Öge Güney, Pelin; Hasanov, Mübariz - In: Economic Modelling 36 (2014) C, pp. 120-129
In this paper we investigate the real interest parity hypothesis for ten post-Soviet transition countries with respect to Russia, the USA and Germany. For this purpose, we employ conventional linear unit root tests as well as a nonlinear unit root test developed by Kapetanios et al. (2003) to...
