Narrow search
Showing 1 - 10 of 3,021
Cover Image
Fisher's effect : an empirical examination using India's time series data
Abubakar, Jamaladeen; Sivagnanam, K. Jothi - In: Journal of quantitative economics 15 (2017) 3, pp. 611-628
Persistent link: https://www.econbiz.de/10012418318
Cover Image
Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?
Aron, Janine; Muellbauer, John - 2010
Persistent link: https://www.econbiz.de/10003994459
Cover Image
Inflation bias and output growth in Nigeria
Atanda, Mustapha Saidi; Akeem Ade, Nureni-Balogun; … - In: Asian African journal of economics and econometrics 13 (2013) 2, pp. 209-225
Persistent link: https://www.econbiz.de/10010353712
Cover Image
Testing the Fisher hypothesis in the presence of structural breaks and adaptive inflationary expectations : evidence from Nigeria
Uyaebo, Stephen O. U.; Bello, Yakubu A.; Omotosho, … - In: CBN journal of applied statistics 7 (2016) 1, pp. 333-358
This paper tested for the validity of the Fisher hypothesis in Nigeria during the period 1970 - 2014. The Gregory and Hansen Co-integration test confirmed the existence of a long-run relationship between nominal interest rates and inflation, albeit with a structural break in October 2005. In...
Persistent link: https://www.econbiz.de/10011529383
Cover Image
A Kalman filter approach to Fisher effect : evidence from Nigeria
Asemota, Omorogbe J.; Bala, Dahiru A. - In: CBN journal of applied statistics 2 (2011) 1, pp. 71-91
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...
Persistent link: https://www.econbiz.de/10011477662
Cover Image
Time series modeling and forecasting inflation : evidence from Nigeria
Kelikume, Ikechukwu; Salami, Adedoyin - In: The international journal of business and finance … 8 (2014) 2, pp. 41-51
Persistent link: https://www.econbiz.de/10010222062
Cover Image
Stock prices, inflation and inflation uncertainty in the U.S. : testing the long-run relationship considering Dow Jones sector indexes
Albulescu, Claudiu Tiberiu; Aubin, Christian; Goyeau, Daniel - In: Applied economics 49 (2017) 18, pp. 1794-1807
Persistent link: https://www.econbiz.de/10011815423
Cover Image
Revisiting the nexus of REITs returns and macroeconomic variables
Wu, Ming-Che; Wang, Chien-Ming - In: Finance research letters 59 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014445407
Cover Image
Interest rates, expected inflation and structural breaks : further evidence on the Fisher effect in India (1996 - 2013)
Tronzano, Marco - In: Economia internazionale 67 (2014) 4, pp. 531-554
Persistent link: https://www.econbiz.de/10010502085
Cover Image
A study of Fisher Effect in India
Suryavanshi, Swapnil - In: Indian economic review : official journal of Delhi … 58 (2023), pp. 485-503
Persistent link: https://www.econbiz.de/10014391795