Testing the Fisher hypothesis in the presence of structural breaks and adaptive inflationary expectations: Evidence from Nigeria
Year of publication: |
2016
|
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Authors: | Uyaebo, Stephen O. U. ; Bello, Yakubu A. ; Omotosho, Babatunde S. ; Karu, Suleiman ; Stephen, Satumari A. ; Ogbuka, Raymond O. ; Usman, Balarabe F. ; Mimiko, Oluwaseun D. |
Published in: |
CBN Journal of Applied Statistics. - Abuja : The Central Bank of Nigeria, ISSN 2476-8472. - Vol. 07.2016, 1, p. 333-358
|
Publisher: |
Abuja : The Central Bank of Nigeria |
Subject: | Fisher effect | Structural change | Co-integration | Breakpoints regression | Interest rates |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 867052228 [GVK] hdl:10419/191679 [Handle] |
Classification: | C32 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy |
Source: |
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Uyaebo, Stephen O. U., (2016)
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Testing an Augmented Fisher Hypothesis for Money Market Interest Rates in Finland
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