Testing real interest parity in emerging markets

Testing real interest parity in emerging markets / [prepared by] Manmohan Singh and Abhisek Banerjee.

The paper finds significant deviations between short-term emerging market real interest rates and world real interest rates primarily due to the inflationary expectations of the local investor base. We test for long-run real interest convergence in emerging markets using a time varying panel unit ro...

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Bibliographic Details
Main Authors: Singh, Manmohan, 1964- (Author), Banerjee, Abhisek (Author)
Corporate Author: International Monetary Fund. Middle East and Central Asia Department
Format: eBook
Language:English
Published: Washington, D.C. : International Monetary Fund, Middle East and Central Asia Dept., ©2006.
Series:IMF working paper ; WP/06/249.
Subjects:
Interest rates > Developing countries > Econometric models.
Globalization > Developing countries > Econometric models.
Monetary policy > Developing countries > Econometric models.
Markets > Developing countries.
Interest rates > Developing countries.
Markets
Interest rates
Economic history
Interest rates > Econometric models
Monetary policy > Econometric models
Developing countries > Economic conditions.
Developing countries
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