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- W1488509712 abstract "This paper examines linkage of real interest rates for a group of selected countries in East Asia. The countries under study include Japan, Korea, Singapore, Malaysia and Thailand. The long run relationship is tested and estimated using the conitegration analysis. We also have conducted the impulse response analysis based on unrestricted vector autoregression, using the bias-corrected wild bootstrap for statistical inference. Our results show that (1) there exists a long run equilibrium relationship, (2) there are interesting short run dynamic interactions, in which Singapore, Malaysia and Thailand play the role of equilibrating factor" @default.
- W1488509712 created "2016-06-24" @default.
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- W1488509712 date "2004-08-11" @default.
- W1488509712 modified "2023-09-27" @default.
- W1488509712 title "International linkage of real interest rates: the case of East Asian countries" @default.
- W1488509712 hasPublicationYear "2004" @default.
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