Real interest parity: A note on Asian countries using panel stationarity tests

Mark J. Holmes; Jesus Otero; Theodore Panagiotidis

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Real interest parity: A note on Asian countries using panel stationarity tests

机译：实际利率平价：使用面板平稳性测试的亚洲国家注释

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Existing 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.

机译：现有的对实际利益平价的小组数据研究要么无法确定哪些小组成员具有固定的实际利益差异，要么由于结构破裂和横截面依赖性的存在而导致规模扭曲。使用Hadri和Rao（2008）最近倡导的面板平稳性测试程序，该程序允许结构性断裂和横截面依赖性，因此我们无法拒绝亚洲实际利率差异的平稳性。

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《Journal of Asian Economics》 |2011年第6期|共8页
作者
Mark J. Holmes; Jesus Otero; Theodore Panagiotidis;
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正文语种 eng
中图分类世界各国经济概况、经济史、经济地理;
关键词
Heterogeneous dynamic panels; Real interest parity; Mean reversion; Panel stationarity test;

机译：异构动态面板;真实利率平价;均值回归;面板平稳性检验;

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1. Real interest parity: A note on Asian countries using panel stationarity tests [J] . Mark J. Holmes, Jesus Otero, Theodore Panagiotidis Journal of Asian Economics . 2011,第6期

机译：实际利率平价：使用面板平稳性测试的亚洲国家注释
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7. Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests [O] . Holmes Mark J., Otero Jesufas, Panagiotidis Theodore 2011

机译：实际利率平价：使用面板平稳性测试的亚洲国家注释

Real interest parity: A note on Asian countries using panel stationarity tests

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