Uyaebo, Stephen O. U.; Bello, Yakubu A.; Omotosho, … - In: CBN Journal of Applied Statistics 07 (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 Hansen Co-integration test confirmed the existence of a long-run relationship between nominal interest rates and inflation, albeit with a structural break in October 2005. In...
