IDEAS home Printed from https://ideas.repec.org/r/bla/reviec/v5y1997i1p129-41.html
   My bibliography  Save this item

Convergence in Interest Rates and Inflation Rates across Countries and over Time

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. repec:lan:wpaper:2440 is not listed on IDEAS
  2. Alfred A. Haug & Pierre L. Siklos, 2002. "The Term Spread International Evidence of Non-Linear Adjustment," Working Papers 2002_08, York University, Department of Economics, revised Jul 2004.
  3. A M Spiru, 2007. "Inflation convergence in the new EU member states," Working Papers 590260, Lancaster University Management School, Economics Department.
  4. Vassalou, Maria, 2000. "Exchange Rate And Foreign Inflation Risk Premiums In Global Equity Returns," CEPR Discussion Papers 2448, C.E.P.R. Discussion Papers.
  5. 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, vol. 19(3), pages 477-489, July.
  6. Giulio PALOMBA & Emma SARNO & Alberto ZAZZARO, 2007. "Testing similarities of short-run inflation dynamics among EU countries after the Euro," Working Papers 289, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  7. Giannellis, Nikolaos, 2013. "Asymmetric behavior of inflation differentials in the euro area: Evidence from a threshold unit root test," Research in Economics, Elsevier, vol. 67(2), pages 133-144.
  8. Sartaj Rasool Rather & S. Raja Sethu Durai & M. Ramachandran, 2015. "Inflation and the Dispersion of Component Price Indices: A Case for Four Percent Solution," Working Papers 2015-134, Madras School of Economics,Chennai,India.
  9. Juliane Scharff, 2007. "Inflation and the Divergence of Relative Prices: Evidence from a Cointegration Analysis," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 91(2), pages 141-158, August.
  10. repec:lan:wpaper:2442 is not listed on IDEAS
  11. 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, vol. 27(6), pages 1079-1110, June.
  12. Siklos, Pierre L, 2000. "Inflation Targets and the Yield Curve: New Zealand and Australia versus the US," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(1), pages 15-32, February.
  13. Kremer, Manfred, 1999. "Die Kapitalmarktzinsen in Deutschland und den USA: Wie eng ist der Zinsverbund? Eine Anwendung der multivariaten Kointegrationsanalyse," Discussion Paper Series 1: Economic Studies 1999,02, Deutsche Bundesbank.
  14. Martin T. Bohl & David G. Mayes & Pierre L. Siklos, 2011. "The Quality Of Monetary Policy And Inflation Performance: Globalization And Its Aftermath," Manchester School, University of Manchester, vol. 79(s1), pages 617-645, June.
  15. Arestis, Philip & Chortareas, Georgios & Magkonis, Georgios & Moschos, Demetrios, 2014. "Inflation targeting and inflation convergence: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 285-295.
  16. Cavallero, Alessandro, 2011. "The convergence of inflation rates in the EU-12 area: A distribution dynamics approach," Journal of Macroeconomics, Elsevier, vol. 33(2), pages 341-357, June.
  17. Alberto Montagnoli & Andros Gregoriou & Alexandros Kontonikas, 2007. "Euro Area Inflation Differentials: Unit Roots, Structural Breaks and Non-Linear Adjustment," Working Papers 2007_13, Business School - Economics, University of Glasgow.
  18. Antonakakis, Nikolaos & Christou, Christina & Cunado, Juncal & Gupta, Rangan, 2017. "Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 129-139.
  19. Jan Willem van den End, 2011. "Statistical evidence on the mean reversion of interest rates," DNB Working Papers 284, Netherlands Central Bank, Research Department.
  20. PIROVANO, Mara & VAN POECK, André, 2011. "Eurozone inflation differentials and the ECB," Working Papers 2011014, University of Antwerp, Faculty of Business and Economics.
  21. Kang, Sang Hoon & Lahmiri, Salim & Uddin, Gazi Salah & Arreola Hernandez, Jose & Yoon, Seong-Min, 2020. "Inflation cycle synchronization in ASEAN countries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
  22. Christoph Berninger & Almond Stöcker & David Rügamer, 2022. "A Bayesian time‐varying autoregressive model for improved short‐term and long‐term prediction," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(1), pages 181-200, January.
  23. Siklos, Pierre L. & Granger, Clive W.J., 1997. "Regime-Sensitive Cointegration With An Application To Interest-Rate Parity," Macroeconomic Dynamics, Cambridge University Press, vol. 1(3), pages 640-657, September.
  24. Christoph Berninger & Almond Stocker & David Rugamer, 2020. "A Bayesian Time-Varying Autoregressive Model for Improved Short- and Long-Term Prediction," Papers 2006.05750, arXiv.org, revised Feb 2021.
  25. Giorgio Canarella & Stephen Miller & Stephen Pollard, 2011. "The Global Financial Crisis and Stochastic Convergence in the Euro Area," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(3), pages 315-333, August.
  26. Khalid Kisswani & Salah Nusair, 2014. "Nonlinear convergence in Asian interest and inflation rates: evidence from Asian countries," Economic Change and Restructuring, Springer, vol. 47(3), pages 155-186, August.
  27. repec:kap:iaecre:v:17:y:2011:i:3:p:315-333 is not listed on IDEAS
  28. repec:lan:wpaper:2668 is not listed on IDEAS
  29. Berger, Tino & Kempa, Bernd, 2012. "Taylor rules and the Canadian–US equilibrium exchange rate," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1060-1075.
  30. Orawan Ratanapakorn & Subhash Sharma, 2007. "Dynamic analysis between the US stock returns and the macroeconomic variables," Applied Financial Economics, Taylor & Francis Journals, vol. 17(5), pages 369-377.
  31. Vassalou, Maria, 2000. "Exchange rate and foreign inflation risk premiums in global equity returns," Journal of International Money and Finance, Elsevier, vol. 19(3), pages 433-470, June.
  32. Siklos, Pierre L., 2010. "Meeting Maastricht: Nominal convergence of the new member states toward EMU," Economic Modelling, Elsevier, vol. 27(2), pages 507-515, March.
  33. repec:zbw:bofrdp:2009_031 is not listed on IDEAS
  34. Giulio Palomba & Emma Sarno & Alberto Zazzaro, 2009. "Testing similarities of short-run inflation dynamics among EU-25 countries after the Euro," Empirical Economics, Springer, vol. 37(2), pages 231-270, October.
  35. 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, vol. 41(C), pages 109-118.
  36. Sartaj Rasool Rather & Raja Sethu Durai & Muthia Ramachandran, 2018. "Inflation and the Dispersion of Relative Prices: A Case for 4 % Solution," Australian Economic Papers, Wiley Blackwell, vol. 57(1), pages 81-91, March.
  37. Hassler Uwe & Demetrescu Matei, 2005. "Spurious Persistence and Unit Roots due to Seasonal Differencing: The Case of Inflation Rates / Künstliche Persistenz und Einheitswurzeln infolge saisonaler Differenzen: Das Beispiel Inflationsraten," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 225(4), pages 413-426, August.
  38. repec:lan:wpaper:2522 is not listed on IDEAS
  39. 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.
  40. Mark E. Wohar & Robert Sollis, 2007. "Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure," Journal of Economic Insight, Missouri Valley Economic Association, vol. 33(2), pages 1-19.
  41. 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).
  42. Wu, Jhy-Lin & Chen, Show-Lin, 2001. "Mean Reversion of Interest Rates in the Eurocurrency Market," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 63(4), pages 459-473, September.
  43. 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, vol. 5(1), pages 5-37, March.
  44. Juan Carlos Cuestas & Luis A. Gil-Alana & Paulo José Regis, 2015. "The Sustainability of European External Debt: What have We Learned?," Review of International Economics, Wiley Blackwell, vol. 23(3), pages 445-468, August.
  45. Martin T. Bohl & David G. Mayes & Pierre L. Siklos, 2011. "The Quality Of Monetary Policy And Inflation Performance: Globalization And Its Aftermath," Manchester School, University of Manchester, vol. 79(s1), pages 617-645, June.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.