Real interest parity: A note on Asian countries using panel stationarity tests
Existing panel data studies of real interest parity are either unable to identify which panel members are characterised by stationary real interest differentials, or are subject to size distortion resulting from the presence of structural breaks and cross-sectional dependencies. Using a panel statio...
| Autores Principales: | , , |
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| Formato: | Artículo (Article) |
| Lenguaje: | Inglés (English) |
| Publicado: |
2011
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| Materias: | |
| Acceso en línea: | https://repository.urosario.edu.co/handle/10336/22240 https://doi.org/10.1016/j.asieco.2011.04.002 |