Open AccessThe Interest Rate Parity in Fragile Five Countries: Evidence from Unit Root Tests with Breaks
Author(s) -
Mehmet Altuntaş
Publication year - 2021
Publication title -
journal of economic policy researches / i̇ktisat politikası araştırmaları dergisi
Language(s) - English
Resource type - Journals
ISSN - 2148-3876
DOI - 10.26650/jepr.937488
Subject(s) - unit root , structural break , unit root test , interest rate parity , parity (physics) , econometrics , economics , mathematics , augmented dickey–fuller test , international fisher effect , chow test , interest rate , statistics , real interest rate , cointegration , nominal interest rate , macroeconomics , physics , particle physics
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