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Resuscitating real interest rate parity: new evidence from panels
Georgios Chortareas
, George Kapetanios
,
Georgios Magkonis
King's College London
University of Bradford
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Article
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peer-review
370
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Dive into the research topics of 'Resuscitating real interest rate parity: new evidence from panels'. Together they form a unique fingerprint.
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INIS
panels
100%
parity
100%
interest rate
100%
units
22%
inflation
22%
roots
22%
power
11%
comparative evaluations
11%
environment
11%
speed
11%
economy
11%
oecd
11%
adjustments
11%
benchmarks
11%
markov process
11%
half-life
11%
Economics, Econometrics and Finance
Real Interest Rate
100%
Interest Rate Parity
100%
Panel Unit Root
25%
Inflation Expectations
25%
Financial Crisis
12%
Global Economic Crisis
12%
Yield Curve
12%
Expectation Formation
12%
Regime Switching
12%
Interest Rate
12%
Organisation for Economic Co-Operation and Development
12%