Similar Search Results

Is the Fisher effect asymmetric? : cointegration analysis and expectations measurement

Cushman, David O.; De Vita, Glauco; Trachanas, Emmanouil - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3727-3748

Persistent link: https://www.econbiz.de/10014429167

The Fisher hypothesis, obligational markets, and the neutrality of expected money growth : a joint test with quarterly US data

Rhodes, James R. - In: The journal of economics 10 (1984), pp. 32-36

Persistent link: https://www.econbiz.de/10001254225

Near unit root and the relationship between inflation and interest rates : a reexamination of the Fisher effect

Lanne, Markku - In: Empirical economics : a journal of the Institute for … 26 (2001) 2, pp. 357-366

Persistent link: https://www.econbiz.de/10001579620

Monetary policy and the fisher effect

Söderlind, Paul - 1997

Persistent link: https://www.econbiz.de/10013422313

Short and long run tests of the Fisher hypothesis

Shrestha, Keshab; Chen, Sheng-syan - In: Advances in financial planning and forecasting 9 (2000), pp. 243-251

Persistent link: https://www.econbiz.de/10001614726

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 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

Is Neo-Fisherism "alive" in South Africa? : a frequency domain causality approach

Phiri, Andrew - In: Macroeconomics and finance in emerging market economies 14 (2021) 2, pp. 142-156

Persistent link: https://www.econbiz.de/10012549296

Testing the fisher effect in Croatia : an empirical investigation

Benazić, Manuel - In: Economic research (2013), pp. 83-102

Persistent link: https://www.econbiz.de/10011526454

An empirical investigation of structural breaks in the ex ante Fisher effect

Olekalns, Nilss - 2001

Persistent link: https://www.econbiz.de/10001581109