@article{Shin Moh_Rahnamamoghadam_Valcarcel_2012, place={Huntsville, Texas}, title={An Examination of Uncovered Real Interest Rate Parity In 18 Distinct U.S. Manufacturing Industries}, volume={29}, url={https://jbs-ojs-shsu.tdl.org/jbs/article/view/95}, DOI={10.54155/jbs.29.1.57-78}, abstractNote={<p>In a departure from the standard literature, we consider micro-level data to<br>draw inferences about the uncovered real interest rate parity in 18 distinct manufacturing<br>industries across 25 countries. The real interest rates are computed based on<br>trade weights at the industry level. We examine the time series properties of real interest<br>differentials by employing a battery of unit root tests. Using industry-specific<br>quarterly observations on deposit and inflation rates, we find robust and statistically<br>significant evidence in support of the uncovered real interest rate parity (UIP) in<br>every industry we consider across all 25 countries.</p>}, number={1}, journal={Journal of Business Strategies}, author={Shin Moh, Wan and Rahnamamoghadam, Masha and Valcarcel, Victor}, year={2012}, month={Mar.}, pages={57–78} }