British Interest Rate Convergence between the US and Europe: A Recursive Cointegration Analysis
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- Enzo Weber, 2006. "British Interest Rate Convergence Between The Us And Europe: A Recursive Cointegration Analysis," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(4), pages 29-47, November.
References listed on IDEAS
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SFB 649 Discussion Papers
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- Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009.
"From various degrees of trade to various degrees of financial integration: What do interest rates have to say?,"
University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 64(03), pages 365-402, December.
- Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009. "From Various Degrees of Trade to Various Degrees of Financial Integration: What Do Interest Rates Have to Say?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00649936, HAL.
- Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009. "From Various Degrees of Trade to Various Degrees of Financial Integration: What do Interest Rates Have to Say?," Working Papers 2009-01, CEPII research center.
More about this item
KeywordsNominal Convergence; Cointegration; UIP; Term Structure; Euro Area;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-02-12 (All new papers)
- NEP-EEC-2006-02-12 (European Economics)
- NEP-FMK-2006-02-12 (Financial Markets)
- NEP-MAC-2006-02-12 (Macroeconomics)
- NEP-MON-2006-02-12 (Monetary Economics)
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