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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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Abstract

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.

Item Type: Article
Schools: Schools > Salford Business School > Business and Management Research Centre
Journal or Publication Title: Applied Economics Letters
Publisher: Taylor & Francis
Refereed: Yes
ISSN: 1350-4851
Related URLs:
Funders: Non funded research
Depositing User: Dr A Tsopanakis
Date Deposited: 09 Sep 2014 13:24
Last Modified: 28 Apr 2016 12:29
URI: http://usir.salford.ac.uk/id/eprint/32492

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