Lindenberg, Nannette; Westermann, Frank - In: Journal of Macroeconomics 34 (2012) 4, pp. 1125-1140
Both, from a macroeconomic modeling perspective, as well as for a policy point of view, there has recently been a renewed interest in the cyclical and long-run comovement of interest rates. In this paper we re-investigate the long- and short-run comovements in the G7-countries by conducting...
