Narrow search
Showing 1 - 10 of 385,704
Cover Image
Real interest rate parity in OECD countries : new evidence from time series and panel cointegration techniques
Magonis, George; Tsopanakis, Andreas - In: Applied economics letters 20 (2013) 4/6, pp. 476-479
Persistent link: https://www.econbiz.de/10009709366
Cover Image
Real Interest Rate Parity in OECD Countries : New Evidence from Time Series and Panel Cointegration Techniques
Magonis, George - 2016
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...
Persistent link: https://www.econbiz.de/10013007999
Cover Image
PPP and the Real Exchange Rate - Real Interest Rate Differential Puzzle Revisited : Evidence from Non-Stationary Panel Data
Chortareas, Georgios E.; Driver, Rebecca L. - 2005
. This again provides a contrast with earlier results, which tended to find no evidence of cointegration. Such studies … economies. For the panel of small open economies strong evidence in favour of cointegration is found. In contrast, there is no … evidence of cointegration in a panel that consists purely of the G7 economies …
Persistent link: https://www.econbiz.de/10014128562
Cover Image
International parity relationships and a nonstationary real exchange rate. : Germany versus the US in post Bretton Woods period
Jusélius, Katarina; MacDonald, Ronald - In: International macroeconomics : recent developments, (pp. 79-103). 2006
Persistent link: https://www.econbiz.de/10003425988
Cover Image
International parity relationships and a nonstationary real exchange rate : Germany versus the US in the post Bretton Woods period
Jusélius, Katarina; MacDonald, Ronald - In: Exchange rates : dynamics, expectations and adjustment, (pp. 55-79). 2008
Persistent link: https://www.econbiz.de/10003952350
Cover Image
A re-examination of the real interest parity condition using threshold cointegration
Cooray, Arusha (contributor) - 2007
Persistent link: https://www.econbiz.de/10003567000
Cover Image
On the linkage of real interest rates between the US and Canada : some additional empirical evidence
Yamada, Hiroshi - In: Journal of international financial markets, … 12 (2002) 3, pp. 279-289
Persistent link: https://www.econbiz.de/10001705893
Cover Image
Der transatlantische Realzinsverbund : eine Untersuchung des US-Einflusses auf die deutsche Zinsstrukturkurve
Bottermann, Jan - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003726779
Cover Image
Long-term international capital mobility : new evidence from equilibrium real interest rate linkages
Hutchison, Michael M.; Singh, Nirvikar - 1993
Persistent link: https://www.econbiz.de/10000866624
Cover Image
Examining the underlying parity conditions sufficient for real interest parity for Asian countries
Nusair, Salah A. - In: The Singapore economic review : journal of the Economic … 58 (2013) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10009786056