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

dc.creatorHolmes M.J.
dc.creatorOtero, Jesus
dc.creatorPanagiotidis T.
dc.date.accessioned2020-05-25T23:55:51Z
dc.date.accessioned2022-09-22T14:56:34Z
dc.date.available2020-05-25T23:55:51Z
dc.date.available2022-09-22T14:56:34Z
dc.date.created2020-05-25T23:55:51Z
dc.identifier10490078
dc.identifierhttps://repository.urosario.edu.co/handle/10336/22240
dc.identifierhttps://doi.org/10.1016/j.asieco.2011.04.002
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/3443581
dc.description.abstractExisting 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 stationarity testing procedure recently advocated by Hadri and Rao (2008) that allows for structural breaks and cross-sectional dependency, we are unable to reject the stationarity of Asian real interest rate differentials. © 2011 Elsevier Inc..
dc.languageeng
dc.relationJournal of Asian Economics, ISSN:10490078, Vol.22, No.6 (2011); pp. 550-557
dc.relationhttps://www.scopus.com/inward/record.uri?eid=2-s2.0-80755132157&doi=10.1016%2fj.asieco.2011.04.002&partnerID=40&md5=764b7b46ea39abf92fbbaabc5e2bfb87
dc.relation557
dc.relationNo. 6
dc.relation550
dc.relationJournal of Asian Economics
dc.relationVol. 22
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rightsAbierto (Texto Completo)
dc.sourceinstname:Universidad del Rosario
dc.sourcereponame:Repositorio Institucional EdocUR
dc.titleReal interest parity: A note on Asian countries using panel stationarity tests
dc.typearticle


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