This paper finds empirical support for a Taylor (1993) type interest rate determination rule. The model is solved analytically, estimated and used for simulation, impulse response analyses and forecasting with quarterly time series data for the UK and annual time series data for Germany, France, Japan, the UK and the US. The results confirm that such rules implicitly exists during the period of analysis
A duration analysis is adopted in this study to investigate the determinants of the "interest rate s...
This dissertation consists of two parts. In the first part I introduce a new data set of quarterly v...
One of the main criticisms on the original Taylor rule is the so-called real time critique; because ...
This paper finds empirical support for a Taylor (1993) type interest rate determination rule. The mo...
This paper finds empirical support for Taylor (1993) type interest rate determination rule. The mode...
The short run and long run influences of the main determinants of the German long-term interest rate...
This book employs three different methods for explaining and predicting UK interest rates.In the fir...
This paper offers two new results on interest rate rules. First, we show that the empirical evidence...
A duration analysis is adopted in this study to investigate the determinants of the “interest rate s...
The short run and long run influences of the main determinants of the German long-term interest rate...
The Taylor (1993) rule for determining interest rates isgeneralized to account for three additional ...
This paper investigates the econometric properties of the Taylor (1993) rule applied to U.S., Austra...
This study contains a set of estimates of reaction functions for the euro area based on a monthly da...
The paper attempts to identify an empirical relationship that characterizes the way the Bundesbank a...
In a variety of recent papers, researchers have found that interest rate behaviour approximately fol...
A duration analysis is adopted in this study to investigate the determinants of the "interest rate s...
This dissertation consists of two parts. In the first part I introduce a new data set of quarterly v...
One of the main criticisms on the original Taylor rule is the so-called real time critique; because ...
This paper finds empirical support for a Taylor (1993) type interest rate determination rule. The mo...
This paper finds empirical support for Taylor (1993) type interest rate determination rule. The mode...
The short run and long run influences of the main determinants of the German long-term interest rate...
This book employs three different methods for explaining and predicting UK interest rates.In the fir...
This paper offers two new results on interest rate rules. First, we show that the empirical evidence...
A duration analysis is adopted in this study to investigate the determinants of the “interest rate s...
The short run and long run influences of the main determinants of the German long-term interest rate...
The Taylor (1993) rule for determining interest rates isgeneralized to account for three additional ...
This paper investigates the econometric properties of the Taylor (1993) rule applied to U.S., Austra...
This study contains a set of estimates of reaction functions for the euro area based on a monthly da...
The paper attempts to identify an empirical relationship that characterizes the way the Bundesbank a...
In a variety of recent papers, researchers have found that interest rate behaviour approximately fol...
A duration analysis is adopted in this study to investigate the determinants of the "interest rate s...
This dissertation consists of two parts. In the first part I introduce a new data set of quarterly v...
One of the main criticisms on the original Taylor rule is the so-called real time critique; because ...