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Money, inflation and interest rates: Illustrations from twelve European economies

In: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays

Author

Listed:
  • A. G. Malliaris

    (Department of Economics, Loyola University of Chicago, 820 North Michigan Avenue, Chicago, IL 60611, USA)

  • Silvana Stefani

    (Department of Mathematics, Faculty of Economics and Business, University of Brescia, Corso Mameli 27, 25122 Brescia, Italy)

Abstract

The following sections are included:IntroductionMoney, inflation, and interest ratesMethodologyThe dataIllustrationsTests of cointegrationConclusionsReferences

Suggested Citation

  • A. G. Malliaris & Silvana Stefani, 2005. "Money, inflation and interest rates: Illustrations from twelve European economies," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 7, pages 59-82, World Scientific Publishing Co. Pte. Ltd..
  • Handle: RePEc:wsi:wschap:9789812701015_0007
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    Keywords

    Asymptotic Economic Growth; Inflation; Interest Rates; Asset Pricing; Equity Markets; Foreign Currency; Monetary Policy; Crash;
    All these keywords.

    JEL classification:

    • C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
    • C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation

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