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Real Interest Rate Persistence: Evidence and Implications

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Outgoing claims: the papers this work cites, builds on, or argues with.

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The Real Interest Rate: An Empirical Investigation

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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DO REAL INTEREST RATES REALLY CONTAIN A UNIT ROOT? MORE EVIDENCE FROM A BOOTSTRAP COVARIATE UNIT ROOT TEST
inferred← citeshttps://doi.org/10.1111/j.1468-5876.2012.00560.xopenalex-snapshot
A REVISIT TO THE STATIONARITY OF OECD INFLATION: EVIDENCE FROM PANEL UNIT-ROOT TESTS AND THE COVARIATE POINT OPTIMAL TEST*
inferred← citeshttps://doi.org/10.1142/s0217590815500873openalex-snapshot
INTERNATIONAL EVIDENCE ON REAL INTEREST RATE PERSISTENCE
inferred← citeshttps://doi.org/10.1257/mac.20180005openalex-snapshot
Some Evidence on Secular Drivers of US Safe Real Rates
inferred← citeshttps://doi.org/10.1515/snde-2015-0062openalex-snapshot
Changes in persistence, spurious regressions and the Fisher hypothesis
inferred← citeshttps://doi.org/10.21034/sr.429openalex-snapshot
Larger Crises, Slower Recoveries: The Asymmetric Effects of Financial Frictions
inferred← citeshttps://doi.org/10.21799/frbp.wp.2015.12openalex-snapshot
Assessing Bankruptcy Reform in a Model with Temptation and Equilibrium Default
inferred← citeshttps://doi.org/10.21799/frbp.wp.2016.21openalex-snapshot
Assessing Bankruptcy Reform in a Model with Temptation and Equilibrium Default
inferred← citeshttps://doi.org/10.25287/ohuiibf.1510489openalex-snapshot
STATIONARITY OF LONG-TERM REAL INTEREST RATES: FINDINGS FROM NONLINEAR FOURIER UNIT ROOT TEST
inferred← citeshttps://doi.org/10.3386/w23186openalex-snapshot
Long-Run Covariability
inferred← citeshttps://doi.org/10.3390/jrfm14120613openalex-snapshot
Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach
inferred← citeshttps://doi.org/10.4236/tel.2026.161003openalex-snapshot
Inflation Co-Movement Dynamics in SADC: A Continuous Wavelet Analysis
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