Add to ORKGThis paper aims to investigate the impact of the bond/money ratio on the nominal interest rate. The econometric model chosen fits a dynamic panel data for Canada, Japan and US over the period 1980-2006. We found empirical evidence that Ricardian Equivalence does not hold. The analysis indicates, for the three countries, that the bond/money ratio affects the nominal interest rate. We thank CNPq for financial support
This paper studies an economy with trading frictions, and liquid outside bonds in a model à la Lago...
Abstract. The nominal exchange rate is both a macroeconomic variable equilibrating international mar...
The Fishenan hypothesIs assert's that, If the expected real rate if interest is constant and therefo...
This paper reexamines some unsettled theoretical and empirical issues regarding the relationship bet...
This paper presents a macro-econometric model for medium- and long-term nominal interest rates and t...
R ecent years have witnessed a growing number of attempts to reduce inf la t ion by a pol icy of rai...
This paper is the first step in the integration of the (search-theoretic) microfoundation of monetar...
The determinants of long-term nominal interest rates have not yet been fully explained by either eco...
We revisit a significant research topic on exchange rate behavior by restating the test procedures w...
The Fisher hypothesis, which states that the nominal interest rate changes point-for-point with expe...
This paper investigates the (break) stationarity null hypothesis using data for 25 interest rates wi...
The real interest parity (RIP) condition combines two cornerstones in international finance, uncover...
1We would like to thank seminar participants at the Federal Reserve Bank of New York, 2007 CMSG and ...
Interest rates are key economic variables to much of finance and macroeconomics, and an enormous amo...
This paper revisits the economic theory of the interest rates and presents some estimation results o...
This paper studies an economy with trading frictions, and liquid outside bonds in a model à la Lago...
Abstract. The nominal exchange rate is both a macroeconomic variable equilibrating international mar...
The Fishenan hypothesIs assert's that, If the expected real rate if interest is constant and therefo...
This paper reexamines some unsettled theoretical and empirical issues regarding the relationship bet...
This paper presents a macro-econometric model for medium- and long-term nominal interest rates and t...
R ecent years have witnessed a growing number of attempts to reduce inf la t ion by a pol icy of rai...
This paper is the first step in the integration of the (search-theoretic) microfoundation of monetar...
The determinants of long-term nominal interest rates have not yet been fully explained by either eco...
We revisit a significant research topic on exchange rate behavior by restating the test procedures w...
The Fisher hypothesis, which states that the nominal interest rate changes point-for-point with expe...
This paper investigates the (break) stationarity null hypothesis using data for 25 interest rates wi...
The real interest parity (RIP) condition combines two cornerstones in international finance, uncover...
1We would like to thank seminar participants at the Federal Reserve Bank of New York, 2007 CMSG and ...
Interest rates are key economic variables to much of finance and macroeconomics, and an enormous amo...
This paper revisits the economic theory of the interest rates and presents some estimation results o...
This paper studies an economy with trading frictions, and liquid outside bonds in a model à la Lago...
Abstract. The nominal exchange rate is both a macroeconomic variable equilibrating international mar...
The Fishenan hypothesIs assert's that, If the expected real rate if interest is constant and therefo...
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