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Testing for Real Interest Rate Convergence in European Countries Author info | Abstract | Publisher info | Download info | Related research | Statistics Fountas, S,
Wu, J.L.
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We use cointegration tests that determine endogenously the regime shift ot test for bilateral short-term and long-term real interest rate convergence in the European Monetary System in the 1979-993 period.
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Paper provided by National University of Ireland, Galway - Department of Economics in its series Department of Economics with number
24.
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Length: 27 pages
Date of creation: 1998Date of revision:
Handle: RePEc:fth:galeco:24Contact details of provider: Postal: National University of Ireland, Galway - Department of Economics. Phone: +353-91 524411 ext. 2501 Fax: +353-91 524130 Web page: http://economics.nuigalway.ie/ More information through EDIRC
For technical questions regarding this item, or to correct its listing, contact: (Thomas Krichel).
Keywords: INTEREST RATE ; FINANCIAL POLICY ; Other versions of this item:
Find related papers by JEL classification: F30 - International Economics - - International Finance - - - General F40 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - General
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