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TODA-YAMAMOTO CAUSALITY TEST BETWEEN MONEY MARKET INTEREST RATE AND EXPECTED INFLATION: THE FISHER HYPOTHESIS REVISITED
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References

  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
  • 2010Investigating Causal Relations by Econometric Models and Cross-Spectral Methods4,760 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1987International Economics: Theory and Policy1,275 cited
  • 2007Panel cointegration tests of the Fisher effect1,234 cited
  • 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
  • 1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
  • 1995Using Cointegration Analysis in Econometric Modelling873 cited
  • 1975THE FINANCIAL AND TAX EFFECTS OF MONETARY POLICY ON INTEREST RATES361 cited
  • 1996The Long-Run Relationship between Nominal Interest Rates and Inflation: The Fisher Equation Revisited311 cited
  • 2002Long-Run Demand for Money in Hong Kong: An Application of the ARDL Model

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233 cited
  • 1999On the Fisher effect161 cited
  • 1995An Empirical Examination of the Fisher Effect in Australia*80 cited
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    • 2019TÜRKİYE’DE DÖVİZ KURU, ENFLASYON VE FAİZ ORANLARININ ETKİLEŞİMİ25 cited
    • 2015Enflasyon ve Nominal Faiz Oranı İlişkisi: Türkiye Örneği (2004-2013)(Relationship Between23 cited