Su, Chi-Wei; Chang, Hsu-Ling; Liu, Lin - In: Economic Modelling 29 (2012) 6, pp. 2719-2723
This study applies stationary test with a Fourier function proposed by Enders and Lee (2012) to test the validity of long-run real interest rate parity (RIRP) to assess the non-stationary properties of the real interest rate convergence for twelve Central and Eastern European (CEE) countries. We...
