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Regime shifts in European real interest rates

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  • Terence Mills

  • Ping Wang

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  • Terence Mills & Ping Wang, 2003. "Regime shifts in European real interest rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 139(1), pages 66-81, March.
    • Handle: RePEc:spr:weltar:v:139:y:2003:i:1:p:66-81
    DOI: 10.1007/BF02659608
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    References listed on IDEAS

    as
    1. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-384, March.
    2. Fama, Eugene F, 1975. "Short-Term Interest Rates as Predictors of Inflation," American Economic Review, American Economic Association, vol. 65(3), pages 269-282, June.
    3. repec:bla:jfinan:v:43:y:1988:i:5:p:1095-1112 is not listed on IDEAS
    4. Robert B. Davies, 2002. "Hypothesis testing when a nuisance parameter is present only under the alternative: Linear model case," Biometrika, Biometrika Trust, vol. 89(2), pages 484-489, June.
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    Cited by:

    1. Holmes, Mark J. & Dutu, Richard & Cui, Xiaoman, 2009. "Real interest rates, inflation and the open economy: A regime-switching perspective on Australia and New Zealand," International Review of Economics & Finance, Elsevier, vol. 18(2), pages 351-360, March.
    2. Mills, Terence C. & Wang, Ping, 2006. "Modelling regime shift behaviour in Asian real interest rates," Economic Modelling, Elsevier, vol. 23(6), pages 952-966, December.
    3. Cafiso, Gianluca, 2019. "Sovereign bond markets when auctions take place: Evidence from Italy," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 406-430.

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