The Fisher effect postulated that real interest rate is constant, and that nominal interest rate and expected inflation … interest rate and inflation rate while rejecting the notion of a full Fisher Effect. The dynamic relationship between nominal … interest rate and inflation rate is also examined from the error-correction models derived, and the analysis is extended to …

of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored … against the prevalent level or differenced estimation. …

of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored … against the prevalent level or differenced estimation. …

cointegration approach and Engle Granger Error Corection Model (ECM), covering monthly time series data from January 2000 to April … 2010, both short run and long run relationships are investigated. It is found out that there is cointegration relationship …

). Our estimation techniques include Johansen cointegration test and the dynamic ordinary least squares (DOLS). We find that … the DOLS procedure is not applicable for our data set. However, our results from Johansen cointegration test reveal that …

econometric techniques namely Unit root test, cointegration test, vector auto correction model (VECM), Granger-Causality test and …

paper find that the macroeconomic variables such as inflation, interest rate, exchange rate of Bangladesh and GDP of the …

framework. Using the Johansen cointegration procedure, results indicate the existence of one cointegrating vectors at least for …

cointegration approach. The results suggest debt servicing, inflation and private investment to be negatively associated. The study … investment to foreign direct investment, inflation rate to private investment and from private investment to exchange rate but …