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Is there a long-term relationship among European sovereign bond yields?

Schaeffer, Ian; Ramírez, Miguel D. - In: Business and Economic Research : BER 7 (2017) 1, pp. 68-86

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Long run equilibrium relationships in international economics

Crowder, William Joseph - 1992

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On the Fisher effect

Koustas, Zisimos; Serletis, Apostolos - In: Journal of monetary economics 44 (1999) 1, pp. 105-130

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Changes in regime and the long run Fisher effect : a threshold cointegration analysis

Henry, Ólan Thomas John - 1999

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A Residual-Based Cointegration Test for Near Unit Root Variables

Hjalmarsson, Erik; Österholm, Pär - 2007

this assumption. In this paper, we propose robust procedures for a residual-based test of cointegration when the data are … cointegration tests may be subject to substantial size distortions and standard OLS inference may lead to spurious results …

Persistent link: https://www.econbiz.de/10014221890

A Note on Nonstationarity, Structural Breaks, and the Fisher Effect

Malliaropulos, Dimitris - 2022

change in operating procedures of the Fed in September 1979. This finding casts some doubts on cointegration tests of the …

Persistent link: https://www.econbiz.de/10014235539

A test for the Fisher hypothesis using panel cointegration test methods

Koo, Jaewoon; Kim, Hongki - In: International economics & finance journal : (IEFJ) 4 (2009) 1/2, pp. 23-31

Persistent link: https://www.econbiz.de/10003958565

A residual-based cointegration test for near unit root variables

Hjalmarsson, Erik; Österholm, Pär - 2007

Persistent link: https://www.econbiz.de/10003997612

Re-examination of the Gibson paradox and Fisher hypothesis : evidence from MENA countries

Kiran Baygin, Burcu - In: Economic and social issues in the Middle East and North …, (pp. 51-77). 2013

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Structural breaks and the Fisher effect

Haug, Alfred Albert; Beyer, Andreas; Dewald, William G. - In: The B.E. journal of macroeconomics 11 (2011) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10009578457