ListarECO_Articles por tema "Panel data unit root and stationarity tests"
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Testing for real interest rate parity using panel stationarity tests with dependence: a note
Wiley-Blackwell (2009)This paper tests for real interest parity (RIRP) among the nineteen major OECD countries over the period 1978:Q1-2006:Q1 using both short and long-run definitions of interest rates. Once the independence hypothesis is ...