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

George Magonis and Andreas Tsopanakis
Authors registered in the RePEc Author Service: Georgios Magkonis

Applied Economics Letters, 2013, vol. 20, issue 5, 476-479

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.

Date: 2013
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DOI: 10.1080/13504851.2012.667540

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