the G7 countries. We first show that nominal interest and inflation rates are better represented as I(0) variables. Later … inflation rates to nominal interest rates is very different than one. …

This paper revisits the Fisher hypothesis by estimating fractional integration and cointegration models that are more …, linking nominal interest rates to inflation; however, there is no evidence of the full adjustment of the former to the latter …

This paper revisits the Fisher hypothesis by estimating fractional integration and cointegration models that are more …, linking nominal interest rates to inflation; however, there is no evidence of the full adjustment of the former to the latter …

This paper revisits the Fisher hypothesis by estimating fractional integration and cointegration models that are more …, linking nominal interest rates to inflation; however, there is no evidence of the full adjustment of the former to the latter …

This paper revisits the Fisher hypothesis by estimating fractional integration and cointegration models that are more …, linking nominal interest rates to inflation; however, there is no evidence of the full adjustment of the former to the latter …