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THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS
Bulletin of Economic Research
◽
10.1111/j.1467-8586.2008.00288.x
◽
2009
◽
Vol 61
(1)
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pp. 83-94
◽
Cited By ~ 8
Author(s):
Ahmad Zubaidi Baharumshah
◽
Venus Khim-Sen Liew
◽
Chan Tze Haw
Keyword(s):
Interest Rate
◽
Unit Root
◽
Real Interest Rate
◽
Unit Root Tests
◽
Evidence Based
◽
The Real
◽
International Evidence
◽
Non Linear
Download Full-text
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References
Long-term persistence in the real interest rate: some evidence of a fractional unit root
International Journal of Finance & Economics
◽
10.1002/(sici)1099-1158(199707)2:3<225::aid-ijfe49>3.0.co;2-c
◽
1997
◽
Vol 2
(3)
◽
pp. 225-235
◽
Cited By ~ 25
Author(s):
Kon S. Lai
Keyword(s):
Interest Rate
◽
Unit Root
◽
Real Interest Rate
◽
The Real
◽
Fractional Unit
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Re-examining the real interest rate parity hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependence
Empirica
◽
10.1007/s10663-015-9312-4
◽
2015
◽
Vol 44
(1)
◽
pp. 91-120
◽
Cited By ~ 6
Author(s):
Ayşegül Çorakcı
◽
Furkan Emirmahmutoglu
◽
Tolga Omay
Keyword(s):
Interest Rate
◽
Cross Section
◽
Unit Root
◽
Real Interest Rate
◽
Unit Root Tests
◽
Panel Unit Root Tests
◽
Interest Rate Parity
◽
Panel Unit Root
◽
Real Interest Rate Parity
◽
Rate Parity
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Univariate and Multivariate Unit Root Tests with and Without Structural Break(s): An Empirical Examination Using Real Interest Rate Parity (RIRP) Relations
SSRN Electronic Journal
◽
10.2139/ssrn.2882675
◽
2016
◽
Author(s):
Jamaladeen Abubakar
◽
Nurudeen Ibrahim
Keyword(s):
Interest Rate
◽
Unit Root
◽
Real Interest Rate
◽
Structural Break
◽
Unit Root Tests
◽
Interest Rate Parity
◽
Empirical Examination
◽
Real Interest Rate Parity
◽
Rate Parity
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New Evidence of the Real Interest Rate Parity for OECD Countries Using Panel Unit Root Tests with Breaks
SSRN Electronic Journal
◽
10.2139/ssrn.1852169
◽
2006
◽
Cited By ~ 4
Author(s):
Mariam Camarero
◽
Josep Lluís Lluís Carrion-i-Silvestre
◽
Cecilio R. Tamarit
Keyword(s):
Interest Rate
◽
Unit Root
◽
Real Interest Rate
◽
Unit Root Tests
◽
Panel Unit Root Tests
◽
Interest Rate Parity
◽
Panel Unit Root
◽
Real Interest Rate Parity
◽
Rate Parity
◽
New Evidence
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The puzzling unit root in the real interest rate and its inconsistency with intertemporal consumption behavior
Journal of International Money and Finance
◽
10.1016/j.jimonfin.2007.09.003
◽
2008
◽
Vol 27
(1)
◽
pp. 140-155
◽
Cited By ~ 21
Author(s):
Kon S. Lai
Keyword(s):
Interest Rate
◽
Unit Root
◽
Real Interest Rate
◽
Consumption Behavior
◽
The Real
◽
Intertemporal Consumption
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A revisit on real interest rate parity hypothesis – simulation evidence from efficient unit root tests
Applied Economics
◽
10.1080/00036846.2011.570717
◽
2011
◽
Vol 44
(24)
◽
pp. 3089-3099
◽
Cited By ~ 2
Author(s):
Cheng-Feng Lee
◽
Ching-Chuan Tsong
Keyword(s):
Interest Rate
◽
Unit Root
◽
Real Interest Rate
◽
Unit Root Tests
◽
Interest Rate Parity
◽
Real Interest Rate Parity
◽
Rate Parity
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Real interest rate parity hypothesis in post-Soviet countries: Evidence from unit root tests
Economic Modelling
◽
10.1016/j.econmod.2013.09.017
◽
2014
◽
Vol 36
◽
pp. 120-129
◽
Cited By ~ 6
Author(s):
Pelin Öge Güney
◽
Mübariz Hasanov
Keyword(s):
Interest Rate
◽
Unit Root
◽
Real Interest Rate
◽
Unit Root Tests
◽
Interest Rate Parity
◽
Real Interest Rate Parity
◽
Rate Parity
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Government Debt, the Real Interest Rate and External Balance in an Endogenous Growth Model of a Small Open Economy
SSRN Electronic Journal
◽
10.2139/ssrn.2360281
◽
2013
◽
Cited By ~ 1
Author(s):
George Alogoskoufis
Keyword(s):
Interest Rate
◽
Endogenous Growth
◽
Growth Model
◽
Open Economy
◽
Real Interest Rate
◽
Small Open Economy
◽
Government Debt
◽
The Real
◽
External Balance
◽
Endogenous Growth Model
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An Analysis of the Real Interest Rate Under Regime Shifts
Review of Economics and Statistics
◽
10.2307/2109851
◽
1996
◽
Vol 78
(1)
◽
pp. 111
◽
Cited By ~ 433
Author(s):
Rene Garcia
◽
Pierre Perron
Keyword(s):
Interest Rate
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Real Interest Rate
◽
Regime Shifts
◽
The Real
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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
◽
Real Interest Rate Parity
◽
Rate Parity
◽
Parity Condition
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