A Kalman filter approach to Fisher effect : evidence from Nigeria
Year of publication: |
2011
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Authors: | Asemota, Omorogbe J. ; Bala, Dahiru A. |
Published in: |
CBN journal of applied statistics. - Abuja : Central Bank of Nigeria, ISSN 2476-8472, ZDB-ID 2854997-1. - Vol. 2.2011, 1, p. 71-91
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Subject: | Fisher Effect | Kalman Filter | Inflation | Interest rates | Structural breaks | Cointegration | Zustandsraummodell | State space model | Nigeria | Fisher-Effekt | Fisher effect | Zins | Interest rate | Kointegration | Schätzung | Estimation | Zinsstruktur | Yield curve | Inflationserwartung | Inflation expectations | Strukturbruch | Structural break |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | hdl:10419/142045 [Handle] |
Classification: | C32 - Time-Series Models ; E31 - Price Level; Inflation; Deflation ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E58 - Central Banks and Their Policies |
Source: | ECONIS - Online Catalogue of the ZBW |
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