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Dynamics of Persistence in International Inflation Rates

✍ Scribed by MANMOHAN S. KUMAR; TATSUYOSHI OKIMOTO


Book ID
109146838
Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
574 KB
Volume
39
Category
Article
ISSN
0022-2879

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The persistence in international real in
✍ David E. Rapach; Mark E. Wohar πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 106 KB

## Abstract In this paper, we investigate the degree of persistence in quarterly postwar tax‐adjusted __ex post__ real interest rates for 13 industrialized countries using two recently developed econometric procedures. Our results show that international tax‐adjusted real interest rates are typical