Real interest rate parity for Central and Eastern European countries : a new unit root test with two structural breaks
Chi-Wei Su; Xia Jiang; Hsu-Ling Chang
| Year of publication: |
2014
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|---|---|
| Authors: | Su, Chi-Wei ; Jiang, Xia ; Chang, Hsu-Ling |
| Published in: |
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie. - Bratislava : Slovak Akad. Press, ISSN 0013-3035, ZDB-ID 715023-4. - Vol. 62.2014, 1, p. 3-18
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| Subject: | unit root test with two endogenous breaks | real interest rate parity | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Realzins | Real interest rate | Zinsparität | Interest rate parity | Theorie | Theory | Schätzung | Estimation | Kaufkraftparität | Purchasing power parity | Osteuropa | Eastern Europe |
| 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/10010371903