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The Behavior of the Real Rate of Interest
9 references·7 citing·52 second hop
The Behavior of the Real Rate of Interest (2003)The Behavior of the Real Rate of InterestA Time-Varying Natural Rate for the Euro Area (2010)A Time-Varying Natural Rate f…A Habit‐Based Explanation of the Exchange Rate Risk Premium (2010)A Habit‐Based Explanation of …A time-varying “natural” rate of interest for the euro area (2007)A time-varying “natural” rate…Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…Money, Prices, Interest Rates and the Business Cycle (1996)Money, Prices, Interest Rates…Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified (1995)Testing for Cointegration Whe…Evidence on Structural Instability in Macroeconomic Time Series Relations (1994)Evidence on Structural Instab…Is the Fisher Effect for Real? A Reexamination of the Relationship Between Inflation and Interest Rates (1991)Is the Fisher Effect for Real…ACCOUNTING FOR THE CYCLICAL DYNAMICS OF INCOME SHARES (2014)ACCOUNTING FOR THE CYCLICAL D…Towards a new research programme on ‘banking and the economy’ — Implications of the Quantity Theory of Credit for the prevention and resolution of banking and debt crises (2012)Towards a new research progra…Sovereign default: Which shocks matter? 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this work references cited by second hop

References

  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
  • 1994Evidence on Structural Instability in Macroeconomic Time Series Relations600 cited
  • 2010A Habit‐Based Explanation of the Exchange Rate Risk Premium484 cited
  • 1991Is the Fisher Effect for Real? A Reexamination of the Relationship Between Inflation and Interest Rates438 cited
  • 1996Money, Prices, Interest Rates and the Business Cycle412 cited
  • 1995Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified183 cited
  • 2007A time-varying “natural” rate of interest for the euro area131 cited
  • 2010A Time-Varying Natural Rate for the Euro Area74 cited

Cited by

  • 2012Towards a new research programme on ‘banking and the economy’ — Implications of the Quantity Theory of Credit for the prevention and resolution of banking and debt crises77 cited
  • 2004The term structure of interest rates in Japan: the predictability of economic activity32 cited
  • 2006Long memory properties of real interest rates for 16 countries27 cited
  • 2010Sovereign default: Which shocks matter?27 cited
  • 2008Real Interest Rate Persistence: Evidence and Implications

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24 cited
  • 2009Real Interest Rate Persistence: Evidence and Implications22 cited
  • 2014ACCOUNTING FOR THE CYCLICAL DYNAMICS OF INCOME SHARES18 cited