Hamori, Shigeyuki; Hamori, Naoko - In: Applied Economics Letters 16 (2009) 11, pp. 1113-1116
This article empirically analyses the international term structure of interest rates in the Euro area over the period from 1999 to 2006. To address the small sample problem, we apply the nonstationary panel data analysis to two data sets: (1) seven countries (Belgium, Finland, France, Germany,...