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Do Real Interest Rates Really Contain A Unit Root? More Evidence From A Bootstrap Covariate Unit Root Test

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  • CHENG‐FENG LEE
  • CHING‐CHUAN TSONG

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  • Cheng‐Feng Lee & Ching‐Chuan Tsong, 2011. "Do Real Interest Rates Really Contain A Unit Root? More Evidence From A Bootstrap Covariate Unit Root Test," Pacific Economic Review, Wiley Blackwell, vol. 16(5), pages 616-637, December.
    • Handle: RePEc:bla:pacecr:v:16:y:2011:i:5:p:616-637
    DOI: j.1468-0106.2010.00514.x
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    Cited by:

    1. Tsong Ching-Chuan & Lee Cheng-Feng & Tsai Li Ju, 2019. "A parametric stationarity test with smooth breaks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(2), pages 1-14, April.
    2. Tsong, Ching-Chuan & Lee, Cheng-Feng, 2013. "Quantile cointegration analysis of the Fisher hypothesis," Journal of Macroeconomics, Elsevier, vol. 35(C), pages 186-198.
    3. Ivan Mendieta-Muñoz, 2014. "Is there any relationship between the rates of interest and profit in the U.S. economy?," Studies in Economics 1416, School of Economics, University of Kent.

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