|
| next >> |
Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
Details for article 1 of 6 found articles
| Title: |
An empirical study of interest rate determination rules |
| Author: |
Bhattarai, Keshab |
| Appeared in: |
Applied financial economics |
| Paging: | Volume 18 (2008) nr. 4 pages 327-343 |
| Year: |
2008-03 |
| Contents: |
This paper finds empirical support for a Taylor (1993) type interest rate determination rule. The model is solved analytically, estimated and used for simulation, impulse response analyses and forecasting with quarterly time series data for the UK and annual time series data for Germany, France, Japan, the UK and the US. The results confirm that such rules implicitly exists during the period of analysis. |
| Publisher: |
Routledge |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 1 of 6 found articles
| next >> |