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Inflation-targeting and real interest rate parity : a bias correction approach
Ding, Hui; Kim, Jaebeom - In: Economic modelling 60 (2017), pp. 132-137
Persistent link: https://www.econbiz.de/10011734184
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Re-examining the Real Interest Rate Parity Hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependence
Corakci, Aysegul; Emirmahmutoglu, Furkan; Omay, Tolga - In: Empirica : journal of european economics 44 (2017) 1, pp. 91-120
Persistent link: https://www.econbiz.de/10011741334
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Real interest rate parity for Central and Eastern European countries : a new unit root test with two structural breaks
Su, Chi-Wei; Jiang, Xia; Chang, Hsu-Ling - In: Ekonomický časopis : časopis pre ekonomickú … 62 (2014) 1, pp. 3-18
Persistent link: https://www.econbiz.de/10010371903
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Real interest rate parity in the G7 countries : evidence from the quantile unit root test
Lou, Tienwei; Chang, Yu-Cheng; Chang, Tsangyao - In: The empirical economics letters : a monthly … 16 (2017) 9, pp. 929-939
Persistent link: https://www.econbiz.de/10011907048
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Real interest rate parity in the G7 countries : evidence from the quantile unit root test
Lou, Tienwei; Hsu, Chen-min; Chang, Tsangyao - In: The empirical economics letters : a monthly … 19 (2020) 3, pp. 179-190
Persistent link: https://www.econbiz.de/10012596213
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A new unit root test against asymmetric ESTAR nonlinearity with smooth breaks
Ranjbar, Omid; Chang, Tsangyao; Elmi, Zahra Mila; Lee, … - In: Iranian economic review : journal of University of Tehran 22 (2018) 1, pp. 51-62
Persistent link: https://www.econbiz.de/10011977114
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The validity of the real interest differential model for Turkey with Markov regime switching
Akdeniz, Coskun; İlhan, Ali - In: Dynamic optics in economics : quantitative, …, (pp. 99-115). 2020
Persistent link: https://www.econbiz.de/10012888489
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Empirical analyses of the relationship between real exchange rate and real interest rate differentials in inflation targeting countries
Breitenbach, Marthinus C.; Zerihun, Mulatu Fekadu; … - In: African journal of business and economic research : AJBER 15 (2020) 1, pp. 7-25
Persistent link: https://www.econbiz.de/10012666018
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Real interest rate parity with Flexible Fourier stationary test for Central and Eastern European countries
Su, Chi-Wei; Chang, Hsu-Ling; Liu, Lin - In: Economic modelling 29 (2012) 6, pp. 2719-2723
Persistent link: https://www.econbiz.de/10009673618
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Univariate and Multivariate Unit Root Tests with and Without Structural Break(s) : An Empirical Examination Using Real Interest Rate Parity (RIRP) Relations
Abubakar, Jamaladeen - 2016
The study examines the methods of testing the presence of unit root and co-integration of time series data using those tests that assumes the presence of breaks and those that assumes no breaks. We employed Eliott et-al(1996) DF-GLS for the latter test and Perron(1997) for the former category....
Persistent link: https://www.econbiz.de/10012977742