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The Determinants of Real Long-Term Interest Rates
7 references·1 citing·38 second hop
The Determinants of Real Long-Term Interest Rates (1995)The Determinants of Real Long-Term Intere…International financial market integration and linkages of national interest rates (1994)International financial marke…Low frequency filtering and real business cycles (1993)Low frequency filtering and r…World Real Interest Rates (1990)World Real Interest RatesSaving Trends and Behaviour in OECD Countries (1989)Saving Trends and Behaviour i…Perspectives on High World Real Interest Rates (1984)Perspectives on High World Re…Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions (1984)Are Real Interest Rates Equal…International Economics (1969)International EconomicsDoes real interest rate parity really hold? New evidence from G7 countries (2015)Does real interest rate parit…International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence (1982)Forecasting and testing in co-integrated systems (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A generalized uncovered interest parity model of exchange rates (1993)The determinants of real long-term interest rates (1995)Derivatives Effect on Monetary Policy Transmission (1997)Stock Returns, Real Activity, Inflation, and Money (1981)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Debt, Deficits, and Finite Horizons (1985)Capacity Constraints and Cycles in Property-Casualty Insurance Markets (1994)Federal Government Debt and Interest Rates (2004)Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries (2007)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)General Diagnostic Tests for Cross Section Dependence in Panels (2004)REAL INTEREST RATE PARITY AND FOURIER QUANTILE UNIT ROOT TEST (2018)The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC) (2019)Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?Time to Build and Aggregate Fluctuations (1982)Trends and random walks in macroeconmic time series (1982)Trends and random walks in macroeconomic time series (1988)International Financial Adjustment (2007)Stories of the Twentieth Century for the Twenty-First (2012)A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)Expectations and Exchange Rate Dynamics (1976)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)International Capital Mobility and Crowding-out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? (1986)Political vs. currency premia in international real interest differentials (1988)Mean reversion in real exchange rates (1994)Movements in the Equity Premium (1993)Chapter 25 Government debt (1999)Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets (2005)REAL INTEREST RATE TRENDS: THE INFLUENCE OF SAVING. INVESTMENT AND OTHER FACTORS (1991)Fiscal Policies, Capital Formation, and Capitalism (1994)Ageing Populations, Pension Systems and Government Budgets (1995)The Exchange Rate And The Balance of Payments In The Short Run and in The Long Run: A Monetary Approach (1977)Chapter 34 The intertemporal approach to the current account (1995)International Financial Adjustment (2005)
this work references cited by second hop

References

  • 1993Low frequency filtering and real business cycles757 cited
  • 1969International Economics442 cited
  • 1984Perspectives on High World Real Interest Rates167 cited
  • 1990World Real Interest Rates163 cited
  • 1984Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions104 cited
  • 1994International financial market integration and linkages of national interest rates49 cited
  • 1989Saving Trends and Behaviour in OECD Countries43 cited

Cited by

  • 2015Does real interest rate parity really hold? New evidence from G7 countries14 cited

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