George Magonis

National and Kapodistrian University of Athens

5 Stadiou Strt

Athens, 12131

Greece

  • National and Kapodistrian University of Athens

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Real Interest Rate Parity in OECD Countries: New Evidence from Time Series and Panel Cointegration Techniques

Applied Economics Letters, Vol. 20, No. 5, 2013
Posted: 22 Aug 2012
George Magonis and Andreas Tsopanakis
National and Kapodistrian University of Athens and Cardiff University - Cardiff Business School

Abstract:

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real interest rate parity, cointegration, structural break, panel cointegration