Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies

Is the real interest rate parity condition affected by the method of calculating real interest rates?

Applied Economics ◽

10.1080/00036840701736073 ◽

2010 ◽

Vol 42 (14) ◽

pp. 1771-1782 ◽

Cited By ~ 6

Author(s):

Onsurang Pipatchaipoom ◽

Stefan C. Norrbin

Keyword(s):

Interest Rate ◽

Interest Rates ◽

Real Interest Rate ◽

Real Interest Rates ◽

Interest Rate Parity ◽

The Real ◽

Rate Parity ◽

Parity Condition

A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era

Global Finance Journal ◽

10.1016/j.gfj.2005.05.005 ◽

2005 ◽

Vol 16 (1) ◽

pp. 69-85 ◽

Cited By ~ 41

Author(s):

Ahmad Zubaidi Baharumshah ◽

Chan Tze Haw ◽

Stilianos Fountas

Keyword(s):

Interest Rate ◽

Real Interest Rate ◽

East Asian ◽

Panel Study ◽

Asian Countries ◽

Interest Rate Parity ◽

Real Interest Rate Parity in the Northeast Asian Countries: Evidence from the Quantile Unit Root Test

SSRN Electronic Journal ◽

10.2139/ssrn.2898567 ◽

2016 ◽

Author(s):

Naranbaatar Batbayar

Keyword(s):

Interest Rate ◽

Unit Root ◽

Real Interest Rate ◽

Unit Root Test ◽

Asian Countries ◽

Interest Rate Parity ◽

Rate Parity ◽

Northeast Asian

Resuscitating real interest rate parity: new evidence from panels

European Journal of Finance ◽

10.1080/1351847x.2017.1406383 ◽

2017 ◽

Vol 24 (14) ◽

pp. 1176-1189

Author(s):

Georgios Chortareas ◽

George Kapetanios ◽

Georgios Magkonis

Keyword(s):

Interest Rate ◽

Real Interest Rate ◽

Interest Rate Parity ◽

Rate Parity ◽

New Evidence

Inflation-targeting and real interest rate parity: A bias correction approach

Economic Modelling ◽

10.1016/j.econmod.2016.09.016 ◽

2017 ◽

Vol 60 ◽

pp. 132-137 ◽

Cited By ~ 5

Author(s):

Hui Ding ◽

Jaebeom Kim

Keyword(s):

Interest Rate ◽

Bias Correction ◽

Real Interest Rate ◽

Inflation Targeting ◽

Interest Rate Parity ◽

Real interest rate parity in Asian countries: evidence from the quantile unit root test

Applied Economics Letters ◽

10.1080/13504851.2015.1114569 ◽

2015 ◽

Vol 23 (12) ◽

pp. 844-848 ◽

Cited By ~ 3

Author(s):

Yunjie Fu ◽

Haiqi Li ◽

Wei Ma

Keyword(s):

Interest Rate ◽

Unit Root ◽

Real Interest Rate ◽

Unit Root Test ◽

Asian Countries ◽

Interest Rate Parity ◽

International real interest rate parity with error correction models

Global Finance Journal ◽

10.1016/s1044-0283(96)90001-0 ◽

1996 ◽

Vol 7 (2) ◽

pp. 129-151 ◽

Cited By ~ 1

Author(s):

Jong-Cook Byun ◽

Son-Nan Chen

Keyword(s):

Interest Rate ◽

Error Correction ◽

Real Interest Rate ◽

Interest Rate Parity ◽

Error Correction Models ◽

TESTING FOR REAL INTEREST RATE PARITY USING PANEL STATIONARITY TESTS WITH DEPENDENCE: A NOTE*

Manchester School ◽

10.1111/j.1467-9957.2008.02090.x ◽

2009 ◽

Vol 77 (1) ◽

pp. 112-126 ◽

Cited By ~ 18

Author(s):

MARIAM CAMARERO ◽

JOSEP LLUIS CARRION-I-SILVESTRE ◽

CECILIO TAMARIT

Keyword(s):

Interest Rate ◽

Real Interest Rate ◽

Interest Rate Parity ◽

Rate Parity ◽

Stationarity Tests ◽

Panel Stationarity

Real interest rate parity with Flexible Fourier stationary test for Central and Eastern European countries

Economic Modelling ◽

10.1016/j.econmod.2012.06.017 ◽

2012 ◽

Vol 29 (6) ◽

pp. 2719-2723 ◽

Cited By ~ 6

Author(s):

Chi-Wei Su ◽

Hsu-Ling Chang ◽

Lin Liu

Keyword(s):

Interest Rate ◽

Real Interest Rate ◽

European Countries ◽

Eastern European ◽

Interest Rate Parity ◽

Stationary Test ◽

Rate Parity ◽

Eastern European Countries

Real interest rate parity in OECD countries: new evidence from time series and panel cointegration techniques

Applied Economics Letters ◽

10.1080/13504851.2012.667540 ◽

2013 ◽

Vol 20 (5) ◽

pp. 476-479 ◽

Cited By ~ 2

Author(s):

George Magonis ◽

Andreas Tsopanakis

Keyword(s):

Time Series ◽

Interest Rate ◽

Real Interest Rate ◽

Panel Cointegration ◽

Oecd Countries ◽

Interest Rate Parity ◽

Rate Parity ◽

New Evidence