Real interest rate parity in East Asian countries based on China with nonlinear threshold unit-root test
Year of publication: |
2012
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Authors: | Su, Chi-Wei ; Shen, Pei-Long ; Chang, Hsu-Ling ; Liu, Lin |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 19.2012, 13/15, p. 1531-1536
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Subject: | Ostasien | East Asia | China | Realzins | Real interest rate | Zinsparität | Interest rate parity | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test | Statistischer Test | Statistical test | Nichtlineare Regression | Nonlinear regression |
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