Testing for uncovered interest parity conditions in a small open economy : a state space modelling approach
Guna Raj Bhatta, Rabindra Nepal, Charles Harvie, Kankesu Jayanthakumaran
| Year of publication: |
[2021]
|
|---|---|
| Authors: | Bhatta, Guna Raj ; Nepal, Rabindra ; Harvie, Charles ; Jayanthakumaran, Kankesu |
| Publisher: |
Canberra : Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis |
| Subject: | uncovered interest parity | State Space Model | Kalman filter | risk premium | Zustandsraummodell | State space model | Zinsparität | Interest rate parity | Theorie | Theory | Risikoprämie | Risk premium | Zeitreihenanalyse | Time series analysis | Zinsstruktur | Yield curve | Kleine offene Volkswirtschaft | Small open economy |
| Extent: | 1 Online-Ressource (circa 31 Seiten) Illustrationen |
|---|---|
| Series: | CAMA working paper ; 2021, 56 (July 2021) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012586476