This paper investigates evidence of a Fisher effect in Nigeria by employing quarterly CPI inflation and Nominal … interest rates data. For a more robust result we conducted integration and cointegration tests in order to examine time …-series properties of the variables. Using Co-integration and Kalman filter methodologies, the study did not find evidence of a full …

the G7 countries. We first show that nominal interest and inflation rates are better represented as I(0) variables. Later … inflation rates to nominal interest rates is very different than one. …

Hansen Co-integration test confirmed the existence of a long-run relationship between nominal interest rates and inflation …

The belief that stock market provides hedge against inflation has been put to test by many researchers over the past … regression and Johansen cointegration approach have been used to test whether or not Indian sectoral indices provide hedge … against inflation in short and long run respectively. The weak exogenity test under VECM has been used to establish the hedge …

. This model decomposes the changes in original inflation series as two new series: increases and decreases in inflation … rates. Hence, it enables us to examine the Fisher effect in terms of increases and decreases in inflation separately. The …

This paper revisits the Fisher hypothesis by estimating fractional integration and cointegration models that are more …, linking nominal interest rates to inflation; however, there is no evidence of the full adjustment of the former to the latter …

This paper revisits the Fisher hypothesis by estimating fractional integration and cointegration models that are more …, linking nominal interest rates to inflation; however, there is no evidence of the full adjustment of the former to the latter …

Fisher Hypothesis implies a one-to-one long-term relationship between nominal interest rate and inflation. Though this … inflation in the context of Sri Lankan financial markets. The study has two prime objectives. First, it examines the nature of … the relationship between nominal interest rate and inflation in Sri Lanka. Second, it investigates whether there exist …