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The domestic term structure and international interest rate linkages: A cointegration analysis

✍ Scribed by Hansen, Gerd

Book ID
112829726
Publisher
Springer
Year
1996
Tongue
English
Weight
646 KB
Volume
132
Category
Article
ISSN
1610-2924

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## Abstract In this paper we examine the causal linkages between the G‐7 long‐term interest rates by using a new technique, which enables the researcher to analyse relations between a set of __I__(1) series without imposing any identification conditions based on economic theory. Specifically, we ap