Revisiting real interest rate parity in BRICS countries using ADL test for threshold cointegration

2016 ◽  
Vol 51 ◽  
pp. 86-89
Author(s):  
Mohsen Bahmani-Oskooee ◽  
Tsangyao Chang ◽  
Ming-Hsien Yang ◽  
Hong-Lǜe Yang
Keyword(s):  
Interest Rate ◽  
Real Interest Rate ◽  
Threshold Cointegration ◽  
Interest Rate Parity ◽  
Real Interest Rate Parity ◽  
Brics Countries ◽  
Rate Parity

scholarly journals Resuscitating real interest rate parity: new evidence from panels

2017 ◽  
Vol 24 (14) ◽  
pp. 1176-1189
Author(s):  
Georgios Chortareas ◽  
George Kapetanios ◽  
Georgios Magkonis
Keyword(s):  
Interest Rate ◽  
Real Interest Rate ◽  
Interest Rate Parity ◽  
Real Interest Rate Parity ◽  
Rate Parity ◽  
New Evidence
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