Univariate and Multivariate Unit Root Tests with and Without Structural Break(s): An Empirical Examination Using Real Interest Rate Parity (RIRP) Relations

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

A revisit on real interest rate parity hypothesis – simulation evidence from efficient unit root tests

2011 ◽  
Vol 44 (24) ◽  
pp. 3089-3099 ◽  
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

Real interest rate parity hypothesis in post-Soviet countries: Evidence from unit root tests

2014 ◽  
Vol 36 ◽  
pp. 120-129 ◽  
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

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

2015 ◽  
Vol 23 (12) ◽  
pp. 844-848 ◽  
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 ◽  
Real Interest Rate Parity ◽  
Rate Parity

REAL INTEREST RATE PARITY AND FOURIER QUANTILE UNIT ROOT TEST

2018 ◽  
Vol 71 (3) ◽  
pp. 348-358 ◽  
Author(s):  
Mohsen Bahmani‐Oskooee ◽  
Tsangyao Chang ◽  
Zahra (Mila) Elmi ◽  
Omid Ranjbar
Keyword(s):  
Interest Rate ◽  
Unit Root ◽  
Real Interest Rate ◽  
Unit Root Test ◽  
Interest Rate Parity ◽  
Real Interest Rate Parity ◽  
Rate Parity

Real interest rate parity in East Asian countries based on China with nonlinear threshold unit-root test

2012 ◽  
Vol 19 (15) ◽  
pp. 1531-1536 ◽  
Author(s):  
Chi-Wei Su ◽  
Pei-Long Shen ◽  
Hsu-Ling Chang ◽  
Lin Liu
Keyword(s):  
Interest Rate ◽  
Unit Root ◽  
Real Interest Rate ◽  
East Asian ◽  
Unit Root Test ◽  
Asian Countries ◽  
Interest Rate Parity ◽  
Real Interest Rate Parity ◽  
Rate Parity

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

2010 ◽  
Vol 42 (14) ◽  
pp. 1771-1782 ◽  
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

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

2005 ◽  
Vol 16 (1) ◽  
pp. 69-85 ◽  
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 ◽  
Rate Parity
Sign in / Sign up

Export Citation Format

Share Document