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    Non–Linear Convergence in Asian Interest and Inflation Rates: Evidence from Asian Countries

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    Date
    2014
    Author
    Nusair, S.
    Khaled, Kisswani
    Type
    Journal Article
    Peer-Reviewed
    Metadata
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    Abstract
    We examine the dynamics of convergence in seven Asian countries for nominal and real interest rates, and inflation rates. We test for convergence relative to the U.S. and Japan, using quarterly data 1973:2–2011:3, employing nonlinear unit root tests. The linearity test shows evidence of nonlinearity in all the cases. In most cases, we find evidence of logistic smooth transition autoregression-type non-linearity. Moreover, nonlinear unit root tests reveal evidence of nonlinear stationary nominal and real interest rates and inflation differentials in all cases. We interpret these results as convergence in inflation rates and real and nominal interest rates.
    Citation
    Kisswani, K.M., Nusair, S.A. Nonlinear convergence in Asian interest and inflation rates: evidence from Asian countries. Econ Change Restruct 47, 155–186 (2014). https://doi-org.auk.idm.oclc.org/10.1007/s10644-013-9146-7
    URI
    https://dspace.auk.edu.kw/handle/11675/7698
    External link
    https://link-springer-com.auk.idm.oclc.org/article/10.1007/s10644-013-9146-7
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    • College of Business & Economics [190]

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