Title: Monetary policy and long term interest rates in Germany
Authors: Peersman, Gert # ×
Issue Date: Oct-2002
Publisher: Elsevier science sa
Series Title: Economics letters vol:77 issue:2 pages:271-277
Abstract: In this paper, we provide new empirical evidence on the relationship between short and long run interest rates for Germany. We find a positive correlation after a supply and demand shock and a negative correlation after a monetary policy shock. This finding is consistent with the theory of Ellingsen and Soderstrom [American Economic Review 2001;91(5):1594-1607]. (C) 2002 Elsevier Science B.V. All rights reserved.
ISSN: 0165-1765
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Non-KU Leuven Association publications
× corresponding author
# (joint) last author

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