CAMARERO, MARIAM; CARRION-I-SILVESTRE, JOSEP LLUIS; … - In: Manchester School 77 (2009) 1, pp. 112-126
In this paper we test for real interest parity (RIRP) among the 19 major OECD countries over the period 1978:Q1-2006:Q1 using both short- and long-run definitions of interest rates. Once the independence hypothesis is rejected among these series, we test for RIRP using panel data unit root and...
