TY  - BOOK
AU  - Magonis George
AU  - Tsopanakis Andreas
TI  - Real interest rate parity in OECD countries: New evidence from time series and panel cointegration techniques
SN  - 13504851
AV  - HB1.A666 APP 
PY  - 2013///
CY  - New York
PB  - Taylor & Francis
KW  - Real interest rate parity
KW  - Cointegration
KW  - Structural break
N2  - 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
UR  - https://doi.org/10.1080/13504851.2012.667540
ER  -