This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Political Regime Change and the Real Interest Rate

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Caporale, Tony
Grier, Kevin B

Additional information is available for the following registered author(s):

Abstract

The effect of changes in policy regimes on real interest rates has important implications for financial and economic theory. There is little current evidence that policy regime changes have any impact on the level of real interest rates. We use large political changes as our measure of policy regime changes. Changes in presidential administration are more significantly correlated with real rate changes than are changes in the Federal Reserve Chair or the mean shift points identified by Garcia and Perron (1996) using time series methods. We also show that change of party control of congress is a significant factor explaining real rates. We argue that theoretical models built on the assumptions of constant or policy invariant real interest rates are at variance with the empirical evidence.

Download Info
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Publisher Info
Article provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.

Volume (Year): 32 (2000)
Issue (Month): 3 (August)
Pages: 320-34
Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Handle: RePEc:mcb:jmoncb:v:32:y:2000:i:3:p:320-34

Contact details of provider:
Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research
Keywords:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Claude Lopez & Javier Reyes, 2005. "Real Interest Rate Stationarity and Per Capita Consumption Growth Rate," University of Cincinnati, Economics Working Papers Series 2005-02, University of Cincinnati, Department of Economics, revised Feb 2007. [Downloadable!]
  2. Brzoza-Brzezina, Michał & Chmielewski, Tomasz & Niedźwiedzińska, Joanna, 2007. "Substitution between domestic and foreign currency loans in Central Europe. Do central banks matter?," MPRA Paper 6759, University Library of Munich, Germany. [Downloadable!]
  3. Stacey L. Schreft & Bruce D. Smith, 2003. "The social value of risk-free government debt," Research Working Paper RWP 03-02, Federal Reserve Bank of Kansas City. [Downloadable!]
    Other versions:
  4. González, Andrés & Teräsvirta, Timo, 2006. "Modelling autoregressive processes with a shifting mean," Working Paper Series in Economics and Finance 637, Stockholm School of Economics, revised 22 May 2007.
    Other versions:
Statistics
Access and download statistics

Did you know? You too can volunteer for RePEc, for example by encouraging others to register as authors.

This page was last updated on 2008-6-21.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.