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Crises, crude oil and BRIC stock markets
Ntanelov, Valeri; Dora, Manoj; Gellynck, Xavier; Van … - In: International journal of business and emerging markets … 5 (2013) 4, pp. 304-321
Persistent link: https://www.econbiz.de/10010229449
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Linkages between the foreign exchange markets of BRIC countries : Brazil, Russia, India and China; and the USA
Aroul, Ramya Rajajagadeesan; Swanson, Peggy Eubanks - In: Journal of emerging market finance 17 (2018) 3, pp. 333-353
Persistent link: https://www.econbiz.de/10011964835
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Equities as long-term inflation hedges : small versus large company stocks
Ciner, Cetin - In: Applied economics letters 22 (2015) 16/18, pp. 1395-1398
Persistent link: https://www.econbiz.de/10011380206
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Testing the validity of the long run neutrality of money in Nigeria
Ugwu, Ephraim Ikechukwu; Ehinomen, Christopher; Nwosa, … - In: Folia oeconomica Stetinensia : FOS 21 (2021) 2, pp. 148-167
Persistent link: https://www.econbiz.de/10012797032
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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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A re-evaluation of empirical tests of the Fisher hypothesis
Baum, Christopher; Bekdache, Basma - Department of Economics, Boston College - 2000
This paper shows that the recent literature that tests for a long-run Fisher relationship using cointegration analysis … is seriously flawed. Cointegration analysis assumes that the variables in question are I(1) or I(d) with the same d …
Persistent link: https://www.econbiz.de/10004968859
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A re-evaluation of empirical tests of the Fisher hypothesis
Bekdache, Basma; Baum, Christopher F. - Society for Computational Economics - SCE - 1999
This paper shows that the recent literature that tests for a long-run Fisher relationship using cointegration analysis … is seriously flawed. Cointegration analysis assumes that the variables in question are I(1) or I(d) with the same d …
Persistent link: https://www.econbiz.de/10005132854
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Testing for the Fisher hypothesis under regime shifts: an application to Asian countries
Nusair, Salah - In: International Economic Journal 22 (2008) 2, pp. 273-284
1978-2005 using a cointegration procedure developed by Gregory and Hansen (1996) that allows for the presence of a one …
Persistent link: https://www.econbiz.de/10005511687
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Forecasting employment for Germany
Hinz, Darius; Logeay, Camille - 2006 - First Version: November 2004, This version: January 9, 2006
This paper deals with the estimation of employment equations for Germany, which are to be used for forecasting and simulation purposes. The authors estimate both single and system error correction equations for German working hours using quarterly raw data covering the period 1980:1-2004:2....
Persistent link: https://www.econbiz.de/10003744528