Re-examining the real interest rate parity hypothesis under temporary gradual breaks and nonlinear convergence
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DOI: 10.1007/s10258-023-00245-2
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More about this item
Keywords
RIRP; Multiple smooth breaks; ESTR trend; ESTAR nonlinearity;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- F40 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - General
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