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005 | 20240426083119.0 | ||
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022 | _a13504851 | ||
040 |
_aMSU _cMSU _erda _bEnglish |
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050 | 0 | 0 | _aHB1.A666 APP |
100 | 1 |
_aMagonis George _eauthor |
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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 |
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336 |
_2rdacontent _atext _btxt |
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337 |
_2rdamedia _aunmediated _bn |
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338 |
_2rdacarrier _avolume _bnc |
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440 |
_aApplied economics letters _vVolume 20, number 5 |
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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 |
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700 | 1 |
_aTsopanakis Andreas _eco-author |
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856 | _uhttps://doi.org/10.1080/13504851.2012.667540 | ||
942 |
_2lcc _cJA |
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_c162952 _d162952 |