faculty of Economics, Business … - 2001
This paper estimates the short run and long run influences of the main determinants of the German long-term interest rate using quarterly data for the period 1982-1999. A major reason for our focus on the German interest rate is that this rate, and hence its determinants, will be dominant in...