Smooth breaks and nonlinear mean reversion in real interest parity : evidence from East Asian countries
Abdullah Gülcü (Department of Economics, Middle East Technical University, Ankara, Turkey), Dilem Yıldırım (Department of Economics, Middle East Technical University, Ankara, Turkey)
| Year of publication: |
[2018]
|
|---|---|
| Authors: | Gülcü, Abdullah ; Yıldırım, Dilem |
| Publisher: |
[Ankara] : Economic Research Center |
| Subject: | Real Interest Rate Parity | Financial Integration | Nonlinearity | Smooth Structural Breaks | East Asian Countries | Zinsparität | Interest rate parity | Realzins | Real interest rate | Ostasien | East Asia | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Mean Reversion | Mean reversion | Schätzung | Estimation |
| Extent: | 1 Online-Ressource (circa 26 Seiten) Illustrationen |
|---|---|
| Series: | ERC working papers in economics. - Ankara, ZDB-ID 2403643-2. - Vol. 18, 04 (February 2018) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011869891