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Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank's monetary policy strategy
Neto, David - In: International economics : a journal published by CEPII … 144 (2015), pp. 83-94
Persistent link: https://www.econbiz.de/10011525395
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An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration
Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Journal of international financial markets, … 35 (2015), pp. 18-29
Persistent link: https://www.econbiz.de/10011474678
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Toda-Yamamoto causality test between inflation and nominal interest rates : evidence from three countries of Europe
Dritsaki, Chaido - In: International journal of economics and financial issues … 7 (2017) 6, pp. 120-129
Persistent link: https://www.econbiz.de/10011948274
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Changes in persistence, spurious regressions and the Fisher hypothesis
Kruse, Robinson; Ventosa-Santaulària, Daniel; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10011708765
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Some long-run correlations of inflation in developed countries
West, Kenneth D.; Cao, Tu - In: Economía : revista del Departamento de Economía, … 45 (2022) 89, pp. 1-23
Persistent link: https://www.econbiz.de/10014253593
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Estimation of unobserved inflation expectations in India using state-space model
Chattopadhyay, Siddhartha; Sahu, Sohini; Saakshi - In: Theoretical economics letters 9 (2019) 5, pp. 1480-1488
Persistent link: https://www.econbiz.de/10012104486
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Co-movements of the Indian stock market
Sudhakar, Aare; Sireesha, P. Bhanu - In: GITAM journal of management : a quarterly publication … 13 (2015) 2, pp. 40-59
Persistent link: https://www.econbiz.de/10011398114
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Testing for common cyclical features in var models with cointegration
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 2001
We consider VAR models for variables exhibiting cointegration and common cyclical features. While the presence of … cointegration reduces the rank of the long-run multiplier matrix, other types of common features lead to rank reduction of the short …
Persistent link: https://www.econbiz.de/10011398127
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Permanent and transitory shocks in the presence of asymmetric error correction
Chan, F.; McDonald, Garry A. - In: Applied economics 47 (2015) 25/27, pp. 2642-2648
Persistent link: https://www.econbiz.de/10010519640
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Common trends and common cycles : Bayesian approach
Wróblewska, Justyna - In: Central European journal of economic modelling and … 7 (2015) 2, pp. 91-110
Persistent link: https://www.econbiz.de/10011429745