Re-examining the real interest rate parity hypothesis under temporary gradual breaks and nonlinear convergence
Mübariz Hasanov, Tolga Omay, Vasif Abioglu
| Year of publication: |
2024
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|---|---|
| Authors: | Hasanov, Mübariz ; Omay, Tolga ; Abioglu, Vasif |
| Published in: |
Portuguese economic journal. - Berlin : Springer, ISSN 1617-9838, ZDB-ID 2098746-8. - Vol. 23.2024, 3, p. 355-382
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| Subject: | ESTAR nonlinearity | ESTR trend | Multiple smooth breaks | RIRP | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Realzins | Real interest rate | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | Zinsparität | Interest rate parity | Einheitswurzeltest | Unit root test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10258-023-00245-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015189387