Additional Evidenceon Ems Interest Rate Linkages /
This note examines interest rate linkages within the EMS. Cointegration tests suggest the existence of a long-run equilibrium relationship between German and other EMS interest rates. Bivariate VAR analysis finds that Granger-causality either stems from German to other European interest rates (Belgi...
| Yazar: | |
|---|---|
| Diğer Yazarlar: | |
| Materyal Türü: | Dergi |
| Dil: | English |
| Baskı/Yayın Bilgisi: |
Washington, D.C. :
International Monetary Fund,
1996.
|
| Seri Bilgileri: | IMF Working Papers; Working Paper ;
No. 1996/115 |
| Konular: | |
| Online Erişim: | Full text available on IMF |