Net treasury borrowing and interest-rate changes

被引：0
|
作者：
Gissy W. [1 ]
机构：
[1] Department of Economics and Business, Morehouse College, Atlanta
来源：
Journal of Economics and Finance | 1999年 / 23卷 / 1期
关键词：
Interest Rate; Granger Causality; Budget Deficit; Southern Economic Journal; Final Prediction Error;
D O I：
10.1007/BF02752683
中图分类号：
学科分类号：
摘要：
As noted by Arora and Dua (1993, 1995), studies investigating the relationship between budget deficits and short-term interest rates have generated inconsistent results. This study performs Granger causality tests on four short-term interest rates using changes instead of level measures. In lieu of deficit, the level of net treasury borrowing will serve as the x variable.
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页码：23 / 29
页数：6
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