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Real interest rate and exchange rate divergences within the EZ 1 2 : evidence based at mean group estimators
Glavas̆ki, Olgica; Beker Pucar, Emilija - In: Revista de economía mundial : REM ; revista de la … 58 (2021), pp. 141-162
Persistent link: https://www.econbiz.de/10012658970
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Debt and real interest rates : evidence from G20 countries
Sun, Lixin - In: Review of international economics 31 (2023) 4, pp. 1528-1551
Persistent link: https://www.econbiz.de/10014329853
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Minimum distance estimation of dynamic models with errors-in-variables
Gospodinov, Nikolaj; Komunjer, Ivana; Ng, Serena - 2014
between the problematic regressors and the error term motivates the need for instrumental variables estimation. This paper …
Persistent link: https://www.econbiz.de/10010395990
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Real interest parity in the EU and the consequences for euro area membership : panel data evidence, 1979 - 2005
O'Brien, Martin (contributor) - 2007
This paper examines whether macroeconomic convergence is an automatic outcome of forming a currency union by combining an analysis of real interest parity (RIP) in the EU with the argument for the endogeneity of the Optimum Currency Area (OCA) criteria. Using the DF-GLS and the CIPS* panel unit...
Persistent link: https://www.econbiz.de/10003449239
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Real interest rate parity in OECD countries : new evidence from time series and panel cointegration techniques
Magonis, George; Tsopanakis, Andreas - In: Applied economics letters 20 (2013) 4/6, pp. 476-479
Persistent link: https://www.econbiz.de/10009709366
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Evidence of real interest rate parity in Asian countries : unit root test by sequential panel selection method
Chang, Chih-kai; Chang, Tsangyao - In: The empirical economics letters : a monthly … 11 (2012) 2, pp. 187-196
Persistent link: https://www.econbiz.de/10009758242
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Measurement of the persistence in trade balance based on panel smooth transition regression model
Liu, Shiao-yen; Pan, Sheng-chieh; Wu, Po-chin - In: The empirical economics letters : a monthly … 12 (2013) 1, pp. 7-16
Persistent link: https://www.econbiz.de/10010258007
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Does real interest rate parity really hold? : new evidence from G7 countries
Chang, Ming-Jen; Su, Che-Yi - In: Economic modelling 47 (2015), pp. 299-306
Persistent link: https://www.econbiz.de/10011439130
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A re-examination of real interest parity in ceecs using "old" and "new" second-generation panel unit root tests
Albulescu, Claudiu Tiberiu; Pépin, Dominique; Tiwari, … - In: Bulletin of economic research 68 (2016) 2, pp. 133-150
Persistent link: https://www.econbiz.de/10011496421
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New Evidence of the Real Interest Rate Parity for OECD Countries Using Panel Unit Root Tests with Breaks
Camarero, Mariam - 2011
This paper tests for real interest parity (RIRP) among the nineteen major OECD countries over the period 1978:Q2-1998:Q4. The econometric methods applied consist of combining the use of several unit root or stationarity tests designed for panels valid under cross-section dependence and presence...
Persistent link: https://www.econbiz.de/10013124651