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

This paper tests for real interest parity (RIRP) among the nineteen major OECD countries over the period 1978:Q2-1998:Q4. The econometric methods applied consist of combining the use of several unit root or stationarity tests designed for panels valid under cross-section dependence and presence of multiple structural breaks. Our results strongly support the fulfillment of the weak version of the RIRP for the studied period once dependence and structural breaks are accounted or

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Year of publication:	2011
Authors:	Camarero, Mariam
Other Persons:	Carrion-i-Silvestre, Josep Lluís (contributor) ; Tamarit, Cecilio R. (contributor)
Publisher:	[2011]: [S.l.] : SSRN
Subject:	OECD-Staaten \| OECD countries \| Einheitswurzeltest \| Unit root test \| Realzins \| Real interest rate \| Zinsparität \| Interest rate parity \| Schätzung \| Estimation \| Panel \| Panel study \| Strukturbruch \| Structural break \| Kaufkraftparität \| Purchasing power parity

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