collaborators

1 paper

q-fin.CP2014

A re-examination of real interest parity in CEECs using old and new generations of panel unit root tests

Claudiu Tiberiu Albulescu, Dominique Pepin, Aviral Kumar Tiwari

This study applies old and new generations of panel unit root tests to test the validity of long-run real interest rate parity (RIP) hypothesis for ten Central and Eastern European…