Can interest rate policy be independent?

Economic Outlook

Volumn 22, Issue 4, 1998, Pages 10-15

  Caporale, Guglielmo Maria ^a   Williams, Geoffrey ^a  

^a LONDON BUSINESS SCHOOL   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0005047334     PISSN: 0140489X     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0319.00134     Document Type: Article

References (7)

1. Caporale, G.M., Pittis, N. and K. Prodromidis (1997), "Budget deficits and interest rates: Ricardian equivalence revisited", D.P. no. 16-97, Centre for Economic Forecasting, London Business School.
2. Caporale, G.M. and N. Pittis (1998), "Efficient estimation of cointegrating vectors and testing for causality in vector autoregressions", Journal of Economic Surveys, forthcoming.
3. Caporale, G.M. and G. Williams (1998a), "International linkages in short- and long-term interest rates", D.P. no.14-98, Centre for Economic Forecasting, London Business School.
4. Caporale, G.M. and G. Williams (1998b), "Bond markets and macroeconomic performance", D.P. no. 13-98, Centre for Economic Forecasting, London Business School.
5. Martin, P. (1997), "The exchange rate policy of the euro: A matter of size?" CEPR Discussion Paper no.1646.
6. Phillips, P.C.B. and B.E. Hansen (1990), "Statistical inference in instrumental variable regression with I(1) processes", Review of Economic Studies, 57, 99-125.
7. Toda, H.Y. and T. Yamamoto (1995), "Statistical inference in vector autoregressions with possibly integrated processes", Journal of Econometrics, 66, 225-250.