Reexamining the Long-Run Real Interest Rate Parity Hypothesis－Power Evidence and TAR Unit Root Test for the OECD Countries
碩士 === 國立中山大學 === 經濟學研究所 === 96 === This paper reexamines the long-run real interest rate parity of the OECD countries by using the unit root test proposed by Ng and Perron (2001) and by the application of simulation to establish the small sample distribution under the null and the alternative hypot...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/ndkmgx |