scholarly journals The Informational Content of Empirical Measures of Real Interest Rate and Output Gaps for the United Kingdom

2004 ◽  
Author(s):  
Jens D.J. Larsen ◽  
Jack McKeown
Keyword(s):  
United Kingdom ◽  
Interest Rate ◽  
Real Interest Rate ◽  
Informational Content ◽  
Empirical Measures ◽  
The United Kingdom ◽  
Output Gaps

Determinants of Income Velocity in the United Kingdom: Multivariate Granger Causality

1993 ◽  
Vol 37 (2) ◽  
pp. 40-45 ◽  
Author(s):  
Augustine C. Arize
Keyword(s):  
United Kingdom ◽  
Exchange Rate ◽  
Interest Rate ◽  
Real Exchange Rate ◽  
Granger Causality ◽  
Money Growth ◽  
The United Kingdom ◽  
Interest Rate Volatility ◽  
Growth Volatility

Using cointegration and multivariate causality approach, this paper examines the determinants of income velocity in the United Kingdom over the period, 1973Q1–1990Q2. The results suggest that changes in interest rate, interest rate volatility, real exchange rate and money growth volatility provide information that helps predict future movements in income velocity.

scholarly journals EXCHANGE RATE AND INTEREST RATE DIFFERENTIAL IN G7 ECONOMIES

2019 ◽  
Vol 22 (3) ◽  
pp. 263-286
Author(s):  
Peter Golit ◽  
Afees Salisu ◽  
Akinwunmi Akintola ◽  
Faustina Nsonwu ◽  
Itoro Umoren
Keyword(s):  
United Kingdom ◽  
Exchange Rate ◽  
Interest Rate ◽  
Structural Breaks ◽  
G7 Countries ◽  
The United Kingdom ◽  
The Exchange Rate

We offer new insights on the dynamics of the exchange rate–interest rate differentialfor the case of G7 economies. We show that the nexus is better considered using anasymmetric model, as suggested by a host of previous studies. In addition, we find therole of accounting for structural breaks to be prominent. We also show differences in thenexus between euro and non-euro G7 countries, suggesting heterogeneous monetarypolicies. Thus, we document the strongest evidence for the sticky price hypothesis inJapan and lesser evidence in the euro countries and the United Kingdom, with Canadaconsistently revealing evidence for the flexible price hypothesis.

Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data

2019 ◽  
Vol 47 (6) ◽  
pp. 1128-1143
Author(s):  
Hossein Hassani ◽  
Mohammad Reza Yeganegi ◽  
Juncal Cuñado ◽  
Rangan Gupta
Keyword(s):  
United Kingdom ◽  
Interest Rate ◽  
The United Kingdom ◽  
Interest Rate Volatility
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