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Real interest rates, inflation and the open economy: A regime-switching perspective on Australia and New Zealand

  • Published:2009-03 Issue:2 Volume:18 Page:351-360
  • ISSN:1059-0560
  • Container-title:International Review of Economics & Finance
  • language:en
  • Short-container-title:International Review of Economics & Finance

Author:

Holmes Mark J.,Dutu Richard,Cui Xiaoman

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference36 articles.

1. Ang, A., & Bekaert, G., 1998. Regime switches in interest rates. NBER Working Paper, No. 6508.

2. Regime switches in interest rates;Ang;Journal of Business and Economic Statistics,2002

3. The new Keynesian economics and the output-inflation trade-off;Ball;Brookings Papers on Economic Activity,1988

4. Monetary regime changes and the behavior of ex-ante real interest rates;Bonser-Neal;Journal of Monetary Economics,1990

5. Political regime change and the real interest rate;Caporale;Journal of Money, Credit, and Banking,2000

Cited by 7 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The effect of political and bureaucratic regime changes on Australia's real interest rate;International Review of Economics & Finance;2023-05

2. Resuscitating real interest rate parity: new evidence from panels;The European Journal of Finance;2017-11-29

3. The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle?;Journal of International Financial Markets, Institutions and Money;2017-09

4. Time series behaviour of the real interest rates in transition economies;Economic Research-Ekonomska Istraživanja;2015-01

5. Capturing the Regime-Switching and Memory Properties of Interest Rates;Computational Economics;2013-08-10
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