Univariate and Multivariate Unit Root Tests with and Without Structural Break(s): An Empirical Examination Using Real Interest Rate Parity (RIRP) Relations

2016 ◽  
Author(s):  
Jamaladeen Abubakar ◽  
Nurudeen Ibrahim
Keyword(s):  
Interest Rate ◽  
Unit Root ◽  
Real Interest Rate ◽  
Structural Break ◽  
Unit Root Tests ◽  
Interest Rate Parity ◽  
Empirical Examination ◽  
Real Interest Rate Parity ◽  
Rate Parity

REAL INTEREST RATE PARITY AND FOURIER QUANTILE UNIT ROOT TEST

2018 ◽  
Vol 71 (3) ◽  
pp. 348-358 ◽  
Author(s):  
Mohsen Bahmani‐Oskooee ◽  
Tsangyao Chang ◽  
Zahra (Mila) Elmi ◽  
Omid Ranjbar
Keyword(s):  
Interest Rate ◽  
Unit Root ◽  
Real Interest Rate ◽  
Unit Root Test ◽  
Interest Rate Parity ◽  
Real Interest Rate Parity ◽  
Rate Parity
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