Prediction of the economic activity from the short and long-term interest rate differential: new evidences in Chile and the United States of America cases

dc.creatorCADEMARTORI, David
dc.creatorNAVIA, Rodrigo
dc.creatorGALEA, Manuel
dc.creatorOSORIO, Felipe
dc.date.accessioned2012-10-20T04:52:33Z
dc.date.accessioned2018-07-04T15:47:33Z
dc.date.available2012-10-20T04:52:33Z
dc.date.available2018-07-04T15:47:33Z
dc.date.created2012-10-20T04:52:33Z
dc.date.issued2008
dc.identifierAPPLIED ECONOMICS LETTERS, v.15, n.9, p.707-712, 2008
dc.identifier1350-4851
dc.identifierhttp://producao.usp.br/handle/BDPI/30801
dc.identifier10.1080/13504850600748950
dc.identifierhttp://dx.doi.org/10.1080/13504850600748950
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1627440
dc.description.abstractThe purpose of this work is to verify the stability of the relationship between real activity and interest rate spread. The test is based on Chen (1988) and Osorio and Galea (2006). The analysis is applied to Chile and the United States, from 1980 to 1999. In general, in both cases the relationship was statistically significant in early 80s, but a break point is found in both countries during that decades, suggesting that the relationship depends on the monetary rule follow by the Central Bank.
dc.languageeng
dc.publisherROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
dc.relationApplied Economics Letters
dc.rightsCopyright ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
dc.rightsclosedAccess
dc.titlePrediction of the economic activity from the short and long-term interest rate differential: new evidences in Chile and the United States of America cases
dc.typeArtículos de revistas


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