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.
![]() |
PDF
- Published Version
Restricted to Repository staff only Download (125kB) | Request a copy |
Official URL: http://dx.doi.org/10.1080/13504851.2012.667540
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: | |
Funders: | Non funded research |
Depositing User: | Dr A Tsopanakis |
Date Deposited: | 09 Sep 2014 13:24 |
Last Modified: | 16 Feb 2022 15:48 |
URI: | http://usir.salford.ac.uk/id/eprint/32492 |
Actions (login required)
![]() |
Edit record (repository staff only) |