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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

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

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

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