Smooth breaks and nonlinear mean reversion in real interest parity : evidence from East Asian countries
Year of publication: |
2019
|
---|---|
Authors: | Gulcu, Abdullah ; Yildirim, Dilem |
Subject: | East Asian countries | financial integration | nonlinearity | Real interest rate parity | smooth structural breaks | Zinsparität | Interest rate parity | Realzins | Real interest rate | Ostasien | East Asia | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Mean Reversion | Mean reversion | Südkorea | South Korea |
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