The term structure of interest rates in the US and West Germany: causality analysis in cointegratedsystems

The information content in the term structure of German interest rates

TORRICELLI, Costanza
BOERO G.

January 2002

This paper tes ts the Expectations Hypothesis (EH) of the term structure of interest rates using new...

An empirical analysis of the German interest rate

den Butter, F.A.G.
Jansen, P.W.

January 2004

The short run and long run influences of the main determinants of the German long-term interest rate...

The information in the term structure of German interest rates

Boero G.
Torricelli C.

January 2002

This paper tests the Expectations Hypothesis (EH) of the term structure of interest rates using new ...

On the term structure of interest rates: empirical results for Germany

Wolters, Juergen

January 1994

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

The term structure of interest rates: expectations theory and empirical evidence for Germany

Kuehl, Petra
Schlote, Klaus Wilhelm

January 1986

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Main determinants of German nominal long-term interest rates: a cointegration analysis

Osuna-Padilla, Victoria
Taehtinen, Timo
Institut fuer Weltwirtschaft Kiel (Germany)

January 1995

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

The domestic term structure and international interest linkages: a cointegration analysis

Hansen, Gerd

January 1996

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, D-21400 Kiel W 124 (87) / FIZ...

Different dynamical specifications of the term structure of interest rates and their implications

Musiela, Marek
Sondermann, Dieter

January 1993

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

The term structure of interest rates as an indicator of monetary policy and its potential to forecast inflation: the case of Germany and Spain since 1986

Prey, Hedwig
Bestue Cardiel, Pilar
Institut fuer Weltwirtschaft, Kiel (Germany)

January 1993

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe

BRUEGGEMANN, Ralf
LUETKEPOHL, Helmut

January 2005

A system of U.S. and euro-area short and long-term interest rates is analyzed. According to the expe...

U.S. - European interest rate linkage: A time series analysis for West Germany, Switzerland and the United States

Zurich Eidgenoessische Technische Hochschule (ETH) (Switzerland))
Wolters, J. (Berlin Freie Univ. (Germany))
Kirchgaessner, G. (Osnabrueck Univ. (Germany)
Berlin Freie Univ. (Germany). Inst. fuer Quantitative Oekonomik und Statistik

January 1985

SIGLETIB Hannover: RN 6494(1985,8) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Inf...

The term structure of interest rates in the UK and Germany

Nitzsche, D

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN005740 / BLDSC - British Library D...

Linkages among interest rates in the United States, Germany and Norway

Bremnes, Helge
Gjerde, Øystein
Sættem, Frode

January 2000

The Johansen multivariate cointegration methodology is utilized to analyze relationships among short...

Estimating and Forecasting the Austrian and German Term Structure of Interest Rates: Final Report ; Study for the RZB

Boss, Michael
Felderer, Bernhard
Helmenstein, Christian
Pointner, Wolfgang
Valderrama, Maria Teresa

July 1998

from the Table of Contents: Estimating the Term Structure of Interest Rates; A Multifactor Model of ...

Geldmarktsteuerung und Zinsstruktur: Ergebnisse für Deutschland und die USA

Anker, Peter
Wasmund, Jörn

April 1998

Monetary Policy and the Term Structure of Interest Rates: Results obtained for Germany and the USA ...

The information content in the term structure of German interest rates

TORRICELLI, Costanza
BOERO G.

January 2002

This paper tes ts the Expectations Hypothesis (EH) of the term structure of interest rates using new...

An empirical analysis of the German interest rate

den Butter, F.A.G.
Jansen, P.W.

January 2004

The short run and long run influences of the main determinants of the German long-term interest rate...

The information in the term structure of German interest rates

Boero G.
Torricelli C.

January 2002

This paper tests the Expectations Hypothesis (EH) of the term structure of interest rates using new ...

On the term structure of interest rates: empirical results for Germany

Wolters, Juergen

January 1994

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

The term structure of interest rates: expectations theory and empirical evidence for Germany

Kuehl, Petra
Schlote, Klaus Wilhelm

January 1986

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Main determinants of German nominal long-term interest rates: a cointegration analysis

Osuna-Padilla, Victoria
Taehtinen, Timo
Institut fuer Weltwirtschaft Kiel (Germany)

January 1995

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

The domestic term structure and international interest linkages: a cointegration analysis

Hansen, Gerd

January 1996

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, D-21400 Kiel W 124 (87) / FIZ...

Different dynamical specifications of the term structure of interest rates and their implications

Musiela, Marek
Sondermann, Dieter

January 1993

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

The term structure of interest rates as an indicator of monetary policy and its potential to forecast inflation: the case of Germany and Spain since 1986

Prey, Hedwig
Bestue Cardiel, Pilar
Institut fuer Weltwirtschaft, Kiel (Germany)

January 1993

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe

BRUEGGEMANN, Ralf
LUETKEPOHL, Helmut

January 2005

A system of U.S. and euro-area short and long-term interest rates is analyzed. According to the expe...

U.S. - European interest rate linkage: A time series analysis for West Germany, Switzerland and the United States

Zurich Eidgenoessische Technische Hochschule (ETH) (Switzerland))
Wolters, J. (Berlin Freie Univ. (Germany))
Kirchgaessner, G. (Osnabrueck Univ. (Germany)
Berlin Freie Univ. (Germany). Inst. fuer Quantitative Oekonomik und Statistik

January 1985

SIGLETIB Hannover: RN 6494(1985,8) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Inf...

The term structure of interest rates in the UK and Germany

Nitzsche, D

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN005740 / BLDSC - British Library D...

Linkages among interest rates in the United States, Germany and Norway

Bremnes, Helge
Gjerde, Øystein
Sættem, Frode

January 2000

The Johansen multivariate cointegration methodology is utilized to analyze relationships among short...

Estimating and Forecasting the Austrian and German Term Structure of Interest Rates: Final Report ; Study for the RZB

Boss, Michael
Felderer, Bernhard
Helmenstein, Christian
Pointner, Wolfgang
Valderrama, Maria Teresa

July 1998

from the Table of Contents: Estimating the Term Structure of Interest Rates; A Multifactor Model of ...

Geldmarktsteuerung und Zinsstruktur: Ergebnisse für Deutschland und die USA

Anker, Peter
Wasmund, Jörn

April 1998

Monetary Policy and the Term Structure of Interest Rates: Results obtained for Germany and the USA ...

The information content in the term structure of German interest rates

TORRICELLI, Costanza
BOERO G.

January 2002

This paper tes ts the Expectations Hypothesis (EH) of the term structure of interest rates using new...

An empirical analysis of the German interest rate

den Butter, F.A.G.
Jansen, P.W.

January 2004

The short run and long run influences of the main determinants of the German long-term interest rate...

The information in the term structure of German interest rates

Boero G.
Torricelli C.

January 2002

This paper tests the Expectations Hypothesis (EH) of the term structure of interest rates using new ...

The term structure of interest rates in the US and West Germany: causality analysis in cointegratedsystems

Abstract

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The term structure of interest rates in the US and West Germany: causality analysis in cointegratedsystems

Abstract

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