Is the real interest rate parity condition affected by the method of calculating real interest rates?
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Abstract
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DOI: 10.1080/00036840701736073
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Cited by:
- Chi‐Wei Su & Hsu‐Ling Chang & Yan Liu, 2013. "Real Interest Rate Parity and Two Structural Breaks: African Countries Evidence," African Development Review, African Development Bank, vol. 25(4), pages 478-484, December.
- Claudiu Tiberiu Albulescu & Dominique Pépin & Aviral Kumar Tiwari, 2016.
"A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND-GENERATION PANEL UNIT ROOT TESTS,"
Bulletin of Economic Research, Wiley Blackwell, vol. 68(2), pages 133-150, April.
- Claudiu Tiberiu Albulescu & Dominique Pépin & Aviral Kumar Tiwari, 2014. "A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING 'OLD' AND 'NEW' SECOND GENERATION PANEL UNIT ROOT TESTS," Working Papers hal-01089380, HAL.
- Claudiu Tiberiu Albulescu & Dominique Pépin & Aviral Kumar Tiwaric, 2016. "A re-examination of real interest parity in CEECs using 'old' and 'new' second-generation panel unit root tests," Post-Print halshs-01388921, HAL.
- Claudiu Tiberiu Albulescu & Dominique Pepin & Aviral Kumar Tiwari, 2014.
"A re-examination of real interest parity in CEECs using old and new generations of panel unit root tests,"
Papers
1403.3627, arXiv.org.
- Claudiu Tiberiu Albulescu & Dominique Pepin & Aviral Kumar Tiwari, 2014. "A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING OLD AND NEW GENERATIONS OF PANEL UNIT ROOT TESTS," Working Papers hal-00959475, HAL.
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