Re-examining the real interest rate parity hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependence
Author:
Publisher
Springer Science and Business Media LLC
Subject
Development,Geography, Planning and Development
Link
http://link.springer.com/content/pdf/10.1007/s10663-015-9312-4.pdf
Reference68 articles.
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3. Bai J, Ng S (2004) A PANIC attack on unit roots and cointegration. Econometrica 72(4):1127–1177
4. Baillie RT, Kiliç R (2006) Do asymmetric and nonlinear adjustments explain the forward premium anomaly? J Int Money Finance 25:22–47
5. Balke NS, Wohar ME (1998) Nonlinear dynamics and covered interest parity. Empir Econ 23:535–559
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