Similar Search Results

Testing an augmented fisher hypothesis for a small open economy : an application of ARDL bounds testing approach for Nigeria (1970-2012)

Alimi, R. Santos - In: Economics & finance notes 4 (2015) 1/2, pp. 27-44

Persistent link: https://www.econbiz.de/10011444066

Testing the Fisher hypothesis in the presence of structural breaks and adaptive inflationary expectations : evidence from Nigeria

Uyaebo, Stephen O. U.; Bello, Yakubu A.; Omotosho, … - In: CBN journal of applied statistics 7 (2016) 1, pp. 333-358

This paper tested for the validity of the Fisher hypothesis in Nigeria during the period 1970 - 2014. The Gregory and … expectations and ensuring low and stable prices in Nigeria. …

Persistent link: https://www.econbiz.de/10011529383

Testing an augmented fisher hypothesis for a small open economy : an application of ARDL bounds testing approach for Nigeria (1970 - 2012)

Alimi, R. Santos - In: Economics & finance notes 2 (2013) 1/2, pp. 27-44

Persistent link: https://www.econbiz.de/10010426275

The Relationship between Nominal Interest Rates and Inflation: New Evidence and Implication for Nigeria

Awomuse, Bernard O.; Alimi, Santos R. - Volkswirtschaftliche Fakultät, … - 2012

This paper investigates the relationship between expected inflation and nominal interest rates in Nigeria and the … there is a very strong Fisher effect in the case of Nigeria over the period under study (iii) that causality run strictly … the year. Policy implication, based on the partial Fisher effect in Nigeria, is that the level of actual inflation should …

Persistent link: https://www.econbiz.de/10011257909

Panel Non-Stationary Tests of the Fisher Hypothesis in a World Wide Context : An Analysis of 114 Economies during the Period 1960-2004

Herwartz, Helmut - 2008

In this paper we follow an empirical approach to examine the implications of the Fisher hypothesis, namely cointegration linking interest rates and inflation, and stationarity of the real interest rate implying in turn homogeneity of the potential equilibrium relation. The considered sample is...

Persistent link: https://www.econbiz.de/10012770609

Does Fisher Effect Hold in Sri Lanka? An Analysis with Bounds Testing Approach to Cointegration

Jayasinghe, Prabhath - 2014

Fisher Hypothesis implies a one-to-one long-term relationship between nominal interest rate and inflation. Though this one-to-one relationship does not hold in most of the financial markets, there exists strong evidence for a partial relationship between the two variables. This study inquires...

Persistent link: https://www.econbiz.de/10013042942

The relationship between inflation and interest rates in the UK : the nonlinear ARDL approach

Gocer, Ismet; Ongan, Serdar - In: Journal of central banking theory and practice 9 (2020) 3, pp. 77-86

This study reconsiders the Fisher effect for the UK from a different methodological perspective. To this aim, the nonlinear ARDL model recently developed by Shin et al. (2014), is applied over the periods of 1995M1-2008M9 and 2008M10-2018M1. This model decomposes the changes in original...

Persistent link: https://www.econbiz.de/10012306785

International trade and income in Malawi : a co-integration and causality approach

Matchaya, Greenwell Collins; Chilonda, Pius; … - In: International journal of economic sciences and applied … 6 (2013) 2, pp. 125-147

This paper investigates causal relationships between exports, imports, and economic growth in Malawi over the period 1961-2010. These relationships are examined using the Johansen frameworks for co-integration whereas the Vector Error Correction (VECM) framework is further used to provide...

Persistent link: https://www.econbiz.de/10010222956

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

Empirical analysis of Fisher hypothesis for the period following the inflation targeting strategy in Turkey

Umit, A. Oznur - In: International journal of economic perspectives : IJEP 11 (2017) 2, pp. 97-109

Persistent link: https://www.econbiz.de/10012199225

1
2
3
4
5
6
7
8
9
10
Next
Last