Ji, Philip Inyeob; Kim, Jae H. - Department of Econometrics and Business Statistics, … - 2005
This paper examines the linkage of real interest rates of a group of Pacific-Basin countries with a focus on East Asia. We consider monthly real interest rates of the US, Japan, Korea, Singapore, and Thailand from 1980 and 2004. The impulse response analysis and half-life estimation are...
