Who drives real interest rates around the Pacific Rim: the USA or Japan?
- 31 December 1995
- journal article
- Published by Elsevier in Journal of International Money and Finance
- Vol. 14 (6) , 801-821
- https://doi.org/10.1016/0261-5606(95)00038-0
Abstract
No abstract availableKeywords
All Related Versions
This publication has 14 references indexed in Scilit:
- Is there a world real interest rate?Journal of International Money and Finance, 1995
- Understanding the Empirical Literature on Purchasing Power Parity: The Post-Bretton Woods EraInternational Finance Discussion Papers, 1994
- Financial Barriers in the Pacific Basin: 1982-1992The Journal of Economic Integration, 1994
- FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATIONOxford Bulletin of Economics and Statistics, 1993
- Financial liberalization in the Pacific Basin: Implications for real interest rate linkagesJournal of the Japanese and International Economies, 1990
- Statistical analysis of cointegration vectorsJournal of Economic Dynamics and Control, 1988
- Co-Integration and Error Correction: Representation, Estimation, and TestingEconometrica, 1987
- The international linkage of real interest rates: The European-US connectionJournal of International Money and Finance, 1986
- Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent VariablesEconometrica, 1978
- Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent VariablesEconometrica, 1978