Real interest rate parity in OECD countries: new evidence from time series and panel cointegration techniques

Rate Parity ◽

Resuscitating real interest rate parity: new evidence from panels

European Journal of Finance ◽

10.1080/1351847x.2017.1406383 ◽

2017 ◽

Vol 24 (14) ◽

pp. 1176-1189

Author(s):

Georgios Chortareas ◽

George Kapetanios ◽

Georgios Magkonis

Keyword(s):

Interest Rate ◽

Real Interest Rate ◽

Interest Rate Parity ◽

Rate Parity ◽

Does real interest rate parity really hold? New evidence from G7 countries

Economic Modelling ◽

10.1016/j.econmod.2015.03.005 ◽

2015 ◽

Vol 47 ◽

pp. 299-306 ◽

Cited By ~ 3

Author(s):

Ming-Jen Chang ◽

Che-Yi Su

Keyword(s):

Interest Rate ◽

Real Interest Rate ◽

G7 Countries ◽

Interest Rate Parity ◽

Rate Parity ◽

New Evidence of the Real Interest Rate Parity for OECD Countries Using Panel Unit Root Tests with Breaks

SSRN Electronic Journal ◽

10.2139/ssrn.1852169 ◽

2006 ◽

Cited By ~ 4

Author(s):

Mariam Camarero ◽

Josep Lluís Lluís Carrion-i-Silvestre ◽

Cecilio R. Tamarit

Keyword(s):

Interest Rate ◽

Unit Root ◽

Real Interest Rate ◽

Unit Root Tests ◽

Panel Unit Root Tests ◽

Interest Rate Parity ◽

Panel Unit Root ◽

Rate Parity ◽

DOES REAL INTEREST RATE PARITY HOLD FOR OECD COUNTRIES? NEW EVIDENCE USING PANEL STATIONARITY TESTS WITH CROSS-SECTION DEPENDENCE AND STRUCTURAL BREAKS

Scottish Journal of Political Economy ◽

10.1111/j.1467-9485.2010.00531.x ◽

2010 ◽

Vol 57 (5) ◽

pp. 568-590 ◽

Cited By ~ 13

Author(s):

Mariam Camarero ◽

Josep Lluís Carrion-i-Silvestre ◽

Cecilio Tamarit

Keyword(s):

Interest Rate ◽

Cross Section ◽

Real Interest Rate ◽

Structural Breaks ◽

Interest Rate Parity ◽

Rate Parity ◽

Stationarity Tests ◽

Panel Stationarity ◽

Is the real interest rate parity condition affected by the method of calculating real interest rates?

Applied Economics ◽

10.1080/00036840701736073 ◽

2010 ◽

Vol 42 (14) ◽

pp. 1771-1782 ◽

Cited By ~ 6

Author(s):

Onsurang Pipatchaipoom ◽

Stefan C. Norrbin

Keyword(s):

Interest Rate ◽

Interest Rates ◽

Real Interest Rate ◽

Real Interest Rates ◽

Interest Rate Parity ◽

The Real ◽

Rate Parity ◽

Parity Condition

A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era

Global Finance Journal ◽

10.1016/j.gfj.2005.05.005 ◽

2005 ◽

Vol 16 (1) ◽

pp. 69-85 ◽

Cited By ~ 41

Author(s):

Ahmad Zubaidi Baharumshah ◽

Chan Tze Haw ◽

Stilianos Fountas

Keyword(s):

Interest Rate ◽

Real Interest Rate ◽

East Asian ◽

Panel Study ◽

Asian Countries ◽

Interest Rate Parity ◽

Real Interest Rate Parity in the Northeast Asian Countries: Evidence from the Quantile Unit Root Test

SSRN Electronic Journal ◽

10.2139/ssrn.2898567 ◽

2016 ◽

Author(s):

Naranbaatar Batbayar

Keyword(s):

Interest Rate ◽

Unit Root ◽

Real Interest Rate ◽

Unit Root Test ◽

Asian Countries ◽

Interest Rate Parity ◽

Rate Parity ◽

Northeast Asian

Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies

Global Economic Review ◽

10.1080/1226508x.2010.533842 ◽

2010 ◽

Vol 39 (4) ◽

pp. 351-364 ◽

Cited By ~ 3

Author(s):

Ahmad Zubaidi Baharumshah ◽

Venus Khim-Sen Liew ◽

Ron Mittelhammer

Keyword(s):

Interest Rate ◽

Real Interest Rate ◽

Developing Economies ◽

Interest Rate Parity ◽

Inflation-targeting and real interest rate parity: A bias correction approach

Economic Modelling ◽

10.1016/j.econmod.2016.09.016 ◽

2017 ◽

Vol 60 ◽

pp. 132-137 ◽

Cited By ~ 5

Author(s):

Hui Ding ◽

Jaebeom Kim

Keyword(s):

Interest Rate ◽

Bias Correction ◽

Real Interest Rate ◽

Inflation Targeting ◽

Interest Rate Parity ◽

Real interest rate parity in Asian countries: evidence from the quantile unit root test

Applied Economics Letters ◽

10.1080/13504851.2015.1114569 ◽

2015 ◽

Vol 23 (12) ◽

pp. 844-848 ◽

Cited By ~ 3

Author(s):

Yunjie Fu ◽

Haiqi Li ◽

Wei Ma

Keyword(s):

Interest Rate ◽

Unit Root ◽

Real Interest Rate ◽

Unit Root Test ◽

Asian Countries ◽

Interest Rate Parity ◽