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

2016 ◽  
Author(s):  
Naranbaatar Batbayar
Keyword(s):  
Interest Rate ◽  
Unit Root ◽  
Real Interest Rate ◽  
Unit Root Test ◽  
Asian Countries ◽  
Interest Rate Parity ◽  
Real Interest Rate Parity ◽  
Rate Parity ◽  
Northeast Asian

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 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

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

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

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 in East Asian countries based on China with flexible Fourier stationary test

2013 ◽  
Vol 25-26 ◽  
pp. 52-58 ◽  
Author(s):  
Lin Liu ◽  
Hsu-Ling Chang ◽  
Chi-Wei Su ◽  
Chun Jiang
Keyword(s):  
Interest Rate ◽  
Real Interest Rate ◽  
East Asian ◽  
Asian Countries ◽  
Interest Rate Parity ◽  
Real Interest Rate Parity ◽  
Stationary Test ◽  
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
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