Real interest rate parity in the G7 countries : evidence from the quantile unit root test
Tienwei Lou, Yu-Cheng Chang and Tsangyao Chang
| Year of publication: |
September 2017
|
|---|---|
| Authors: | Lou, Tienwei ; Chang, Yu-Cheng ; Chang, Tsangyao |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 16.2017, 9, p. 929-939
|
| Subject: | Real interest rate parity | Quantile unit root test | Realzins | Real interest rate | Einheitswurzeltest | Unit root test | Zinsparität | Interest rate parity | G7-Staaten | G7 countries | Theorie | Theory | Schätzung | Estimation | Kaufkraftparität | Purchasing power parity | Zeitreihenanalyse | Time series analysis |
| 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/10011907048