Revisiting real interest rate parity in BRICS countries using ADL test for threshold cointegration

Bahmani‐Oskooee, Mohsen; Chang, Tsangyao; Yang, Ming‐Hsien; Yang, Hong-Lǜe

doi:10.1016/j.eap.2016.06.004

Cited by 3 publications

(1 citation statement)

References 21 publications

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“…Living. Te assessment of instrumental activities of daily living includes six items according to the instrumental activity of daily living (IADL) scale [27]. Each item is assessed, and the number of items that the older people are able to do is recorded.…”

Section: Grading Criteria Of Instrumental Activities Of Dailymentioning

confidence: 99%

Ability Grouping of Elderly Individuals Based on an Improved K‐Prototypes Algorithm

Yan-fang

Chu

2023

Mathematical Problems in Engineering

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Elderly individuals with similar abilities are likely to have similar care needs. Abilities are the basis for analysing the need patterns of elderly individuals. Abilities of elderly individuals are both numerical and categorical; therefore, an improved K-prototypes cluster algorithm for mixed attributes was proposed to group elderly individuals based on abilities. In this algorithm, the dissimilarity measure of categorical attributes is designed to consider not only the difference between the object to be allocated and the prototype of the cluster but also the differ6ence between the object to be allocated and other objects in the cluster and can measure the difference in sequential values of ordinal categorical attributes. Experimental results show that the improved K-prototypes algorithm performs well for clustering datasets containing mixed attributes. Taking the CHARLS dataset as an example, distinct groups of elderly individuals based on the improved K-prototypes algorithm showed significant ability differences.

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Section: Grading Criteria Of Instrumental Activities Of Dailymentioning

confidence: 99%

Ability Grouping of Elderly Individuals Based on an Improved K‐Prototypes Algorithm

Yan-fang

Chu

2023

Mathematical Problems in Engineering

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Real interest rate parity in the Pacific Rim countries: new empirical evidence

Xie

Chen

2022

Empir Econ

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Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective

Asl

Canarella

Miller

et al. 2022

Studies in Nonlinear Dynamics &Amp; Econometrics

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We test for real interest rate parity using data from six European countries (France, Germany, Italy, the Netherlands, Spain, and the United Kingdom), Japan, and the United States over a period of more than two centuries. Our contribution is threefold. First, we implement a wavelet-based analysis, which examines both frequency and time information contained in a time series. Second, we employ the United States, the United Kingdom, and Germany as alternative base countries in the wavelet regressions to ascertain the sensitivity of the results to the choice of the base country. Third, we test the real interest rate parity over the entire period (1800–2018) and for several non-contiguous subperiods that hold historical significance and relative importance. Three subperiods link to the three globalization waves (1870–1914, 1944–1971, and 1989–2018), and four subperiods connect to the exchange rate regimes. The wavelet-based results suggest that the validity of the real interest rate parity is scale-dependent. The specific evidence in most cases supports the parity at lower frequencies but not at higher frequencies, which is consistent with the idea that the purchasing power parity and uncovered interest parity, the two main ingredients of the real interest rate parity, are mostly valid in the long run.

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Revisiting real interest rate parity in BRICS countries using ADL test for threshold cointegration

Cited by 3 publications

References 21 publications

Ability Grouping of Elderly Individuals Based on an Improved K‐Prototypes Algorithm

Ability Grouping of Elderly Individuals Based on an Improved K‐Prototypes Algorithm

Real interest rate parity in the Pacific Rim countries: new empirical evidence

Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective

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