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Uncovered interest parity - what can we learn from panel data?

Breitung, Jörg; Brüggemann, Ralf - 2000

Persistent link: https://www.econbiz.de/10001508113

Multiple comparisons and combinations of significance in nonstationary panel data

Werkmann, Verena - 2013 - 1. Aufl.

Persistent link: https://www.econbiz.de/10010190948

Real interest parity in the EU and the consequences for euro area membership : panel data evidence, 1979 - 2005

O'Brien, Martin (contributor) - 2007

(OCA) criteria. Using the DF-GLS and the CIPS* panel unit root test, RIP is tested for a sample of Euro area and non …

Persistent link: https://www.econbiz.de/10003449239

Does the Fisher hypothesis hold for the G7? : evidence from the panel cointegration test

Ozcan, Burcu; Ari, Ayse - In: Economic research 28 (2015) 1, pp. 271-283

Persistent link: https://www.econbiz.de/10012220723

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

Real Interest Rate Parity in OECD Countries : New Evidence from Time Series and Panel Cointegration Techniques

Magonis, George - 2016

countries our findings suggest the existence of a structural break. The panel results are also in favour of the RIRP …

Persistent link: https://www.econbiz.de/10013007999

PPP and the Real Exchange Rate - Real Interest Rate Differential Puzzle Revisited : Evidence from Non-Stationary Panel Data

Chortareas, Georgios E.; Driver, Rebecca L. - 2005

-Bretton Woods era. The results are obtained using new non-stationary panel estimation techniques, which significantly increase the … differentials. The tests are conducted on a panel of 18 OECD economies using the United States as a numeraire for the post … contrasts with earlier panel data studies, which tended to find that the real exchange rate was stationary. The results …

Persistent link: https://www.econbiz.de/10014128562

Real interest rates : nonlinearity and structural breaks

Omay, Tolga; Çorakcı, Ayşegül; Emirmahmutoglu, Furkan - In: Empirical economics : a journal of the Institute for … 52 (2017) 1, pp. 283-307

Persistent link: https://www.econbiz.de/10011632229

Catching-up effects in the logistics industry and the dynamic linkages with international trade and economic growth : empirical evidence from an international panel dataset

Katrakylidis, Ioannis; Madas, Michael - In: Economics and Business Letters : EBL 9 (2020) 3, pp. 197-205

Persistent link: https://www.econbiz.de/10012420675

Revisiting real interest rate parity in BRICS countries using ADL test for threshold cointegration

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Yang, Ming-Hsien - In: Economic analysis and policy : EAP ; journal of the … 51 (2016), pp. 86-89

Persistent link: https://www.econbiz.de/10011529613