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Regime shifts in European real interest rates

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  • Terence Mills
  • Ping Wang

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  • Terence Mills & Ping Wang, 2003. "Regime shifts in European real interest rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 139(1), pages 66-81, March.
    • Handle: RePEc:spr:weltar:v:139:y:2003:i:1:p:66-81
    DOI: 10.1007/BF02659608
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    References listed on IDEAS

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    1. repec:bla:jfinan:v:43:y:1988:i:5:p:1095-1112 is not listed on IDEAS
    2. Fama, Eugene F, 1975. "Short-Term Interest Rates as Predictors of Inflation," American Economic Review, American Economic Association, vol. 65(3), pages 269-282, June.
    3. Robert B. Davies, 2002. "Hypothesis testing when a nuisance parameter is present only under the alternative: Linear model case," Biometrika, Biometrika Trust, vol. 89(2), pages 484-489, June.
    4. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-384, March.
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    Cited by:

    1. Cafiso, Gianluca, 2019. "Sovereign bond markets when auctions take place: Evidence from Italy," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 406-430.
    2. Holmes, Mark J. & Dutu, Richard & Cui, Xiaoman, 2009. "Real interest rates, inflation and the open economy: A regime-switching perspective on Australia and New Zealand," International Review of Economics & Finance, Elsevier, vol. 18(2), pages 351-360, March.
    3. Mills, Terence C. & Wang, Ping, 2006. "Modelling regime shift behaviour in Asian real interest rates," Economic Modelling, Elsevier, vol. 23(6), pages 952-966, December.

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