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Fisher hypothesis revisited : a fractional cointegration analysis
Kasman, Saadet; Kasman, Adnan; Turgutlu, Evrim - In: Emerging markets finance & trade : a journal of the … 42 (2006) 6, pp. 59-76
Persistent link: https://www.econbiz.de/10003420733
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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
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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 Kalman filter methodologies, the study did not find evidence of a full …
Persistent link: https://www.econbiz.de/10011477662
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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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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
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Testing the fisher effect in Croatia : an empirical investigation
Benazić, Manuel - In: Economic research (2013), pp. 83-102
Persistent link: https://www.econbiz.de/10011526454
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Does the Fisher hypothesis hold for the G7? : evidence from the panel cointegration test
Ozcan, Burcu; Ari, Ayse - In: Economic research 28 (2015) 1, pp. 271-283
Persistent link: https://www.econbiz.de/10012220723
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Non-linear analysis of the Fisher effect : in the case of Japan
Sugita, Katsuhiro - In: International journal of economics and finance 9 (2017) 11, pp. 1-9
Persistent link: https://www.econbiz.de/10011764129
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Interest rate, price level, and the inflation rate : evidence from the UK during the gold standard regimes
Choudhry, Taufiq - In: The Manchester School 92 (2024) 1, pp. 20-39
Persistent link: https://www.econbiz.de/10014440945
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The relationship between interest rates and inflation : examining the Fisher effect in China
Ongan, Serdar; Gocer, Ismet - In: Frontiers of economics in China : selected publications … 15 (2020) 2, pp. 247-256
Persistent link: https://www.econbiz.de/10012670634