Show simple item record  

dc.contributor.authorHolmes, Mark J.
dc.contributor.authorOtero, Jesús
dc.contributor.authorPanagiotidis, Theodore
dc.date.accessioned2011-07-11T04:40:19Z
dc.date.available2011-07-11T04:40:19Z
dc.date.issued2011
dc.identifier.citationHolmes, M.J., Otero, J. & Panagiotidis, T. (2011). Real interest parity: A note on Asian countries using panel stationarity tests. Journal of Asian Economics, available online 7 2011.en_NZ
dc.identifier.urihttps://hdl.handle.net/10289/5469
dc.description.abstractExisting panel data studies of real interest parity are either unable to identify which panel members are characterised by stationary real interest differentials, or are subject to size distortion resulting from the presence of structural breaks and cross-sectional dependencies. Using a panel stationarity testing procedure recently advocated by Hadri and Rao (2008) that allows for structural breaks and cross-sectional dependency, we are unable to reject the stationarity of Asian real interest rate differentials.en_NZ
dc.language.isoen
dc.publisherElsevieren_NZ
dc.relation.urihttp://www.sciencedirect.com/science/article/pii/S1049007811000406en_NZ
dc.subjectheterogeneous dynamic panelsen_NZ
dc.subjectreal interest parity mean reversionen_NZ
dc.subjectpanel stationarity testen_NZ
dc.titleReal interest parity: A note on Asian countries using panel stationarity testsen_NZ
dc.typeJournal Articleen_NZ
dc.identifier.doi10.1016/j.asieco.2011.04.002en_NZ
dc.relation.isPartOfJournal of Asian Economicsen_NZ
pubs.begin-page550en_NZ
pubs.elements-id4718
pubs.end-page557en_NZ
pubs.issue6en_NZ
pubs.volume22en_NZ


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record