Non-linearities in real interest rate parity : evidence from OECD and Asian developing economies.
This paper investigates the validity real interest rate parity (RIP) for a sample of 19 OECD and Asian developing economies. The distinction of this paper is that we exploit both linearity and non-linear unit root tests as advocated by Dufre´not et al. (Applied Economics, 38,pp. 203-229, 2006) to va...
| Main Authors: | , , |
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| Format: | Article |
| Jezik: | English English |
| Izdano: |
Routledge
2010
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| Online dostop: | http://psasir.upm.edu.my/id/eprint/15827/1/Non.pdf |