Testing for the interest rate convergence in Asia countries
碩士 === 東吳大學 === 經濟學系 === 88 === We find that traditional cointegration tests do not support the hypothesis of real interest rate convergence .Because of that they do not consider structural breaks in the sample. In contrast, as this paper shows, in several cases, the hypothesis of real interest rate...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/19880717667269596389 |