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The World Real Interest Rate: Stochastic index number perspectives

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  • L.L. Ong
  • K.W. Clements
  • H.Y. Izan

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  • L.L. Ong & K.W. Clements & H.Y. Izan, 1997. "The World Real Interest Rate: Stochastic index number perspectives," Economics Discussion / Working Papers 97-26, The University of Western Australia, Department of Economics.
    • Handle: RePEc:uwa:wpaper:97-26
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    File URL: https://ecompapers.biz.uwa.edu.au/paper/PDF%20of%20Discussion%20Papers/1997/97-26%20Lian%2C%20O.L.pdf
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    References listed on IDEAS

    as
    1. Rao, D.S. Prasada & Doran, Howard E. & Selvanathan, E.A., 2003. "Estimation of General and Commodity-Specific Inflation Rates Using Linear Time-Varying Constraints," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 35(Supplemen), pages 1-8.
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    Cited by:

    1. Ferreira, Alex Luiz & Leon-Ledesma, Miguel A., 2007. "Does the real interest parity hypothesis hold? Evidence for developed and emerging markets," Journal of International Money and Finance, Elsevier, vol. 26(3), pages 364-382, April.
    2. Patel, Ajay & Shoesmith, Gary L., 2004. "Term structure linkages surrounding the Plaza and Louvre accords: Evidence from Euro-rates and long-memory components," Journal of Banking & Finance, Elsevier, vol. 28(9), pages 2051-2075, September.
    3. Mancuso, Anthony J. & Goodwin, Barry K. & Grennes, Thomas J., 2003. "Nonlinear aspects of capital market integration and real interest rate equalization," International Review of Economics & Finance, Elsevier, vol. 12(3), pages 283-303.

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