Further evidence from the real interest rate parity hypothesis in Central and East European countries : unit roots and nonlinearities
Juan Carlos Cuestas and Barry Harrison
| Year of publication: |
2010
|
|---|---|
| Authors: | Cuestas, Juan Carlos ; Harrison, Barry |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 46.2010, 6, p. 22-39
|
| Subject: | central and eastern Europe | nonlinearities | real interest rate parity | unit roots | Osteuropa | Eastern Europe | Realzins | Real interest rate | Zinsparität | Interest rate parity | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Kaufkraftparität | Purchasing power parity |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009238985