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The relationships between interest rates and inflation changes: An analysis of long-term interest rate dynamics in developing countries
9 references·4 citing·39 second hop
The relationships between interest rates and inflation changes: An analysis of long-term interest rate dynamics in developing countries (2007)The relationships between interest rates …Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries (2003)Fractional cointegration betw…A long memory test of the long-run Fisher effect in the G7 countries (2003)A long memory test of the lon…The relationship between nominal interest rates and inflation: international evidence (2001)The relationship between nomi…The Impact of Inflation Uncertainty on Interest Rates in the UK (1999)The Impact of Inflation Uncer…The Fisher hypothesis and the forecastability and persistence of inflation (1987)The Fisher hypothesis and the…Inflation and Real Interest Rates on Assets with Different Risk Characteristics (1984)Inflation and Real Interest R…Macroeconomic Theory and Policy. (1972)Macroeconomic Theory and Poli…Money and Economic Growth (1965)Money and Economic GrowthThe Rate of Interest (1907)The Rate of InterestThe relationship between money supply and inflation in Pakistan (2024)The relationship between mone…Impact of fiscal and monetary policy on inflation in Vietnam (2022)Impact of fiscal and monetary…The Empirical Relationship between Fiscal Deficits and Inflation (Case Study: Selected Asian Economies) (2016)The Empirical Relationship be…Enflasyon ve Nominal Faiz Oranı İlişkisi: Türkiye Örneği (2004-2013)(Relationship Between (2015)Enflasyon ve Nominal Faiz Ora…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)An examination of the Fisher Hypothesis: the case of Turkey (2008)TODA-YAMAMOTO CAUSALITY TEST BETWEEN MONEY MARKET INTEREST RATE AND EXPECTED INFLATION: THE FISHER HYPOTHESIS REVISITED (2013)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)The Origins of Banking Panics: Models, Facts, and Bank Regulation (1991)Stock returns and inflation: A long-horizon perspective (1993)Forecasting Economic Time Series (2000)Likelihood‐based cointegration tests in heterogeneous panels (2001)Asset returns and inflation (1977)Return seasonality and tax-loss selling in the market for long-term government and corporate bonds (1986)Stock Returns as Predictors of Interest Rates and Inflation (1989)A History of Public Sector Pensions in the United States (2003)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Testing Fisher hypothesis in long horizons for G7 and eight Asian countries.1 (2003)On the inflation-uncertainty hypothesis in Jordan, Philippines and Turkey: A long memory approach (2006)DYNAMICS OF INFLATION, OUTPUT GROWTH AND THEIR UNCERTAINTY IN THE UK: AN EMPIRICAL ANALYSIS (2010)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Interest rates, inflation, and exchange rates in fragile EMEs: A fresh look at the long-run interrelationships (2019)The General Theory of Employment (1937)Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered (1980)Fiscal deficits and inflation (2005)Influence of Interest Rates Determinants on the Performance of Commercial Banks in Kenya (2016)The fisher relationship in Nigeria (2016)The Relationship between the Exchange Rate, Interest Rate and Inflation: The Case of Turkey (2020)Money-Wage Dynamics and Labor-Market Equilibrium (1968)Social Security, Induced Retirement, and Aggregate Capital Accumulation (1974)Some Unpleasant Monetarist Arithmetic (1984)Recent developments in the theory of inflation and unemployment (1976)A Monetary Equilibrium Model with Transactions Costs (1984)Forecasting aggregate retail sales: (2001)The Theory of Economic Growth: A Survey (1965)Complementarity-An Essay on the 40th Anniversary of the Hicks-Allen Revolution in Demand Theory (1974)The Secondary Circuit of Capital Reconsidered: Globalization and the U.S. Real Estate Sector (2006)
this work references cited by second hop

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  • 1987The Fisher hypothesis and the forecastability and persistence of inflation385 cited
  • 1972Macroeconomic Theory and Policy.362 cited
  • 1984Inflation and Real Interest Rates on Assets with Different Risk Characteristics120 cited
  • 2001The relationship between nominal interest rates and inflation: international evidence72 cited
  • 2003A long memory test of the long-run Fisher effect in the G7 countries58 cited
  • 1999The Impact of Inflation Uncertainty on Interest Rates in the UK51 cited
  • 2003Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries42 cited

Cited by

  • 2022Impact of fiscal and monetary policy on inflation in Vietnam26 cited
  • 2015Enflasyon ve Nominal Faiz Oranı İlişkisi: Türkiye Örneği (2004-2013)(Relationship Between23 cited
  • 2016The Empirical Relationship between Fiscal Deficits and Inflation (Case Study: Selected Asian Economies)18 cited
  • 2024The relationship between money supply and inflation in Pakistan14 cited

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