The effects of the international-domestic interest rate gap on US output
This paper examines how the relationships linking money to real output are altered when an international-domestic interest rate gap is included in the model. The results indicate that both the international-domestic interest rate gap and term structure exert a statistically significant effect on rea...
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| Veröffentlicht in: | Applied economics 2001-03, Vol.33 (4), p.515-521 |
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| container_title | Applied economics |
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| creator | Erenburg, S. J. Goebel, David. W. |
| description | This paper examines how the relationships linking money to real output are altered when an international-domestic interest rate gap is included in the model. The results indicate that both the international-domestic interest rate gap and term structure exert a statistically significant effect on real economic activity. In addition, fluctuations in these variables contain significant information about future changes in real output. An interesting finding is that while the term structure dominates the international-domestic interest rate gap when estimating the entire time period, 1970:1-1996:4, the international-domestic interest rate gap clearly dominates in the more recent time period, 1985:1-1996:4. |
| doi_str_mv | 10.1080/00036840122868 |
| format | Article |
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| ispartof | Applied economics, 2001-03, Vol.33 (4), p.515-521 |
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| language | eng |
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| source | RePEc; Business Source Complete |
| subjects | Applied economics Comparative studies Economic activity Economic models Economic theory Financial economics Input output analysis Interest rates International Money supply Output rate Regression analysis Statistics U.S.A |
| title | The effects of the international-domestic interest rate gap on US output |
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