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Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions
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- Md Deluair Hossen, 2023. "Financing Costs, Per-Shipment Costs and Shipping Frequency: Firm-Level Evidence from Bangladesh," Papers 2303.04223, arXiv.org.
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"Financial integration in the pacific basin region: RIP by PANIC attack?,"
Journal of International Money and Finance, Elsevier, vol. 30(6), pages 1019-1033, October.
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- Jaroslava Durčáková & Martin Mandel & Vladimír Tomšík, 2005. "Dynamický model nekryté úrokové parity (teorie a empirická verifikace v tranzitivních ekonomikách) [Dynamic model of uncovered interest rate parity (theory and empirical verification in the transit," Politická ekonomie, Prague University of Economics and Business, vol. 2005(3), pages 291-303.
- Mo, Henry & Wu, Liuren, 2007. "International capital asset pricing: Evidence from options," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 465-498, September.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2022.
"Globalization, long memory, and real interest rate convergence: a historical perspective,"
Empirical Economics, Springer, vol. 63(5), pages 2331-2355, November.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020. "Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective," Working Papers 2020106, University of Pretoria, Department of Economics.
- Ferreira, Alex Luiz & Leon-Ledesma, Miguel A., 2007.
"Does the real interest parity hypothesis hold? Evidence for developed and emerging markets,"
Journal of International Money and Finance, Elsevier, vol. 26(3), pages 364-382, April.
- Alex Luiz Ferreira & Miguel León-Ledesma, 2003. "Does the Real Interest Parity Hypothesis Hold? Evidence for Developed and Emerging Markets," Studies in Economics 0301, School of Economics, University of Kent.
- FERREIRA Alex Luiz & LEON-LEDESMA Miguel A., 2010. "Does the Real Interest Parity Hypothesis Hold? Evidence for Developed and Emerging Markets," EcoMod2003 330700053, EcoMod.
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"The Chinese economies in global context: The integration process and its determinants,"
Journal of the Japanese and International Economies, Elsevier, vol. 20(1), pages 128-153, March.
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- Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2003. "The Chinese Economies in Global Context: The Integration Process and Its Determinants," NBER Working Papers 10047, National Bureau of Economic Research, Inc.
- Yin-wong Cheung & Menzie D. Chinn & Eiji Fujii, 2005. "The Chinese Economies in Global Context: The Integration Process and Its Determinants," Working Papers 072005, Hong Kong Institute for Monetary Research.
- Cheung, Yin-Wong & Chinn, Menzie & Fujii, Eiji, 2003. "The Chinese Economies in Global Context: The Integration Process and Its Determinants," Santa Cruz Department of Economics, Working Paper Series qt89s3z523, Department of Economics, UC Santa Cruz.
- Cheung, Yin-Wong & Chinn, Menzie David & Fujii, Eiji, 2003. "The Chinese Economies in Global Context: The Integration Process and Its Determinants," Santa Cruz Department of Economics, Working Paper Series qt26x5h54t, Department of Economics, UC Santa Cruz.
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NBER Chapters, in: National Saving and Economic Performance, pages 227-270,
National Bureau of Economic Research, Inc.
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- Jeffrey A. Frankel, 1989. "Quantifying International Capital Mobility in the 1980s," NBER Working Papers 2856, National Bureau of Economic Research, Inc.
- Utku ALTUNÖZ, 2018. "Investigating the Presence of Fisher Effect for the China Economy," Sosyoekonomi Journal, Sosyoekonomi Society, issue 26(35).
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"Examining real interest parity: Which component reverts quickest and in which regime?,"
International Review of Financial Analysis, Elsevier, vol. 39(C), pages 72-83.
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- Peter Kugler & Beatrice Weder, 2004.
"International Portfolio Holdings and Swiss Franc Asset Returns,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(III), pages 301-325, September.
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- Kugler, Peter & Weder, Beatrice, 2004. "International Portfolio Holdings and Swiss Franc Asset Returns," Working papers 2004/04, Faculty of Business and Economics - University of Basel.
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"Bond market co-movements, expected inflation and the GBP-USD equilibrium real exchange rate,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 242-256.
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- Robert J. Barro & Xavier Sala-i-Martin, 1990.
"World Real Interest Rates,"
NBER Chapters, in: NBER Macroeconomics Annual 1990, Volume 5, pages 15-74,
National Bureau of Economic Research, Inc.
- Barro, R.J. & Martin, X.S., 1990. "World Real Interest Rates," RCER Working Papers 227, University of Rochester - Center for Economic Research (RCER).
- Robert J. Barro & Xavier Sala-i-Martin, 1990. "World Real Interest Rates," NBER Working Papers 3317, National Bureau of Economic Research, Inc.
- Maria Perez Jurado & Juan Luis Vega, 1994. "Paridad del poder de compra: un análisis empírico," Investigaciones Economicas, Fundación SEPI, vol. 18(3), pages 539-556, September.
- Lars P. Feld & Ekkehard A. Köhler, 2015.
"Is Switzerland an Interest Rate Island after all? Time Series and Non-Linear Switching Regime Evidence,"
CESifo Working Paper Series
5628, CESifo.
- Feld, Lars P. & Köhler, Ekkehard A., 2015. "Is Switzerland an interest rate island after all? Time series and non-linear switching regime evidence," Freiburg Discussion Papers on Constitutional Economics 15/08, Walter Eucken Institut e.V..
- Tai-Hu Ling, & Venus Khim-Sen Liew & Syed Azizi Wafa Syed Khalid Wafa, 2007.
"Real Interest Rates Equalization: The Case of Malaysia and Singapore,"
The IUP Journal of Monetary Economics, IUP Publications, vol. 0(3), pages 24-37, August.
- Ling, Tai-Hu & Liew, Venus Khim-Sen & Syed Khalid Wafa, Syed Azizi Wafa, 2006. "Real interest rates equalization: The case of Malaysia and Singapore," MPRA Paper 515, University Library of Munich, Germany.
- Balbir Kaur & Atri Mukherjee & Anand Prakash Ekka, 2018.
"Debt sustainability of states in India: An assessment,"
Indian Economic Review, Springer, vol. 53(1), pages 93-129, December.
- Kaur, Balbir & Mukherjee, Atri & Ekka, Anand Prakash, 2017. "Debt Sustainability of States in India: An Assessment," MPRA Paper 81929, University Library of Munich, Germany.
- Ji, Philip Inyeob & Kim, Jae H., 2009.
"Real interest rate linkages in the Pacific-Basin region,"
International Review of Economics & Finance, Elsevier, vol. 18(3), pages 440-448, June.
- Philip Inyeob Ji & Jae H. Kim, 2005. "Real Interest Rate Linkages in the Pacific Basin Region," Monash Econometrics and Business Statistics Working Papers 23/05, Monash University, Department of Econometrics and Business Statistics.
- Dreger, Christian, 2010.
"Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 21(3), pages 274-285.
- Dreger, Christian, 2010. "Does the nominal exchange rate regime affect the real interest parity condition?," The North American Journal of Economics and Finance, Elsevier, vol. 21(3), pages 274-285, December.
- Christian Dreger, 2008. "Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?," Discussion Papers of DIW Berlin 819, DIW Berlin, German Institute for Economic Research.
- Christian Dreger, 2008. "Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?," Working Paper / FINESS 1.1c, DIW Berlin, German Institute for Economic Research.
- Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit, 2006.
"New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks,"
Working Papers in Economics
159, Universitat de Barcelona. Espai de Recerca en Economia.
- Mariam Camarero & Josep Lluis Carrion-i-Silvestre & Cecilio Tamarit, 2006. "New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks," Working Papers CREAP2006-14, Xarxa de Referència en Economia Aplicada (XREAP), revised Dec 2006.
- Poterba, James M., 1998.
"The rate of return to corporate capital and factor shares: new estimates using revised national income accounts and capital stock data,"
Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 48(1), pages 211-246, June.
- James M. Poterba, 1999. "The Rate of Return to Corporate Capital and Factor Shares: New EstimatesUsing Revised National Income Accounts and Capital Stock Data," NBER Working Papers 6263, National Bureau of Economic Research, Inc.
- Koziol, Philipp, 2014. "Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 459-472.
- Gordon, Roger H & Bovenberg, A Lans, 1996.
"Why Is Capital So Immobile Internationally? Possible Explanations and Implications for Capital Income Taxation,"
American Economic Review, American Economic Association, vol. 86(5), pages 1057-1075, December.
- Roger H. Gordon & A. Lans Bovenberg, 1994. "Why is Capital so Immobile Internationally?: Possible Explanations and Implications for Capital Income Taxation," NBER Working Papers 4796, National Bureau of Economic Research, Inc.
- Gordon, R.H. & Bovenberg, A.L., 1994. "Why is capital so immobile internationally? : Possible explanations and implications for capital income taxation," Discussion Paper 1994-63, Tilburg University, Center for Economic Research.
- Gordon, R.H. & Bovenberg, A.L., 1994. "Why Is Capital So Immobile Internationally?: Possible Explanations and Implications for Capital Income Taxation," Working Papers 358, Research Seminar in International Economics, University of Michigan.
- Bovenberg, A.L. & Gordon, R.H., 1996. "Why is capital so immobile internationally? Possible explanation and implications for capital income taxation," Other publications TiSEM 6a131c21-fd9a-4d83-8d9a-7, Tilburg University, School of Economics and Management.
- Guglielmo Maria Caporale & Nikitas Pittis, 1998. "Term structure and interest differentials as predictors of future inflation changes and inflation differentials," Applied Financial Economics, Taylor & Francis Journals, vol. 8(6), pages 615-625.
- Markus J. Granziol & Anna Holzgang, 1988. "The Contribution of Inflation to the Level and the Variability of Nominal Interest Rates : Some Multi-Country Evidence," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 124(IV), pages 559-573, December.
- Mohsen Bahmani‐Oskooee & Tsangyao Chang & Zahra (Mila) Elmi & Omid Ranjbar, 2019. "Real Interest Rate Parity And Fourier Quantile Unit Root Test," Bulletin of Economic Research, Wiley Blackwell, vol. 71(3), pages 348-358, July.
- Jana Riedel, 2020.
"On real interest rate convergence among G7 countries,"
Empirical Economics, Springer, vol. 59(2), pages 599-626, August.
- Riedel, Jana, 2013. "Real interest rate convergence among G7 countries," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79928, Verein für Socialpolitik / German Economic Association.
- Thomas Chiang & Jose Trinidad, 1997. "Risk and International Parity Conditions: A Synthesis from Consumption Based Models," International Economic Journal, Taylor & Francis Journals, vol. 11(2), pages 73-101.
- Hussein, Khaled A. & de Mello, Luiz Jr., 1999. "International capital mobility in developing countries: theory and evidence," Journal of International Money and Finance, Elsevier, vol. 18(3), pages 367-381.
- Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007.
"Long Run Macroeconomic Relations in the Global Economy,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-20.
- Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V., 2007. "Long Run Macroeconomic Relations in the Global Economy," Cambridge Working Papers in Economics 0703, Faculty of Economics, University of Cambridge.
- Stephane Dees & Sean Holly & M. Hashem Pesaran & L. Vanessa Smith, 2007. "Long Run Macroeconomic Relations in the Global Economy," CESifo Working Paper Series 1904, CESifo.
- Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007. "Long Run Macroeconomic Relations in the Global Economy," Economics Discussion Papers 2007-7, Kiel Institute for the World Economy (IfW Kiel).
- Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Holly, Sean, 2007. "Long run macroeconomic relations in the global economy," Working Paper Series 750, European Central Bank.
- Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V., 2007. "Long Run Macroeconomic Relations in the Global Economy," Cambridge Working Papers in Economics 0661, Faculty of Economics, University of Cambridge.
- Dimitris A. Georgoutsos & Petros M. Migiakis, 2012.
"Benchmark Bonds Interactions under Regime Shifts,"
European Financial Management, European Financial Management Association, vol. 18(3), pages 389-409, June.
- Dimitris A. Georgoutsos & Petros M. Migiakis, 2009. "Benchmark bonds interactions under regime shifts," Working Papers 103, Bank of Greece.
- Riccardo Fiorentini, 1991. "Ex ante purchasing power parity: An empirical note," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 127(2), pages 343-355, June.
- Frankel, Jeffrey A. & Rose, Andrew K., 1996.
"A panel project on purchasing power parity: Mean reversion within and between countries,"
Journal of International Economics, Elsevier, vol. 40(1-2), pages 209-224, February.
- Jeffrey A. Frankel and Andrew K. Rose., 1995. "A Panel Project on Purchasing Power Parity: Mean Reversion Within and Between Countries," Center for International and Development Economics Research (CIDER) Working Papers C95-052, University of California at Berkeley.
- Frankel, Jeffrey A & Rose, Andrew K, 1995. "A Panel Project on Purchasing Power Parity: Mean Reversion Within and Between Countries," CEPR Discussion Papers 1128, C.E.P.R. Discussion Papers.
- Frankel, Jeffrey A. & Rose, Andrew K., 1995. "A Panel Project on Purchasing Power Parity: Mean Reversion Within and Between Countries," Center for International and Development Economics Research (CIDER) Working Papers 233411, University of California-Berkeley, Department of Economics.
- Jeffrey A. Frankel & Andrew K. Rose, 1995. "A Panel Project on Purchasing Power Parity: Mean Reversion Within and Between Countries," NBER Working Papers 5006, National Bureau of Economic Research, Inc.
- Öge Güney, Pelin & Hasanov, Mübariz, 2014. "Real interest rate parity hypothesis in post-Soviet countries: Evidence from unit root tests," Economic Modelling, Elsevier, vol. 36(C), pages 120-129.
- David E. Bloom & Waseen Noor, 1995. "Is an Integrated Regional Labor Market Emergin in East and Southeast Asia?," NBER Working Papers 5174, National Bureau of Economic Research, Inc.
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- Jeffrey A. Frankel, 1985.
"International capital mobility and crowding-out in the U.S. economy: imperfect integration of financial markets or of goods markets?,"
Proceedings, Federal Reserve Bank of St. Louis, pages 33-74.
- Jeffrey A. Frankel, 1985. "International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets?," NBER Working Papers 1773, National Bureau of Economic Research, Inc.
- Cumby, Robert E. & Mishkin, Frederic S., 1986.
"The international linkage of real interest rates: The European-US connection,"
Journal of International Money and Finance, Elsevier, vol. 5(1), pages 5-23, March.
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- Alex Luiz Ferreira, 2004.
"Are Real Interest Differentials Caused by Frictions in Goods or Assets Markets, Real or Nominal Shocks?,"
Studies in Economics
0407, School of Economics, University of Kent.
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- Ayşegül Çorakcı & Furkan Emirmahmutoglu & Tolga Omay, 2017. "Re-examining the real interest rate parity hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependence," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(1), pages 91-120, February.
- Cheung, Yin-Wong & Chinn, Menzie David & Fujii, Eiji, 2003. "China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration," Santa Cruz Department of Economics, Working Paper Series qt13d9m8jv, Department of Economics, UC Santa Cruz.
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- Nicholas Ford & Charles Yuji Horioka, 2016. "The "Real" Explanation of the Feldstein-Horioka Puzzle," NBER Working Papers 22081, National Bureau of Economic Research, Inc.
- Nicholas Ford & Charles Yuji Horioka, 2016. "The 'Real' Explanation of the Feldstein-Horioka Puzzle," ISER Discussion Paper 0962, Institute of Social and Economic Research, Osaka University.
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"The Solution to the Feldstein-Horioka Puzzle,"
AGI Working Paper Series
2017-17, Asian Growth Research Institute.
- Charles Yuji Horioka & Nicholas Ford, 2017. "The Solution to the Feldstein-Horioka Puzzle," ISER Discussion Paper 1016, Institute of Social and Economic Research, Osaka University.
- Nicholas Ford & Charles Yuji Horioka, 2017.
"The ‘real’ explanation of the PPP puzzle,"
Applied Economics Letters, Taylor & Francis Journals, vol. 24(5), pages 325-328, March.
- Nicholas Ford & Charles Yuji Horioka, 2016. "The 'Real' Explanation of the PPP Puzzle," NBER Working Papers 22198, National Bureau of Economic Research, Inc.
- Nicholas Ford & Charles Yuji Horioka, 2016. "The ‘Real’ Explanation of the PPP Puzzle," ISER Discussion Paper 0969, Institute of Social and Economic Research, Osaka University.
- Ford, Nicholas & Horioka, Charles Yuji, 2016. "The 'Real' Explanation of the PPP Puzzle," AGI Working Paper Series 2016-08, Asian Growth Research Institute.
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World Scientific Book Chapters, in: Douglas D Evanoff & Cornelia Holthausen & George G Kaufman & Manfred Kremer (ed.), The Role of Central Banks in Financial Stability How Has It Changed?, chapter 6, pages 105-129,
World Scientific Publishing Co. Pte. Ltd..
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"World real interest rates: a global savings and investment perspective,"
Applied Economics, Taylor & Francis Journals, vol. 42(22), pages 2801-2816.
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- Cheung, Yin-Wong & Chinn, Menzie & Fujii, Eiji, 2003. "China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration," Santa Cruz Department of Economics, Working Paper Series qt01g0h0q2, Department of Economics, UC Santa Cruz.
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- Holmes, Mark J., 2002. "Does long-run real interest parity hold among EU countries? Some new panel data evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(4), pages 733-746.
- Lukasz Rachel & Thomas D. Smith, 2017. "Are Low Real Interest Rates Here to Stay?," International Journal of Central Banking, International Journal of Central Banking, vol. 13(3), pages 1-42, September.
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- Arghyrou, Michael G. & Gregoriou, Andros & Kontonikas, Alexandros, 2009.
"Do real interest rates converge? Evidence from the European union,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 447-460, July.
- Michael G. Arghyrou & Andros Gregoriou & Alexandros Kontonikas, 2007. "Do real interest rates converge? Evidence from the European Union," Working Papers 2007_21, Business School - Economics, University of Glasgow.
- Arghyrou, Michael G & Gregoriou, Andros & Kontonikas, Alexandros, 2007. "Do real interest rates converge? Evidence from the European Union," Cardiff Economics Working Papers E2007/26, Cardiff University, Cardiff Business School, Economics Section.
- Onsurang Norrbin & Aaron D. Smallwood, 2011. "Mean Reversion in the Real Interest Rate and the Effects of Calculating Expected Inflation," Southern Economic Journal, John Wiley & Sons, vol. 78(1), pages 107-130, July.
- Chan, Tze-Haw, 2008. "International Parities among China and Her Major Trading Partners in Asia Pacific," MPRA Paper 15504, University Library of Munich, Germany, revised 06 Apr 2009.
- Chowdhry, Bhagwan & Titman, Sheridan, 2001. "Why real interest rates, cost of capital and price/earnings ratios vary across countries," Journal of International Money and Finance, Elsevier, vol. 20(2), pages 165-189, April.
- Lambelet, Jean-Christian & Mihailov, Alexander, 2005.
"The Triple-Parity Law,"
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