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Are real interest rates cointegrated? A study of three OECD countries

被引：2
|
作者：
Monadjemi, M [1 ]
机构：
[1] Univ New S Wales, Sch Econ, Sydney, NSW 2052, Australia
来源：
APPLIED ECONOMICS LETTERS | 1998年 / 5卷 / 11期
关键词：
D O I：
10.1080/135048598354113
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
Real interest rates are influenced by internal economic policies and also by movements of real rates in larger economies. The latter has become more influential as a result of the integration of global financial markets in the 1980s and 1990s. The empirical results of this study show that the US real rate of interest is an important factor in explaining variations of real rates in Britain and the Netherlands but not vice versa.
引用
收藏
页码：681 / 683
页数：3
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