Yazar "Hasanov, Mübariz" için listeleme
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EMPIRICAL INVESTIGATION OF LONG RUN PPP HYPOTHESIS: THE CASE OF TEMPORARY STRUCTURAL BREAK AND ASYMMETRIC ADJUSTMENT
Abioğlu, Vasif; Hasanov, Mübariz (EUROPEAN RESEARCH CENTER, 2021)This study investigates the validity of the long-run PPP hypothesis for 60 economies using trade-weighted REER indices for the period 1994:01-2020:04. In addition to conventional tests, we also apply a battery of new unit ... -
Re-examining the real interest rate parity hypothesis under temporary gradual breaks and nonlinear convergence
Hasanov, Mübariz; Omay, Tolga; Abioglu, Vasif (Institute for Ionics, 2023)This paper investigates the real interest parity hypothesis by testing stationarity of real interest rate differentials for 52 countries with respect to the USA. Taking account of the fact that both asymmetric adjustment ...
