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Citations for "Convergence in Interest Rates and Inflation Rates across Countries and over Time"

by Siklos, Pierre L & Wohar, Mark E

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  1. Alberto Montagnoli & Andros Gregoriou & Alexandros Kontonikas, 2007. "Euro Area Inflation Differentials: Unit Roots, Structural Breaks and Non-Linear Adjustment," Working Papers, Business School - Economics, University of Glasgow 2007_13, Business School - Economics, University of Glasgow.
  2. Juliane Scharff, 2007. "Inflation and the Divergence of Relative Prices: Evidence from a Cointegration Analysis," AStA Advances in Statistical Analysis, Springer, Springer, vol. 91(2), pages 141-158, August.
  3. Kisswani, Khalid/ M. & Nusair, Salah/ A., 2011. "Non-linear convergence in Asian interest rates and inflation rates," MPRA Paper 34179, University Library of Munich, Germany.
  4. Mentz, Markus & Sebastian, Steffen P., 2003. "Inflation convergence after the introduction of the Euro," CFS Working Paper Series 2003/30, Center for Financial Studies (CFS).
  5. Giannellis, Nikolaos, 2013. "Asymmetric behavior of inflation differentials in the euro area: Evidence from a threshold unit root test," Research in Economics, Elsevier, Elsevier, vol. 67(2), pages 133-144.
  6. Alfred A. Haug & Pierre L. Siklos, 2002. "The Term Spread International Evidence of Non-Linear Adjustment," Working Papers, York University, Department of Economics 2002_08, York University, Department of Economics, revised Jul 2004.
  7. Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias, 2014. "Testing for a break in the persistence in yield spreads of EMU government bonds," Journal of Banking & Finance, Elsevier, Elsevier, vol. 41(C), pages 109-118.
  8. Cavallero, Alessandro, 2011. "The convergence of inflation rates in the EU-12 area: A distribution dynamics approach," Journal of Macroeconomics, Elsevier, Elsevier, vol. 33(2), pages 341-357, June.
  9. Gadea, María Dolores & Kaabia, Monia Ben & Sabaté, Marcela, 2009. "Exchange rate regimes and prices: The cases of Italy, Spain and the United Kingdom (1874-1998)," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 19(3), pages 477-489, July.
  10. Giulio Palomba & Emma Sarno & Alberto Zazzaro, 2009. "Testing similarities of short-run inflation dynamics among EU-25 countries after the Euro," Empirical Economics, Springer, Springer, vol. 37(2), pages 231-270, October.
  11. Vassalou, Maria, 2000. "Exchange rate and foreign inflation risk premiums in global equity returns," Journal of International Money and Finance, Elsevier, Elsevier, vol. 19(3), pages 433-470, June.
  12. Sarno, Lucio & Thornton, Daniel L., 2003. "The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation," Journal of Banking & Finance, Elsevier, Elsevier, vol. 27(6), pages 1079-1110, June.
  13. Giorgio Canarella & Stephen Miller & Stephen Pollard, 2011. "The Global Financial Crisis and Stochastic Convergence in the Euro Area," International Advances in Economic Research, Springer, Springer, vol. 17(3), pages 315-333, August.
  14. Berger, Tino & Kempa, Bernd, 2012. "Taylor rules and the Canadian–US equilibrium exchange rate," Journal of International Money and Finance, Elsevier, Elsevier, vol. 31(5), pages 1060-1075.
  15. Massimiliano Affinito & Fabio Farabullini, 2009. "Does the Law of One Price Hold in Euro-Area Retail Banking? An Empirical Analysis of Interest Rate Differentials across the Monetary Union," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 5(1), pages 5-37, March.
  16. Bohl , Martin T & Mayes , David G & Siklos, Pierre L, 2009. "The quality of monetary policy and inflation performance: globalization and its aftermath," Research Discussion Papers, Bank of Finland 31/2009, Bank of Finland.
  17. Uwe Hassler & Matei Demetrescu, 2005. "Spurious Persistence and Unit Roots due to Seasonal Differencing: The Case of Inflation Rates," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 225(4), pages 413-426, July.
  18. Vassalou, Maria, 2000. "Exchange Rate And Foreign Inflation Risk Premiums In Global Equity Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2448, C.E.P.R. Discussion Papers.
  19. A M Spiru, 2007. "Inflation convergence in the new EU member states," Working Papers 590260, Lancaster University Management School, Economics Department.
  20. PIROVANO, Mara & VAN POECK, André, 2011. "Eurozone inflation differentials and the ECB," Working Papers 2011014, University of Antwerp, Faculty of Applied Economics.
  21. Khalid Kisswani & Salah Nusair, 2014. "Nonlinear convergence in Asian interest and inflation rates: evidence from Asian countries," Economic Change and Restructuring, Springer, Springer, vol. 47(3), pages 155-186, August.
  22. Siklos, Pierre L., 2010. "Meeting Maastricht: Nominal convergence of the new member states toward EMU," Economic Modelling, Elsevier, Elsevier, vol. 27(2), pages 507-515, March.