Real interest parity: A note on Asian countries using panel stationarity tests

Existing panel data studies of real interest parity are either unable to identify which panel members are characterised by stationary real interest differentials, or are subject to size distortion resulting from the presence of structural breaks and cross-sectional dependencies. Using a panel statio...

Full description

Autores:

Tipo de recurso:

Fecha de publicación:

2011

Institución:

Universidad del Rosario

Repositorio:

Repositorio EdocUR - U. Rosario

Idioma:

eng

OAI Identifier:

oai:repository.urosario.edu.co:10336/22240

Acceso en línea:

https://doi.org/10.1016/j.asieco.2011.04.002
https://repository.urosario.edu.co/handle/10336/22240

Palabra clave:

Heterogeneous dynamic panels
Mean reversion
Panel stationarity test
Real interest parity

Rights

License

Abierto (Texto Completo)