Revisiting real interest rate parity in BRICS countries using ADL test for threshold cointegration
Mohsen Bahmani-Oskooee, Tsangyao Chang, Ming-Hsien Yang, Hong-Lǜe Yang
| Year of publication: |
September 2016
|
|---|---|
| Authors: | Bahmani-Oskooee, Mohsen ; Chang, Tsangyao ; Yang, Ming-Hsien ; Yang, Hong-Lǜe |
| Subject: | Real interest rate parity | BRICS countries | ADL test | Threshold cointegration | Realzins | Real interest rate | Kointegration | Cointegration | BRICS-Staaten | Zinsparität | Interest rate parity | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eap.2016.06.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011529613