This paper investigates the (break) stationarity null hypothesis using data for 25 interest rates with different maturities and risk characteristics in Canada and the US. In contrast to a large part of the literature, this paper reports strong empirical evidence in favour of the null hypothesis of stationarity for the interest rate series
In this paper, we conduct unit-root tests (including ADF, PP, KPSS and DF-GLS tests) on the ex post ...
Abstract: Tests of the null hypothesis of stationarity against the unit root alternative play an in...
Existing panel data studies of real interest parity are either unable to identify which panel member...
This paper investigates the (break) stationarity null hypothesis using data for 25 interest rates wi...
Stationarity properties of real interest rates are examined for 21 transition economies. Owing to tr...
This paper investigates the persistency in the ex-post real interest rates in the presence of endoge...
This paper aims to investigate the impact of the bond/money ratio on the nominal interest rate. The ...
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...
Stationarity properties of real interest rates are examined for 21 transition economies. Owing to tr...
This paper investigates the stochastic properties of long-term and short-term nominal interest rates...
This paper tests real interest parity (RIP) for a group of industrialized countries using quarterly ...
In this paper, we conduct unit-root tests (including ADF, PP, KPSS and DF-GLS tests) on the ex post ...
This article utilizes tests for a unit root that have power against nonlinear alternatives to provid...
This paper investigates the stationary characteristics of computed real interest rates with nominal ...
In this paper, we conduct unit-root tests (including ADF, PP, KPSS and DF-GLS tests) on the ex post ...
Abstract: Tests of the null hypothesis of stationarity against the unit root alternative play an in...
Existing panel data studies of real interest parity are either unable to identify which panel member...
This paper investigates the (break) stationarity null hypothesis using data for 25 interest rates wi...
Stationarity properties of real interest rates are examined for 21 transition economies. Owing to tr...
This paper investigates the persistency in the ex-post real interest rates in the presence of endoge...
This paper aims to investigate the impact of the bond/money ratio on the nominal interest rate. The ...
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...
Stationarity properties of real interest rates are examined for 21 transition economies. Owing to tr...
This paper investigates the stochastic properties of long-term and short-term nominal interest rates...
This paper tests real interest parity (RIP) for a group of industrialized countries using quarterly ...
In this paper, we conduct unit-root tests (including ADF, PP, KPSS and DF-GLS tests) on the ex post ...
This article utilizes tests for a unit root that have power against nonlinear alternatives to provid...
This paper investigates the stationary characteristics of computed real interest rates with nominal ...
In this paper, we conduct unit-root tests (including ADF, PP, KPSS and DF-GLS tests) on the ex post ...
Abstract: Tests of the null hypothesis of stationarity against the unit root alternative play an in...
Existing panel data studies of real interest parity are either unable to identify which panel member...
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