Real interest rates, inflation and the open economy: A regime-switching perspective on Australia and New Zealand
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- Guo, Haifeng & Brooks, Robert & Shami, Roland, 2010. "Detecting hot and cold cycles using a Markov regime switching model--Evidence from the Chinese A-share IPO market," International Review of Economics & Finance, Elsevier, vol. 19(2), pages 196-210, April.
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KeywordsStationarity Regime-switching Real interest rate Parity;
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