THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS (Q3393946): Difference between revisions

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+W2142342216
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+Nonlinear mean reversion in real exchange rates.
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+Testing for a unit root in the nonlinear STAR framework
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+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+Do high interest rates stem capital outflows?
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+Testing for a unit root in time series regression
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+The behavior of US public debt: A nonlinear perspective
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