DO REAL INTEREST RATES REALLY CONTAIN A UNIT ROOT? MORE EVIDENCE FROM A BOOTSTRAP COVARIATE UNIT ROOT TEST
Author:
Publisher
Wiley
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-0106.2010.00514.x/fullpdf
Reference38 articles.
1. Amara , J. C. Murphy 2005 ‘Testing for Stationarity Using Covariates: An Application to Purchasing Power Parity’
2. ‘Testing for Purchasing Power Parity Using Stationary Covariates’;Amara;Applied Financial Economics,2006
3. ‘Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation’;Andrews;Econometrica,1991
4. ‘Dynamic Linkages among Real Interest Rates in International Capital Markets’;Awad;Journal of International Money and Finance,1998
5. ‘Is There Really A Unit Root in the Inflation Rate? More Evidence from Panel Data Models’;Basher;Applied Economic Letter,2008
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1. Are real interest rates stationary? New evidence from the multivariate ARDL unit root test;Applied Economics Letters;2024-03-23
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