NUSAIR, SALAH A. - In: The Singapore Economic Review (SER) 58 (2013) 01, pp. 1350002-1
This paper examines the underlying parity conditions upon which real interest parity (RIP) is predicted for some Asian countries relative to the U.S. and Japan over a period (1978–2009) containing significant changes using the multivariate cointegration procedure of Johansen et al. (2000) that...