Now showing items 1-2 of 2

  • Real interest-rate parity under regime shifts: evidence for industrial countries. 

    Fountas, Stilianos; Wu, Jyh-Lin (National University of Ireland, Galway, 1998-10)
    We use recently developed cointegration tests that determine endogenously the regime shift to test for bilateral real interest rate convergence (real interest rate parity) in the G7 against the US in the 1974-1995 period. ...
  • Testing for real interest rate convergence in European countries 

    Fountas, Stilianos (National University of Ireland, Galway, 1998-01)
    We use cointegration tests that determine endogenously the regime shift to test for bilateral short-term and long-term real interest rate convergence in the European Monetary System in the 1979-1993 period. The results ...