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Carriero, Andrea (2006) Explaining US-UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework*. Oxford Bulletin of Economics and Statistics, 68. 879-899 doi:10.1111/j.1468-0084.2006.00461.x

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Reference TypeJournal (article/letter/editorial)
TitleExplaining US-UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework*
JournalOxford Bulletin of Economics and Statistics
AuthorsCarriero, AndreaAuthor
Year2006 (November 23)Volume68
PublisherWiley
DOIdoi:10.1111/j.1468-0084.2006.00461.xSearch in ResearchGate
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Mindat Ref. ID11348015Long-form Identifiermindat:1:5:11348015:1
GUID0
Full ReferenceCarriero, Andrea (2006) Explaining US-UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework*. Oxford Bulletin of Economics and Statistics, 68. 879-899 doi:10.1111/j.1468-0084.2006.00461.x
Plain TextCarriero, Andrea (2006) Explaining US-UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework*. Oxford Bulletin of Economics and Statistics, 68. 879-899 doi:10.1111/j.1468-0084.2006.00461.x
In(n.d.) Oxford Bulletin of Economics and Statistics Vol. 68. Wiley

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Krishnakumar, Jaya, Neto, David (2012) Testing Uncovered Interest Rate Parity and Term Structure Using a Three-regime Threshold Unit Root VECM: An Application to the Swiss ‘Isle’ of Interest Rates*. Oxford Bulletin of Economics and Statistics, 74. 180-202 doi:10.1111/j.1468-0084.2011.00644.x
THIRLWALL, A. P. (2009) THE KEYNESIAN MULTIPLIER WITH INTEREST RATE, REDISTRIBUTION AND REAL BALANCE EFFECTS*. Oxford Bulletin of Economics and Statistics, 36. 235-246 doi:10.1111/j.1468-0084.1974.mp36004001.x
WAUD, ROGER N. (2009) INFORMATION LAGS AND THE INTEREST RATE AS A PROXIMATE MONETARY POLICY TARGET. Oxford Bulletin of Economics and Statistics, 37. 103-113 doi:10.1111/j.1468-0084.1975.mp37002003.x
Sensier, Marianne, Osborn, Denise R., Ocal, Nadir (2002) Asymmetric Interest Rate Effects for the UK Real Economy*. Oxford Bulletin of Economics and Statistics, 64. 315-339 doi:10.1111/1468-0084.00028
Iacone, Fabrizio (2009) A Semiparametric Analysis of the Term Structure of the US Interest Rates. Oxford Bulletin of Economics and Statistics, 71. 475-490 doi:10.1111/j.1468-0084.2008.00546.x
Spencer, Peter (2013) UK Macroeconomic Volatility and the Term Structure of Interest Rates*. Oxford Bulletin of Economics and Statistics, 75. 323-339 doi:10.1111/j.1468-0084.2012.00698.x
Leith, Campbell, Wren-Lewis, Simon (2001) Interest Rate Feedback Rules in an Open Economy with Forward Looking Inflation. Oxford Bulletin of Economics and Statistics, 63. 209-231 doi:10.1111/1468-0084.00217
Hurn, A. S., Lindsay, K. A. (2002) On the Specification of the Drift and Diffusion Functions for Continuous-time Models of the Spot Interest Rate*. Oxford Bulletin of Economics and Statistics, 64. 547-564 doi:10.1111/1468-0084.00277
Dolado, Juan J., Maria-Dolores, Ramon (2002) Evaluating changes in the Bank of Spain's interest rate target: an alternative approach using marked point processes*. Oxford Bulletin of Economics and Statistics, 64. 159-182 doi:10.1111/1468-0084.00017
Pennings, Enrico, Altomonte, Carlo (2006) The Hazard Rate of Foreign Direct Investment: A Structural Estimation of a Real-option Model. Oxford Bulletin of Economics and Statistics, 68. 569-593 doi:10.1111/j.1468-0084.2006.00178.x
Carriero, Andrea, Marcellino, Massimiliano (2011) Sectoral Survey-based Confidence Indicators for Europe*. Oxford Bulletin of Economics and Statistics, 73. 175-206 doi:10.1111/j.1468-0084.2010.00609.x
 
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