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SYMMETRIC AND ASYMMETRIC NONLINEAR DYNAMICS IN REAL INTEREST RATE PARITY

dc.contributor.authorBozoklu, Seref
dc.contributor.authorYilanci, Veli
dc.date.accessioned2021-03-03T16:02:12Z
dc.date.available2021-03-03T16:02:12Z
dc.date.issued2011
dc.identifier.citationYilanci V., Bozoklu S., "SYMMETRIC AND ASYMMETRIC NONLINEAR DYNAMICS IN REAL INTEREST RATE PARITY", ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, cilt.45, sa.2, ss.223-234, 2011
dc.identifier.issn0424-267X
dc.identifier.othervv_1032021
dc.identifier.otherav_420f213e-bbae-4762-8b5f-234a308ec8e0
dc.identifier.urihttp://hdl.handle.net/20.500.12627/48145
dc.description.abstractThis study analyzes the validity of the real interest rate parity hypothesis for 16 emerging market countries using Japan and United States as base countries for the post-1990 period. We use a recently introduced nonlinear test which tests the null hypothesis of unit root against the alternative of symmetric/asymmetric exponential smooth transition autoregressive model. The results show evidence in support of the real interest rate parity hypothesis for the all countries in the sample.
dc.language.isoeng
dc.subjectİktisat
dc.subjectMatematik
dc.subjectSosyal ve Beşeri Bilimler
dc.subjectTemel Bilimler (SCI)
dc.subjectMATEMATİK, İNTERDİSKÜP UYGULAMALAR
dc.subjectSosyal Bilimler (SOC)
dc.subjectEkonomi ve İş
dc.subjectEKONOMİ
dc.titleSYMMETRIC AND ASYMMETRIC NONLINEAR DYNAMICS IN REAL INTEREST RATE PARITY
dc.typeMakale
dc.relation.journalECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH
dc.contributor.departmentİstanbul Üniversitesi , ,
dc.identifier.volume45
dc.identifier.issue2
dc.identifier.startpage223
dc.identifier.endpage234
dc.contributor.firstauthorID80985


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