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Tests for Interest Rate Convergence

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dc.contributor.author Fountas, Stilianos en
dc.date.accessioned 2010-11-19T12:22:06Z en
dc.date.available 2010-11-19T12:22:06Z en
dc.date.issued 1997-05 en
dc.identifier.citation Fountas, S. (1997). "Tests for Interest Rate Convergence and Structural Breaks in the EMS" (Working Paper No. 0015) Department of Economics, National University of Ireland, Galway. en
dc.identifier.uri http://hdl.handle.net/10379/1429 en
dc.description.abstract We use a new test for cointegration that allows for structural breaks in the cointegrating relationship to test for bilateral interest rate convergence in the European Monetary System. Contrary to previous studies that employed standard cointegration tests, we find strong evidence for convergence between German nominal interest rates and interest rates in four other EMS countries in the 1979-1995 period. en
dc.format application/pdf en
dc.language.iso en en
dc.publisher National University of Ireland, Galway en
dc.subject Economics en
dc.subject Convergence en
dc.subject Structural breaks en
dc.title Tests for Interest Rate Convergence en
dc.type Working Paper en
dc.description.peer-reviewed peer-reviewed en

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