Add to ORKGThis thesis focuses on the econometric evaluation of Fisher hypothesis. According to Fisher hypothesis there exist a long run equilibrium relationship between nominal interest rate and inflation rate. We analyze the data for Belgium at the different time periods of 1992 to 2000, 2001 to 2009 and 1992 to 2009. Cointegration technique is used to analyze this long run equilibrium relationship. Using Engle-Granger and Johansen cointegration tests, attempt is made to find cointegration between inflation rate and nominal interest rate. Both Engle-Granger and Johansen tests reject the hypothesis of cointegration between inflation rate and nominal interest rate in all the three sets of data defined above
Fisher effect which can be defined as a positive relation between nominal interest rate and inflatio...
The Turkish economy has solved the chronically persisting inflation problem of the 1980s with the ap...
The recent advances in the econometrics of integrated time series by Johansen are applied to the muc...
The Fisher effect posits that nominal interest rates move one for one with inflation. This hypothesi...
This paper investigates the validity of the Fisher hypothesis using data from thirty-three developed...
finds the existence of a Fisher relation via Johansen cointegration tests. The coin-tegrating relati...
This paper revisits the Fisher hypothesis concerning the determination of real rates by estimating f...
WOS: 000362336300002The aim of this study is to investigate the validity of the Fisher hypothesis by...
This paper examines the validity of Fisher hypothesis in Turkey over the period from 1990:01 through...
Recent empirical studies suggest that the Fisher hypothesis, stating that inflation and nominal inte...
The Fisher (1930) hypothesis suggests that a long run equilibrium relationship exists between the no...
This paper reassesses the long-run relation between nominal interest rates and inflation using Germa...
Many researchers have used a cointegration approach to test for the Fisher effect. This note argues ...
Many researchers have used a cointegration approach to test for the Fisher effect. This note argues ...
[[abstract]]This paper intends to provide possible explanations for the empirical failure of the Fis...
Fisher effect which can be defined as a positive relation between nominal interest rate and inflatio...
The Turkish economy has solved the chronically persisting inflation problem of the 1980s with the ap...
The recent advances in the econometrics of integrated time series by Johansen are applied to the muc...
The Fisher effect posits that nominal interest rates move one for one with inflation. This hypothesi...
This paper investigates the validity of the Fisher hypothesis using data from thirty-three developed...
finds the existence of a Fisher relation via Johansen cointegration tests. The coin-tegrating relati...
This paper revisits the Fisher hypothesis concerning the determination of real rates by estimating f...
WOS: 000362336300002The aim of this study is to investigate the validity of the Fisher hypothesis by...
This paper examines the validity of Fisher hypothesis in Turkey over the period from 1990:01 through...
Recent empirical studies suggest that the Fisher hypothesis, stating that inflation and nominal inte...
The Fisher (1930) hypothesis suggests that a long run equilibrium relationship exists between the no...
This paper reassesses the long-run relation between nominal interest rates and inflation using Germa...
Many researchers have used a cointegration approach to test for the Fisher effect. This note argues ...
Many researchers have used a cointegration approach to test for the Fisher effect. This note argues ...
[[abstract]]This paper intends to provide possible explanations for the empirical failure of the Fis...
Fisher effect which can be defined as a positive relation between nominal interest rate and inflatio...
The Turkish economy has solved the chronically persisting inflation problem of the 1980s with the ap...
The recent advances in the econometrics of integrated time series by Johansen are applied to the muc...