Report
A Re-examination of the Real Interest Parity Condition Using Threshold Cointegration
| العنوان: | A Re-examination of the Real Interest Parity Condition Using Threshold Cointegration |
|---|---|
| المؤلفون: | Graeme Wells |
| سنة النشر: | 2023 |
| مصطلحات موضوعية: | REPEC, real interest parity, threshold cointegration, threshold error correction, asymmetric adjustment, non-linear adjustment |
| الوصف: | Threshold cointegration is employed in this study to test the real interest parity condition between the UK and the US. Evidence supports the asymmetric adjustment of real interest rates. The threshold error correction models indicate that negative deviations from long run real interest parity are eliminated faster than positive deviations. |
| نوع الوثيقة: | report |
| اللغة: | unknown |
| Relation: | 102.100.100/490400; https://figshare.com/articles/report/A_Re-examination_of_the_Real_Interest_Parity_Condition_Using_Threshold_Cointegration/23438582 |
| الاتاحة: | https://figshare.com/articles/report/A_Re-examination_of_the_Real_Interest_Parity_Condition_Using_Threshold_Cointegration/23438582 |
| Rights: | CC BY 4.0 |
| رقم الانضمام: | edsbas.BB8FF705 |
| قاعدة البيانات: | BASE |
| الوصف غير متاح. |