Albulescu, Claudiu Tiberiu; Pepin, Dominique; Tiwari, … - arXiv.org - 2014
This study applies old and new generations of panel unit root tests to test the validity of long-run real interest rate parity (RIP) hypothesis for ten Central and Eastern European Countries (CEECs) with respect to the Euro area and an average of the CEECs' real interest rates, respectively....
