Real interest rate parity in OECD countries: new evidence from time series and panel cointegration techniques

Magkonis, Georgios and Tsopanakis, Andreas ORCID: https://orcid.org/0000-0002-7968-0015 2013. Real interest rate parity in OECD countries: new evidence from time series and panel cointegration techniques. Applied Economics Letters 20 , pp. 476-479. 10.1080/13504851.2012.667540

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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
Date Type:	Publication
Status:	Published
Schools:	Business (Including Economics)
Publisher:	Taylor & Francis
ISSN:	1350-4851
Date of First Compliant Deposit:	28 November 2017
Date of Acceptance:	13 August 2012
Last Modified:	24 Nov 2024 03:00
URI:	https://orca.cardiff.ac.uk/id/eprint/105788

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