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Applied Economics Letters Volume 15, 2008 - Issue 6
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Original Articles

Real interest rate convergence under the euro

Michael A. Jenkins Department of Economics, St Lawrence University, Canton, NY 13617, USACorrespondence[email protected]
&
Petya Madzharova Economics Department, College of Business, University of Nevada, Las Vegas, 4505 Maryland Parkway, Las Vegas, NV 89154, USA
Pages 473-476 | Published online: 18 Apr 2008

References

  • Cumby , R and Mishkin , F . 1986 . The international linkage of real interest rates: the European–US connection . Journal of International Money and Finance , 5 : 5 – 23 .
  • Fountas , S and Wu , J . 1999 . Testing for real interest rate convergence in European Countries . Scottish Journal of Political Economy , 46 : 158 – 74 .
  • Fraser , P and Taylor , M . 1990 . Some efficient tests of international real interest parity . Applied Economics , 22 : 610 – 22 .
  • Hakkio , C and Rush , M . 1989 . Market efficiency and cointegration: an application to the sterling and deutschemark exchange rates . Journal of International Money and Finance , 8 : 75 – 88 .
  • Holmes , MJ . 2002 . Does long-run real interest parity hold among EU countries? Some new panel data evidence . The Quarterly Review of Economics and Finance , 42 : 733 – 46 .
  • McDonald , R and Taylor , MP . 1991 . Testing efficiency in the interwar foreign exchange market: a multiple time series approach . Weltwirtschaftliches Archiv , 127 : 500 – 23 .
  • Mishkin , FS . 1984 . Are real interest rates equal across countries? An empirical investigation of international parity conditions . Journal of Finance , 39 : 1345 – 47 .
  • Pedroni , P . 2004 . Panel cointegration; asymptotic and finite sample properties of pooled time series tests, with an application to the PPP hypothesis . Econometric Theory , 20 : 597 – 625 .

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