Re-examining the real interest rate parity hypothesis under temporary gradual breaks and nonlinear convergence
Year of publication: |
2024
|
---|---|
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
|
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 |
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