Parity reversion in real interest rate in the Asian countries : further evidence based on local-persistent model
Year of publication: |
2013
|
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Authors: | Baharumshah, Ahmad Zubaidi ; Soon, Siew-voon ; Hamzah, Nor Aishah |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 35.2013, p. 634-642
|
Subject: | Real interest rate parity | Structural breaks | Half-lives | Local-persistent model | Realzins | Real interest rate | Zinsparität | Interest rate parity | Strukturbruch | Structural break | Japan | Schätzung | Estimation | Großbritannien | United Kingdom | Asien | Asia | Zeitreihenanalyse | Time series analysis |
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