Real Interest Rate Parity and Two Structural Breaks: African Countries Evidence

A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks

Review of International Economics ◽

10.1111/j.1467-9396.2011.00977.x ◽

2011 ◽

Vol 19 (4) ◽

pp. 718-727 ◽

Cited By ~ 6

Author(s):

George Bagdatoglou ◽

Alexandros Kontonikas

Keyword(s):

Interest Rate ◽

Real Interest Rate ◽

Structural Breaks ◽

Interest Rate Parity ◽

The Real ◽

DOES REAL INTEREST RATE PARITY HOLD FOR OECD COUNTRIES? NEW EVIDENCE USING PANEL STATIONARITY TESTS WITH CROSS-SECTION DEPENDENCE AND STRUCTURAL BREAKS

Scottish Journal of Political Economy ◽

10.1111/j.1467-9485.2010.00531.x ◽

2010 ◽

Vol 57 (5) ◽

pp. 568-590 ◽

Cited By ~ 13

Author(s):

Mariam Camarero ◽

Josep Lluís Carrion-i-Silvestre ◽

Cecilio Tamarit

Keyword(s):

Interest Rate ◽

Cross Section ◽

Real Interest Rate ◽

Structural Breaks ◽

Interest Rate Parity ◽

Rate Parity ◽

Stationarity Tests ◽

Panel Stationarity ◽

New Evidence

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

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

Global Economic Review ◽

10.1080/1226508x.2010.533842 ◽

2010 ◽

Vol 39 (4) ◽

pp. 351-364 ◽

Cited By ~ 3

Author(s):

Ahmad Zubaidi Baharumshah ◽

Venus Khim-Sen Liew ◽

Ron Mittelhammer

Keyword(s):

Interest Rate ◽

Real Interest Rate ◽

Developing Economies ◽

Interest Rate Parity ◽

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 ◽