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

Magkonis, Georgios and Tsopanakis, Andreas 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: 08 Dec 2017 10:53
URI: http://orca.cf.ac.uk/id/eprint/105788

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