Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies

This paper investigates the validity real interest rate parity (RIP) for a sample of 19 OECD and Asian developing economies. The distinction of this paper is that we exploit both linearity and non-linear unit root tests as advocated by Dufrénot et al. (Applied Economics, 38, pp. 203–229, 2006) to va...

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Main Authors: Ahmad Zubaidi, Baharumshah, Liew, Venus Khim-Sen, Mittelhammer, Ron
格式: E-Article
语言:English
出版: Taylor & Francis 2010
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在线阅读:http://ir.unimas.my/id/eprint/18005/1/1226508X.2010.533842
http://ir.unimas.my/id/eprint/18005/
http://dx.doi.org/10.1080/1226508X.2010.533842
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