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Interest Rate - Price Nexus in India
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Interest Rate - Price Nexus in India (2003)Interest Rate - Price Nexus in IndiaShort- Term Interest Rates as Predictors of Inflation (2021)Short- Term Interest Rates as…Co-Integration and Error-Correction: Representation, Estimation, and Testing (2010)Co-Integration and Error-Corr…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Long- and short-run Fisher effects: new tests and new results (1998)Long- and short-run Fisher ef…The Long-Run Fisher Relation in Canada (1997)The Long-Run Fisher Relation …The Long-Run Relationship between Nominal Interest Rates and Inflation: The Fisher Equation Revisited (1996)The Long-Run Relationship bet…Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation? (1995)Do Expected Shifts in Inflati…Is the Fisher effect for real? (1992)Is the Fisher effect for real?Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series (1991)Confidence intervals for the …The Fisher hypothesis and the forecastability and persistence of inflation (1987)The Fisher hypothesis and the…Inflationary Expectations, Economic Activity, Taxes, and Interest Rates: Reply (1982)Inflationary Expectations, Ec…Rational Expectations and the Theory of Price Movements (1961)THE FINANCIAL AND TAX EFFECTS OF MONETARY POLICY ON INTEREST RATES (1975)Inflation, Income Taxes, and the Rate of Interest: A Theoretical Analysis (1976)Taxation of Investment and Savings in a World Economy (1986)Building Reputation: Why Governments Fight Some Separatists but Not Others (2006)Tax knowledge and tax compliance determinants in self assessment system in Malaysia (2010)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Asset returns and inflation (1977)The Efficiency of the Market for Single-Family Homes (1988)Business conditions and expected returns on stocks and bonds (1989)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Movements in the Equity Premium (1993)The Term Structure of Real Rates and Expected Inflation (2007)Regime Changes and Financial Markets (2012)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)Trends and random walks in macroeconmic time series (1982)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Are real interest rates really nonstationary? New evidence from tests with good size and power (2004)Expected Returns in Treasury Bonds (2015)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (1999)Long-horizon regressions: theoretical results and applications (2003)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Nonstationary panel data analysis: an overview of some recent developments (2000)The Macroeconomic Effects of Inflation Targeting (2004)Sustainability of budget deficits and public debts in selected European Union countries (2014)Twin deficits and the sustainability of public debt and exchange rate policies in Lebanon (2014)Dynamics of Interest and Inflation Rates (2016)Multivariate Stochastic Variance Models (1994)Spurious regression and residual-based tests for cointegration in panel data (1999)Informed Trading in Stock and Option Markets (2004)
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References

  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 2021Short- Term Interest Rates as Predictors of Inflation870 cited
  • 2010Co-Integration and Error-Correction: Representation, Estimation, and Testing489 cited
  • 1992Is the Fisher effect for real?423 cited
  • 1991Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series416 cited
  • 1987The Fisher hypothesis and the forecastability and persistence of inflation385 cited
  • 1996The Long-Run Relationship between Nominal Interest Rates and Inflation: The Fisher Equation Revisited311 cited
  • 1995Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?290 cited
  • 1982Inflationary Expectations, Economic Activity, Taxes, and Interest Rates: Reply148 cited
  • 1997The Long-Run Fisher Relation in Canada50 cited
  • 1998Long- and short-run Fisher effects: new tests and new results30 cited

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