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The deficit-interest rate link : empirical evidence for Canada

Siklos, Pierre L. - In: Applied economics 20 (1988) 12, pp. 1563-1577

Persistent link: https://www.econbiz.de/10001065106

Convergence in interest rates and inflation rates across countries and over time

Siklos, Pierre L. - In: Review of international economics 5 (1997) 1, pp. 129-141

Persistent link: https://www.econbiz.de/10001256059

Convergence in Interest Rates and Inflation Rates Across Countries and Over Time

Siklos, Pierre L.; Wohar, Mark E. - 2001

We examine the relationship between interest rates and inflation rates for ten countries during the period 1974- 1995 … Canada, and the U.S., Germany, and Japan. No similar relationship is obtained between inflation rates with one exception …, namely the U.S. and Canada. We interpret these results as convergence in inflation but not in interest rates. Hence, if …

Persistent link: https://www.econbiz.de/10014105949

Macroeconomic risks and monetary policy in Central European countries : parallels in the Czech Republic, Hungary, and Poland

Ábel, István; Siklos, Pierre L. - In: Risks : open access journal 11 (2023) 11, pp. 1-26

Changes in interest rates, inflation, and exchange rates are the main components of macroeconomic risks (financial … form of flexible inflation targeting (FIT). It is characterized by an explicit concern over exchange rates. The empirical …

Persistent link: https://www.econbiz.de/10014436574

Do central banks react to the stock market? : the case of the Bundesbank

Bohl, Martin T.; Siklos, Pierre L.; Werner, Thomas - In: Journal of banking & finance 31 (2007) 3, pp. 719-733

Persistent link: https://www.econbiz.de/10003429766

The behavior of short-term interest rates : international evidence of non-linear adjustment

Haug, Alfred Albert (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 4, pp. 1-32

Persistent link: https://www.econbiz.de/10003559278

Did the Bundesbank react to stock price movements?

Bohl, Martin T.; Siklos, Pierre L.; Werner, Thomas - 2003

In this paper, we investigate the relationship between stock returns and short-term interest rates. Identification of the stock return-interest rate relation is solved by using a new technique that relies on the heteroskedasticity of shocks to stock market returns. We suggest some improvements...