Real interest rate parity in OECD countries: new evidence from time series and panel cointegration techniques
Magkonis, G and Tsopanakis, A 2013, 'Real interest rate parity in OECD countries: new evidence from time series and panel cointegration techniques' , Applied Economics Letters, 20 (5) , pp. 476-479.
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We examine the existence of Real Interest Rate Parity (RIRP) for a number of Organisation for Economic Co-operation and Development (OECD) countries. Using time series techniques, we manage to identify cointegrating relationships. For a subset of countries our findings suggest the existence of a structural break. The panel results are also in favour of the RIRP.
|Schools:||Schools > Salford Business School > Business and Management Research Centre|
|Journal or Publication Title:||Applied Economics Letters|
|Publisher:||Taylor & Francis|
|Funders:||Non funded research|
|Depositing User:||Dr A Tsopanakis|
|Date Deposited:||09 Sep 2014 13:24|
|Last Modified:||28 Apr 2016 12:29|
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