Testing for the uncovered interest parity condition in a small open economy : a state space modelling approach
Guna Raj Bhatta, Rabindra Nepal, Charles Harvie, Kankesu Jayanthakumaran
| Year of publication: |
2022
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|---|---|
| Authors: | Bhatta, Guna Raj ; Nepal, Rabindra ; Harvie, Charles ; Jayanthakumaran, Kankesu |
| Published in: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 82.2022, p. 1-25
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| Subject: | Kalman filter | Nepal | Risk premium | State Space Model | Uncovered interest parity | Zinsparität | Interest rate parity | Zustandsraummodell | State space model | Theorie | Theory | Risikoprämie | Kleine offene Volkswirtschaft | Small open economy | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.asieco.2022.101525 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013550024