TESTING FOR REAL INTEREST RATE PARITY USING PANEL STATIONARITY TESTS WITH DEPENDENCE: A NOTE*
Author:
Publisher
Wiley
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9957.2008.02090.x/fullpdf
Reference43 articles.
1. A Panel Study on Real Interest Rate Parity in East Asian Countries: Pre- and Post Liberalization Era;Baharumshah;Global Finance Journal,2005
2. Estimating Cross-section Common Stochastic Trends in Nonstationary Panel Data;Bai;Journal of Econometrics,2004
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4. A PANIC Attack on Unit Roots and Cointegration;Bai;Econometrica,2004
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