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

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dc.creatorHolmes M.J.spa
dc.creatorOtero Cardona, Jesús Gilbertospa
dc.creatorPanagiotidis T.spa
dc.date.accessioned2020-05-25T23:55:51Z
dc.date.available2020-05-25T23:55:51Z
dc.date.created2011spa
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..eng
dc.format.mimetypeapplication/pdf
dc.identifier.doihttps://doi.org/10.1016/j.asieco.2011.04.002
dc.identifier.issn10490078
dc.identifier.urihttps://repository.urosario.edu.co/handle/10336/22240
dc.language.isoengspa
dc.relation.citationEndPage557
dc.relation.citationIssueNo. 6
dc.relation.citationStartPage550
dc.relation.citationTitleJournal of Asian Economics
dc.relation.citationVolumeVol. 22
dc.relation.ispartofJournal of Asian Economics, ISSN:10490078, Vol.22, No.6 (2011); pp. 550-557spa
dc.relation.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-80755132157&doi=10.1016%2fj.asieco.2011.04.002&partnerID=40&md5=764b7b46ea39abf92fbbaabc5e2bfb87spa
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.rights.accesoAbierto (Texto Completo)spa
dc.source.instnameinstname:Universidad del Rosariospa
dc.source.reponamereponame:Repositorio Institucional EdocURspa
dc.subject.keywordHeterogeneous dynamic panelsspa
dc.subject.keywordMean reversionspa
dc.subject.keywordPanel stationarity testspa
dc.subject.keywordReal interest parityspa
dc.titleReal interest parity: A note on Asian countries using panel stationarity testsspa
dc.typearticleeng
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersion
dc.type.spaArtículospa
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