The Real Interest Rate Differential : International Evidence Based On Non-Linear Unit Root Tests
This paper aims at testing international parity conditions by using non-linear unit root tests advocated by Kapetanios et al. (2003, KSS). Results from the KSS tests based on 17 countries (G7 and 10 Asian countries) overwhelmingly show that the adjustment of real interest rates towards real interest...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Blackwell Publishing Ltd
2009
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/18624/7/THE%20REAL%20INTEREST%20RATE%20DIFFERENTIAL%20%28ABSTRACT%29.pdf http://ir.unimas.my/id/eprint/18624/ http://onlinelibrary.wiley.com/doi/10.1111/j.1467-8586.2008.00288.x/abstract |
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