Real interest rate parity and Fourier quantile unit root test (Q5213465)
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scientific article; zbMATH DE number 7162071
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| default for all languages | No label defined |
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| English | Real interest rate parity and Fourier quantile unit root test |
scientific article; zbMATH DE number 7162071 |
Statements
REAL INTEREST RATE PARITY AND FOURIER QUANTILE UNIT ROOT TEST (English)
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3 February 2020
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asymmetric dynamics
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breaks
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Fourier expansion
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quantile regression
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real interest rate parity
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sharp breaks
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0.8085892200469971
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0.7608421444892883
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0.7538545727729797
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0.7527558207511902
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0.752606213092804
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