Re-examining the Real Interest Rate Parity Hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependence
Aysegul Corakci, Furkan Emirmahmutoglu, Tolga Omay
| Year of publication: |
2017
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|---|---|
| Authors: | Corakci, Aysegul ; Emirmahmutoglu, Furkan ; Omay, Tolga |
| Published in: |
Empirica : journal of european economics. - Dordrecht : Springer, ISSN 0340-8744, ZDB-ID 188142-5. - Vol. 44.2017, 1, p. 91-120
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| Subject: | Real interest rate parity | Asymmetric adjustment | Nonlinear panel unit root | Cross-section dependence | Einheitswurzeltest | Unit root test | Realzins | Real interest rate | Zinsparität | Interest rate parity | Panel | Panel study | Theorie | Theory | OECD-Staaten | OECD countries | Schätzung | Estimation | Kaufkraftparität | Purchasing power parity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10663-015-9312-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011741334