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022 _a13504851
040 _aMSU
_cMSU
_erda
_bEnglish
050 0 0 _aHB1.A666 APP
100 1 _aMagonis George
_eauthor
245 1 0 _aReal interest rate parity in OECD countries:
_bNew evidence from time series and panel cointegration techniques
_ccreated by George Magonis and Andreas Tsopanakis
264 1 _aNew York:
_bTaylor & Francis,
_c2013
336 _2rdacontent
_atext
_btxt
337 _2rdamedia
_aunmediated
_bn
338 _2rdacarrier
_avolume
_bnc
440 _aApplied economics letters
_vVolume 20, number 5
520 3 _aWe 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.
650 _aReal interest rate parity
_vCointegration
_xStructural break
700 1 _aTsopanakis Andreas
_eco-author
856 _uhttps://doi.org/10.1080/13504851.2012.667540
942 _2lcc
_cJA
999 _c162952
_d162952