Beyer, Andreas; Haug, Alfred Albert; Dewald, William G. - 2009
of cointegration. We applied new break tests and tested for nonlinearity in the cointegrating relation with post-war data … for 15 countries. Our empirical results support cointegration, after accounting for breaks, and a linear Fisher relation …-run Fisher relation?” Journal of Finance, 50, 225–253.
Fisher, I. (1930), The Theory of Interest, Macmillan, New York.
Fisher, M …