Add to ORKGThis paper tests for real interest parity (RIRP) among the nineteen major OECD countries over the period 1978:Q2-1998:Q4. The econometric methods applied consist of combining the use of several unit root or stationarity tests designed for panels valid under cross-section dependence and presence of multiple structural breaks. Our results strongly support the fulfillment of the weak version of the RIRP for the studied period once dependence and structural breaks are accounted for
Existing panel data studies of real interest parity are either unable to identify which panel member...
[[abstract]]A set of unit root tests are applied to test the existence of long-run real interest rat...
In this paper, we conduct unit-root tests (including ADF, PP, KPSS and DF-GLS tests) on the ex post ...
This paper tests for real interest parity (RIRP) among the nineteen major OECD countries over the pe...
In this paper we test for real interest parity (RIRP) among the 19 major OECD countries over the per...
This paper tests for real interest parity (RIRP) among the nineteen major OECD countries over the pe...
We examine the existence of Real Interest Rate Parity (RIRP) for a number of Organisation for Econom...
[[abstract]]Previous studies applying traditional unit root tests generally have difficulty providin...
The real interest rate parity hypothesis is tested using data for the group of seven industrialized ...
This paper analyzes the empirical fulfillment of the real interest rate parity (RIRP) theory for a p...
Existing panel data studies of real interest parity are either unable to identify which panel member...
This paper tests real interest parity (RIP) for a group of industrialized countries using quarterly ...
This paper investigates the validity of purchasing power parity (PPP) for 25 OECD countries by using...
In this paper, we apply a range of univariate unit root tests including the Lagrangian multiplier (L...
International audienceThis study applies ‘old’ and ‘new’ second-generation panel unit root tests to ...
Existing panel data studies of real interest parity are either unable to identify which panel member...
[[abstract]]A set of unit root tests are applied to test the existence of long-run real interest rat...
In this paper, we conduct unit-root tests (including ADF, PP, KPSS and DF-GLS tests) on the ex post ...
This paper tests for real interest parity (RIRP) among the nineteen major OECD countries over the pe...
In this paper we test for real interest parity (RIRP) among the 19 major OECD countries over the per...
This paper tests for real interest parity (RIRP) among the nineteen major OECD countries over the pe...
We examine the existence of Real Interest Rate Parity (RIRP) for a number of Organisation for Econom...
[[abstract]]Previous studies applying traditional unit root tests generally have difficulty providin...
The real interest rate parity hypothesis is tested using data for the group of seven industrialized ...
This paper analyzes the empirical fulfillment of the real interest rate parity (RIRP) theory for a p...
Existing panel data studies of real interest parity are either unable to identify which panel member...
This paper tests real interest parity (RIP) for a group of industrialized countries using quarterly ...
This paper investigates the validity of purchasing power parity (PPP) for 25 OECD countries by using...
In this paper, we apply a range of univariate unit root tests including the Lagrangian multiplier (L...
International audienceThis study applies ‘old’ and ‘new’ second-generation panel unit root tests to ...
Existing panel data studies of real interest parity are either unable to identify which panel member...
[[abstract]]A set of unit root tests are applied to test the existence of long-run real interest rat...
In this paper, we conduct unit-root tests (including ADF, PP, KPSS and DF-GLS tests) on the ex post ...