Re-examining the Real Interest Rate Parity Hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependence
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 |
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