Add to ORKGWe use a new test for cointegration that allows for structural breaks in the cointegrating relationship to test for bilateral interest rate convergence in the European Monetary System. Contrary to previous studies that employed standard cointegration tests, we find strong evidence for convergence between German nominal interest rates and interest rates in four other EMS countries in the 1979-1995 period.peer-reviewe
This paper estimates whether the new member states (NMS) that joined the EU in 2004 have achieved a ...
We test for real interest parity (RIP) in the EU25 area. Our contribution is two-fold: First, we acc...
This paper analyzes deviations from uncovered interest rate parity which are interpreted as indicato...
We use a new test for cointegration that allows for structural breaks in the cointegrating relations...
We use cointegration tests that determine endogenously the regime shift to test for bilateral short...
We consider interest rate convergence under the euro. In particular, we employ cointegration tests t...
In this paper the linkages existing between the interest rates within the European Union countries a...
The paper tests for long-run monetary policy convergence and short-run policy interactions in seven...
The paper tests for long-run monetary policy convergence and short-run policy interactions in seven ...
We use recently developed cointegration tests that determine endogenously the regime shift to test ...
This paper investigates monetary policy convergence between the reference country (Germany) and the ...
We test for real interest rate convergence in the EU25 area. Our contribution is twofold: first, we ...
This paper reports tests of hypotheses that a variety of interest rates and other measures from fina...
Defense date: 29/10/2009Examining Board: Professor Helmut Lütkepohl, EUI, Supervisor Professor Massi...
Provided by the author(s) and NUI Galway in accordance with publisher policies. Please cite the publ...
This paper estimates whether the new member states (NMS) that joined the EU in 2004 have achieved a ...
We test for real interest parity (RIP) in the EU25 area. Our contribution is two-fold: First, we acc...
This paper analyzes deviations from uncovered interest rate parity which are interpreted as indicato...
We use a new test for cointegration that allows for structural breaks in the cointegrating relations...
We use cointegration tests that determine endogenously the regime shift to test for bilateral short...
We consider interest rate convergence under the euro. In particular, we employ cointegration tests t...
In this paper the linkages existing between the interest rates within the European Union countries a...
The paper tests for long-run monetary policy convergence and short-run policy interactions in seven...
The paper tests for long-run monetary policy convergence and short-run policy interactions in seven ...
We use recently developed cointegration tests that determine endogenously the regime shift to test ...
This paper investigates monetary policy convergence between the reference country (Germany) and the ...
We test for real interest rate convergence in the EU25 area. Our contribution is twofold: first, we ...
This paper reports tests of hypotheses that a variety of interest rates and other measures from fina...
Defense date: 29/10/2009Examining Board: Professor Helmut Lütkepohl, EUI, Supervisor Professor Massi...
Provided by the author(s) and NUI Galway in accordance with publisher policies. Please cite the publ...
This paper estimates whether the new member states (NMS) that joined the EU in 2004 have achieved a ...
We test for real interest parity (RIP) in the EU25 area. Our contribution is two-fold: First, we acc...
This paper analyzes deviations from uncovered interest rate parity which are interpreted as indicato...