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 > Salford Business School Research Centre
Journal or Publication Title:	Applied Economics Letters
Publisher:	Taylor & Francis
Refereed:	Yes
ISSN:	1350-4851
Related URLs:	Publication
Funders:	Non funded research
Depositing User:	Dr A Tsopanakis
Date Deposited:	09 Sep 2014 13:24
Last Modified:	10 Aug 2017 00:33
URI:	http://usir.salford.ac.uk/id/eprint/32492

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