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The Euro Area and World Interest Rates
16 references·16 citing·42 second hopsampled
The Euro Area and World Interest Rates (2003)The Euro Area and World Interest RatesMeasuring International Capital Mobility: A Review (2016)Measuring International Capit…Do Large Deficits Produce High Interest Rates (2016)Do Large Deficits Produce Hig…New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2009)New Evidence on the Interest …Monetary Policy and Long-Horizon Uncovered Interest Parity (2004)Monetary Policy and Long-Hori…The Euro-area Financial System: Structure, Integration, and Policy Initiatives (2003)The Euro-area Financial Syste…QUANTIFYING INTERNATIONAL CAPITAL MOBILITY IN THE 1980s (2003)QUANTIFYING INTERNATIONAL CAP…An Essay on the Revived Bretton Woods System (2003)An Essay on the Revived Brett…Are Phillips Curves Useful for Forecasting Inflation? (2001)Are Phillips Curves Useful fo…Monetary policy rules in practice (1998)Monetary policy rules in prac…The (Un)Importance of Forward-Looking Behavior in Price Specifications (1997)The (Un)Importance of Forward…The forward discount anomaly and the risk premium: A survey of recent evidence (1996)The forward discount anomaly …MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Forward Discount Bias: Is it an Exchange Risk Premium? (1989)Forward Discount Bias: Is it …Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Interest Rates and Expected Future Budget Deficits in the United States (1987)Interest Rates and Expected F…The Interest Rate Parity Theorem: A Reinterpretation (1973)The Interest Rate Parity Theo…Long-Run and Short-Run Determinants of Sovereign Bond Yields in Advanced Economies (2012)Long-Run and Short-Run Determ…Fiscal Positions and Government Bond Yields in OECD Countries (2012)Fiscal Positions and Governme…Budget deficits and interest rates: a fresh perspective (2012)Budget deficits and interest …Interest rate co-movements, global factors and the long end of the term spread (2011)Interest rate co-movements, g…A Forensic Analysis of Global Imbalances (2011)A Forensic Analysis of Global…A Forensic Analysis of Global Imbalances (2011)A Forensic Analysis of Global…The Yield Curve as a Predictor and Emerging Economies (2008)The Yield Curve as a Predicto…Determinants of yield spread dynamics: Euro versus US dollar corporate bonds (2008)Determinants of yield spread …Budget Deficits and Interest Rates (2008)Budget Deficits and Interest …PRICE‐BASED MEASUREMENT OF FINANCIAL GLOBALIZATION: A CROSS‐COUNTRY STUDY OF INTEREST RATE PARITY (2007)PRICE‐BASED MEASUREMENT OF FI…Mr. Wicksell and the Global Economy: What Drives Real Interest Rates? (2007)Mr. Wicksell and the Global E…International Capital Flows and U.S. Interest Rates (2006)International Capital Flows a…What Remains of the Stability Pact and What Next (2005)What Remains of the Stability…Getting Serious about the Twin Deficits (2005)Getting Serious about the Twi…Establishing Credibility: Evolving Perceptions of the European Central Bank (2005)Establishing Credibility: Evo…Recent and Prospective Trends in Real Long-Term Interest Rates (2003)Recent and Prospective Trends…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)The federal funds rate and the channels of monetary transmission (1989)Inflation Dynamics: A Structural Econometric Analysis (2000)One Decade of Inflation Targeting in the World: What Do We Know and What Do We Need to Know? (2001)Sticky Prices in the Euro Area: A Summary of New Micro-Evidence (2006)Expectations and Exchange Rate Dynamics (1976)Empirical exchange rate models of the seventies (1983)Discretion versus policy rules in practice (1993)A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets (2012)Crash-neutral currency carry trades (2014)Exchange Rates, Interest Rates, and the Risk Premium (2016)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Parsimonious Modeling of Yield Curves (1987)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Debt and growth: New evidence for the euro area (2012)The Econometrics of Financial Markets (2012)Public debt and economic growth: Is there a causal effect? (2014)Public debt and growth: Heterogeneity and non-linearity (2015)Generalized autoregressive conditional heteroskedasticity (1986)Investor Psychology and Asset Pricing (2001)Exchange Rates and Fundamentals (2005)Carry Trades and Currency Crashes (2008)Aggregate Dynamics and Staggered Contracts (1980)The Role of Monetary Policy (1995)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Disagreement about Inflation Expectations (2003)Globalisation and Inflation: New Cross-Country Evidence on the Global Determinants of Domestic Inflation (2007)Inflation-Gap Persistence in the US (2009)From World Banker to World Venture Capitalist: US External Adjustment and the Exorbitant Privilege (2005)International Reserves: Precautionary Versus Mercantilist Views, Theory and Evidence (2007)The Missing Wealth of Nations: Are Europe and the U.S. net Debtors or net Creditors?* (2013)ARCH modeling in finance (1992)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Economics of Exchange Rates (2003)The Science of Monetary Policy: A New Keynesian Perspective (1999)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 1996The forward discount anomaly and the risk premium: A survey of recent evidence1,119 cited
  • 2003An Essay on the Revived Bretton Woods System734 cited
  • 2001Are Phillips Curves Useful for Forecasting Inflation?731 cited
  • 1989Forward Discount Bias: Is it an Exchange Risk Premium?715 cited
  • 2009New Evidence on the Interest Rate Effects of Budget Deficits and Debt698 cited
  • 1997The (Un)Importance of Forward-Looking Behavior in Price Specifications528 cited
  • 2004Monetary Policy and Long-Horizon Uncovered Interest Parity403 cited
  • 2016Do Large Deficits Produce High Interest Rates390 cited
  • 2016Measuring International Capital Mobility: A Review338 cited
  • 1973The Interest Rate Parity Theorem: A Reinterpretation327 cited
  • 1987Interest Rates and Expected Future Budget Deficits in the United States279 cited
  • 2003The Euro-area Financial System: Structure, Integration, and Policy Initiatives241 cited

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  • 2003QUANTIFYING INTERNATIONAL CAPITAL MOBILITY IN THE 1980s241 cited
  • Cited by

    • 2012Long-Run and Short-Run Determinants of Sovereign Bond Yields in Advanced Economies183 cited
    • 2012Fiscal Positions and Government Bond Yields in OECD Countries127 cited
    • 2005Getting Serious about the Twin Deficits88 cited
    • 2008Determinants of yield spread dynamics: Euro versus US dollar corporate bonds77 cited
    • 2008The Yield Curve as a Predictor and Emerging Economies59 cited
    • 2012Budget deficits and interest rates: a fresh perspective58 cited
    • 2007Mr. Wicksell and the Global Economy: What Drives Real Interest Rates?55 cited
    • 2006International Capital Flows and U.S. Interest Rates55 cited
    • 2005What Remains of the Stability Pact and What Next53 cited
    • 2011Interest rate co-movements, global factors and the long end of the term spread43 cited
    • 2005Establishing Credibility: Evolving Perceptions of the European Central Bank37 cited
    • 2011A Forensic Analysis of Global Imbalances35 cited
    • 2011A Forensic Analysis of Global Imbalances31 cited
    • 2007PRICE‐BASED MEASUREMENT OF FINANCIAL GLOBALIZATION: A CROSS‐COUNTRY STUDY OF INTEREST RATE PARITY30 cited
    • 2003Recent and Prospective Trends in Real Long-Term Interest Rates27 cited
    • 2008Budget Deficits and Interest Rates22 cited