Real interest rate parity in the Pacific Rim countries
New empirical evidence
Bibliographic Data
| ID | 21541522 |
|---|---|
| Authors | Zixiong Xie (Jinan University), Shyh-Wei Chen (0000-0001-6316-2865, Tunghai University, corresponding author), An-Chi Wu (Tamkang University) |
| Year | 2022 |
| Publication date | 2022-08-02 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Empirical Economics (JOURNAL) |
| Journal identifiers | ISSN: 0377-7332 • E-ISSN: 1435-8921 |
| Publisher | Springer Science and Business Media LLC (PUBLISHER) |
| DOI | 10.1007/s00181-022-02282-w |
| OpenAlex | W4289520242 |
| Language | EN |
| Citations received | 2 |
| References cited | 84 |
Cointegration · Econometrics · Economics · Empirical evidence · Goodness of fit · Interest rate · Interest rate parity · Macroeconomics · Statistics · Structural break · Unit root · Unit root test · Banking stability, regulation, efficiency · Economic Theory and Policy · Mathematics · Monetary Policy and Economic Impact
Breaking the panels
The local power of some unit root tests for panel data
Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates
A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks
The flexible Fourier form and Dickey–Fuller type unit root tests
Testing for a unit root in the nonlinear STAR framework
Domestic Financial Policies under Fixed and under Floating Exchange Rates (Politiques finacierieures interieures avec un systeme de taux de change fixe et avec un systeme de taux de change fluctuant) (Politica financiera interna bajo sistemas de tipos de cambio fijos o de tipos de cambio fluctuantes)
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
Inference for unit roots in dynamic panels where the time dimension is fixed
Efficient Tests for an Autoregressive Unit Root
Unit root tests in panel data
Testing for unit roots in heterogeneous panels
Testing the null hypothesis of stationarity against the alternative of a unit root
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection
Potential Pitfalls in Determining Multiple Structural Changes With an Application to Purchasing Power Parity
Multiple Trend Breaks and the Unit-Root Hypothesis
Persistent misalignments of the European exchange rates
Testing For Real Interest Rate Convergence In European Countries
Does Real Interest Rate Parity Hold for Oecd Countries? New Evidence Using Panel Stationarity Tests With Cross-Section Dependence and Structural Breaks
Expectations and Exchange Rate Dynamics
Statistical analysis of cointegration vectors
| Citations per year | 2 |
|---|---|
| Citation span | 2025 - 2025 (1) |
| Highly cited | No |