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Journal articles on the topic 'Real interest rate'

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Author: Grafiati

Published: 4 June 2021

Last updated: 9 March 2023

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1

Fletcher, Donna J., and O. David Gulley. "Forecasting the real interest rate." North American Journal of Economics and Finance 7, no. 1 (March 1996): 55–76. http://dx.doi.org/10.1016/s1062-9408(96)90022-4.

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2

Phelps, Edmund S. "The real interest rate quiz." Atlantic Economic Journal 13, no. 1 (March 1985): 1–4. http://dx.doi.org/10.1007/bf02303928.

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3

ROSE, ANDREW K. "Is the Real Interest Rate Stable?" Journal of Finance 43, no. 5 (December 1988): 1095–112. http://dx.doi.org/10.1111/j.1540-6261.1988.tb03958.x.

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4

Brewer, Elijah, and George G. Kaufman. "Exploring the real interest rate puzzle." Quarterly Review of Economics and Finance 34, no. 4 (December 1994): 363–73. http://dx.doi.org/10.1016/1062-9769(94)90020-5.

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5

Kim, Jin Woong. "Productivity Growth and Real Interest Rate in the Low Interest Rate Period." Korean Journal of Social Science 40, no. 1 (April 30, 2021): 37–60. http://dx.doi.org/10.18284/jss.2021.04.40.1.37.

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6

Byrne, Joseph P., and Jun Nagayasu. "Structural breaks in the real exchange rate and real interest rate relationship." Global Finance Journal 21, no. 2 (January 2010): 138–51. http://dx.doi.org/10.1016/j.gfj.2010.06.002.

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7

Hegji, Charles E. "Nominal interest rate policy rules and the feasibility of real interest rate control." Journal of Economics and Finance 16, no. 1 (March 1992): 115–24. http://dx.doi.org/10.1007/bf02919798.

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8

Podkaminer, Eugene, Wylie Tollette, and Laurence Siegel. "Real Interest Rate Shocks and Portfolio Strategy." Journal of Investing 29, no. 6 (August 13, 2020): 23–41. http://dx.doi.org/10.3905/joi.2020.1.148.

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9

Gagnon, Joseph E., and Mark D. Unferth. "Is there a World Real Interest Rate?" International Finance Discussion Paper 1993, no. 454 (1993): 1–32. http://dx.doi.org/10.17016/ifdp.1993.454.

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10

Mankiw, N. Gregory. "Consumer Durables and the Real Interest Rate." Review of Economics and Statistics 67, no. 3 (August 1985): 353. http://dx.doi.org/10.2307/1925963.

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11

Chaney, Alain, and Martin Hoesli. "The interest rate sensitivity of real estate." Journal of Property Research 27, no. 1 (March 2010): 61–85. http://dx.doi.org/10.1080/09599916.2010.500815.

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12

OZDEMIR, ZEYNEL ABIDIN, CAGDAS EKINCI, and KORHAN GOKMENOGLU. "INTERNATIONAL EVIDENCE ON REAL INTEREST RATE PERSISTENCE." Singapore Economic Review 60, no. 04 (September 2015): 1550087. http://dx.doi.org/10.1142/s0217590815500873.

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This paper investigates the persistency in the ex-post real interest rates in the presence of endogenous structural breaks for Australia, Austria, Belgium, Canada, Denmark, France, Germany, Ireland, Italy, the Netherlands, New Zealand, Norway, Switzerland, the UK and the USA using seasonally adjusted quarterly data. The procedure used in this study extends the previous research in the respect of investigating degree of persistency of the ex-post real interest rates series by allowing for possible process shifts at endogenously determined more than two structural breaks dates following the principles suggested by Lumsdaine and Papell (1997). The results from the study show that real interest rates are very persistent when such breaks are not taken into account. However, the findings also indicate low persistency in real interest rates for all countries when such breaks are allowed in the data-generating process. We find that endogenously determined structural breaks substantially reduce the degree of persistency of the real interest rate series, which has important theoretical implications as well.

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13

Jenkins, Michael A., and Petya Madzharova. "Real interest rate convergence under the euro." Applied Economics Letters 15, no. 6 (May 2008): 473–76. http://dx.doi.org/10.1080/13504850600706479.

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14

Gagnon, Joseph E., and Mark D. Unferth. "Is there a world real interest rate?" Journal of International Money and Finance 14, no. 6 (December 1995): 845–55. http://dx.doi.org/10.1016/0261-5606(95)00028-3.

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15

Haines, Walter W. "Inflation and the real rate of interest." Journal of Economic Psychology 7, no. 3 (September 1986): 351–57. http://dx.doi.org/10.1016/0167-4870(86)90025-5.

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16

Choi, Seungmook. "IS THE REAL INTEREST RATE REALLY UNSTABLE?" Journal of Financial Research 17, no. 4 (December 1994): 551–59. http://dx.doi.org/10.1111/j.1475-6803.1994.tb00165.x.

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17

Junayed, Sadaquat, and Hashmat Khan. "Inventory Investment and the Real Interest Rate." Economics: The Open-Access, Open-Assessment E-Journal 3, no. 2009-34 (2009): 1. http://dx.doi.org/10.5018/economics-ejournal.ja.2009-34.

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18

Hercowitz, Zvi. "The real interest rate and aggregate supply." Journal of Monetary Economics 18, no. 2 (September 1986): 121–45. http://dx.doi.org/10.1016/0304-3932(86)90072-3.

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19

Predrag, Petrovic. "Testing of real exchange rate - real interest rate differential relationship in Serbia-EMU case." Industrija 41, no. 4 (2013): 111–25. http://dx.doi.org/10.5937/industrija41-4242.

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20

Khairnar, Kunal, and Rohan Chinchwadkar. "Real Exchange Rate and Real Interest Rate Differential: A Cointegration Approach with Structural Shifts." Journal of Quantitative Economics 13, no. 2 (November 2, 2015): 201–14. http://dx.doi.org/10.1007/s40953-015-0017-0.

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21

Akinci, Ozge, Gianluca Benigno, Marco Del Negro, and Albert Queralto. "The Financial (In)Stability Real Interest Rate, R**." International Finance Discussion Paper 2021, no. 1308 (January 29, 2021): 1–23. http://dx.doi.org/10.17016/ifdp.2021.1308.

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We introduce the concept of financial stability real interest rate using a macroeconomic banking model with an occasionally binding financing constraint as in Gertler and Kiyotaki (2010). The financial stability interest rate, r**, is the threshold interest rate that triggers the constraint being binding. Increasing imbalances in the financial sector measured by an increase in leverage are accom- panied by a lower threshold that could trigger financial instability events. We also construct a theoretical implied financial condition index and show how it is related to the gap between the natural and financial stability interest rates.

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22

Wu, Jyh-Lin, and Show-Lin Chen. "A Re-Examination of Real Interest Rate Parity." Canadian Journal of Economics / Revue canadienne d'Economique 31, no. 4 (October 1998): 837. http://dx.doi.org/10.2307/136495.

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23

Caporale, Tony, and Kevin B. Grier. "Political Regime Change and the Real Interest Rate." Journal of Money, Credit and Banking 32, no. 3 (August 2000): 320. http://dx.doi.org/10.2307/2601168.

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24

Makin, John H., and Kenneth A. Couch. "Saving, Pension Contributions, and the Real Interest Rate." Review of Economics and Statistics 71, no. 3 (August 1989): 401. http://dx.doi.org/10.2307/1926896.

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25

Chen, K., and Daniel Tzang. "Interest-Rate Sensitivity of Real Estate Investment Trusts." Journal of Real Estate Research 3, no. 3 (January 1, 1988): 13–22. http://dx.doi.org/10.1080/10835547.1988.12090561.

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26

Smithin, John. "A real interest rate rule for monetary policy?" Journal of Post Keynesian Economics 30, no. 1 (October 1, 2007): 101–18. http://dx.doi.org/10.2753/pke0160-3477300105.

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27

Mark, Nelson C. "A Note on International Real Interest Rate Differentials." Review of Economics and Statistics 67, no. 4 (November 1985): 681. http://dx.doi.org/10.2307/1924814.

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28

Diba, Behzad T., and Seonghwan Oh. "Money, Output, and the Expected Real Interest Rate." Review of Economics and Statistics 73, no. 1 (February 1991): 10. http://dx.doi.org/10.2307/2109681.

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29

Gavin, William. "Monetary Policy Regimes and the Real Interest Rate." Review 100, no. 2 (2018): 151–69. http://dx.doi.org/10.20955/r.2018.151-69.

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30

Cameron, Stephen, Kevin Holme, and Alice Rapport. "MANAGING INTEREST RATE RISK IN REAL ESTATE DEVELOPMENT." Journal of Applied Corporate Finance 3, no. 1 (March 1990): 56–64. http://dx.doi.org/10.1111/j.1745-6622.1990.tb00195.x.

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31

Bliss, C. "The real rate of interest: a theoretical analysis." Oxford Review of Economic Policy 15, no. 2 (June 1, 1999): 46–58. http://dx.doi.org/10.1093/oxrep/15.2.46.

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32

Smallwood, Aaron, and Stefan C. Norrbin. "An Encompassing Test of Real Interest Rate Equalization*." Review of International Economics 16, no. 1 (December 28, 2007): 114–26. http://dx.doi.org/10.1111/j.1467-9396.2007.00731.x.

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33

Dotsey, Michael, Carl Lantz, and Brian J. Scholl. "The Behavior of the Real Rate of Interest." Journal of Money, Credit, and Banking 35, no. 1 (2003): 91–110. http://dx.doi.org/10.1353/mcb.2003.0003.

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34

Tsay, Wen-Jen. "Long memory story of the real interest rate." Economics Letters 67, no. 3 (June 2000): 325–30. http://dx.doi.org/10.1016/s0165-1765(99)00272-4.

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35

Abel, Istvan, and Kristof Lehmann. "Real and Monetary Theories of the Interest Rate." International Journal of Political Economy 48, no. 4 (October 2, 2019): 353–63. http://dx.doi.org/10.1080/08911916.2019.1693159.

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36

Dutton, Marilyn Miller. "Real interest rate parity new measures and tests." Journal of International Money and Finance 12, no. 1 (February 1993): 62–77. http://dx.doi.org/10.1016/0261-5606(93)90010-9.

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37

Riedel, Jana. "On real interest rate convergence among G7 countries." Empirical Economics 59, no. 2 (April 2, 2019): 599–626. http://dx.doi.org/10.1007/s00181-019-01681-w.

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38

Kanas, Angelos. "On real interest rate dynamics and regime switching." Journal of Banking & Finance 32, no. 10 (October 2008): 2089–98. http://dx.doi.org/10.1016/j.jbankfin.2006.10.027.

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39

Alexandrakis, Constantine. "Technological change and the U.S. real interest rate." Journal of Economics and Finance 38, no. 4 (December 20, 2012): 672–86. http://dx.doi.org/10.1007/s12197-012-9246-7.

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40

Clifton, Eric V. "Real Interest Rate Targeting: An Example From Brazil." IMF Working Papers 90, no. 111 (1990): i. http://dx.doi.org/10.5089/9781451945041.001.

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41

Al-Awad, Mouawiya. "Real Interest Rate Linkages in the GCC Countries." Journal of Economic Integration 14, no. 3 (September 15, 1999): 368–81. http://dx.doi.org/10.11130/jei.1999.14.3.368.

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42

Chin, Chi-Ting, Jang-Ting Guo, and Ching-Chong Lai. "Macroeconomic (in)stability under real interest rate targeting." Journal of Economic Dynamics and Control 33, no. 9 (September 2009): 1631–38. http://dx.doi.org/10.1016/j.jedc.2009.03.001.

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43

Day, Theodore E. "Expected inflation and the real rate of interest." Journal of Banking & Finance 9, no. 4 (December 1985): 491–98. http://dx.doi.org/10.1016/0378-4266(85)90002-0.

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44

Otto, Glenn, and Graham M. Voss. "Consumption, external assets and the real interest rate." Journal of Macroeconomics 17, no. 3 (June 1995): 471–94. http://dx.doi.org/10.1016/0164-0704(95)80064-6.

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45

Siegel, Jeremy J. "The real rate of interest from 1800–1990." Journal of Monetary Economics 29, no. 2 (April 1992): 227–52. http://dx.doi.org/10.1016/0304-3932(92)90014-s.

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46

Giovannini, Alberto. "Saving and the real interest rate in LDCs." Journal of Development Economics 18, no. 2-3 (August 1985): 197–217. http://dx.doi.org/10.1016/0304-3878(85)90054-9.

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47

Maccini, Louis J., Bartholomew J. Moore, and Huntley Schaller. "The Interest Rate, Learning, and Inventory Investment." American Economic Review 94, no. 5 (November 1, 2004): 1303–27. http://dx.doi.org/10.1257/0002828043052295.

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This paper presents a model that provides an explanation, based on regime switching in the real interest rate and learning, of why tests based on stock-adjustment models, Euler equations, or decision rules—which emphasize short-run fluctuations in inventories and the interest rate—are unlikely to uncover a negative relationship between inventories and the real interest rate. The model, however, predicts that inventories will respond to long-run movements, that is, to regime shifts in the real interest rate. Tests emphasizing cointegration techniques confirm this prediction and show a significant long-run relationship between inventories and the real interest rate.

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48

Pi-Anguita, Joaquin V. "Real exchange rate, interest rate and capital movements: evidence for France." Applied Economics Letters 5, no. 5 (May 1998): 305–7. http://dx.doi.org/10.1080/758524406.

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49

Pipatchaipoom, Onsurang, and Stefan C. Norrbin. "Is the real interest rate parity condition affected by the method of calculating real interest rates?" Applied Economics 42, no. 14 (May 2010): 1771–82. http://dx.doi.org/10.1080/00036840701736073.

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50

Shin, Sukha. "A Study on the Long-term Forecasting Method of Real Interest Rate Using International Interest Rate." INTERNATIONAL BUSINESS REVIEW 20, no. 2 (June 30, 2016): 213. http://dx.doi.org/10.21739/ibr.2016.06.20.2.213.

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