Re-examining the real interest rate parity hypothesis under temporary gradual breaks and nonlinear convergence
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Economics and Econometrics
Link
https://link.springer.com/content/pdf/10.1007/s10258-023-00245-2.pdf
Reference41 articles.
1. Albulescu CT, Pepin D, Tiwari AK (2016) A re-examination of real interest parity in CEECs using ‘old’ and ‘new’ second-generation panel unit root tests. Bull Econ Res 68(2):133–150
2. Baharumshah AZ, Chan TH, Fountas S (2005) A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era. Glob Financ J 16(1):69–85
3. Baharumshah AZ, Soon SV, Hamzah NA (2013) Parity reversion in real interest rate in the Asian countries: Further evidence based on local-persistent model. Econ Model 35:634–642
4. Camarero M, Carrion-i-Silvestre JL, Tamarit C (2010) Does real interest rate parity hold for oecd countries? new evidence using panel stationarity tests with cross-section dependence and structural breaks. Scottish J Political Econ 57(5):568–590
5. Cavaglia S (1992) The persistence of real interest differentials: A Kalman filtering approach. J Monet Econ 29(3):429–443
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