Does Monetary Policy Work Effectively In 10 European Countries? New Evidence From Fisher Effect

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Does Monetary Policy Work Effectively In 10 European Countries? New Evidence From Fisher Effect

This study examines the Fisher effect for 10 European Union countries over a period from January 1987 to December 2012. A battery of panel unit root tests shows that the monthly real interest rates in these countries are mean reverting. The series-specific panel SURADF test of Breuer et al. (2002)...

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Bibliographic Details
Main Authors:	Ling, Tai-Hu, Liew, Venus Khim-Sen
Format:	Proceeding
Language:	English
Published:	2013
Subjects:	H Social Sciences (General)
Online Access:	http://ir.unimas.my/id/eprint/17998/ http://ir.unimas.my/id/eprint/17998/1/DOES%20MONETARY%20POLICY%20WORK%20EFFECTIVELY%20IN%2010%20EUROPEAN%20COUNTRIES%20%28abstract%29.pdf

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