SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Fisher effect: Reprise
16 references·7 citing·24 second hop
The Fisher effect: Reprise (1995)The Fisher effect: RepriseShort- Term Interest Rates as Predictors of Inflation (2021)Short- Term Interest Rates as…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Long-Run Economic Relationships: Readings in Cointegration. (1993)Long-Run Economic Relationshi…THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND (1992)DETERMINATION OF COINTEGRATIO…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Some properties of time series data and their use in econometric model specification (1981)Some properties of time serie…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Inflation, Rational Valuation and the Market (1979)Inflation, Rational Valuation…Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables (1978)Testing Against General Autor…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…Enflasyon ve Faiz Oranı İlişkisi: Fisher Hipotezinin Türkiye İçin Geçerliliği (2021)Enflasyon ve Faiz Oranı İlişk…Real interest rates: nonlinearity and structural breaks (2016)Real interest rates: nonlinea…Real interest rate persistence in South Africa: evidence and implications (2012)Real interest rate persistenc…An Empirical Investigation of The Fisher Effect in Nigeria: A Co-Integration and Error Correction Approach (2009)An Empirical Investigation of…Is it really the Fisher effect? (2006)Is it really the Fisher effec…Is the Fisher effect non-linear? some evidence for Spain, 1963–2002 (2005)Is the Fisher effect non-line…Irving Fisher and the Fisher Relation: Setting the Record Straight (1999)Irving Fisher and the Fisher …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Fractional Brownian Motions, Fractional Noises and Applications (1968)Time Series Analysis Forecasting and Control. (1971)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Long memory processes and fractional integration in econometrics (1996)The contribution of tourism development to economic growth in the Korean economy (2003)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)The Economic Implications of Learning by Doing (1971)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Asset Prices in an Exchange Economy (1978)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Testing for a Unit Root in Time Series Regression (1988)Generalized autoregressive conditional heteroskedasticity (1986)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1981Some properties of time series data and their use in econometric model specification2,406 cited
  • 1978Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables1,468 cited
  • 1992THE POWER OF COINTEGRATION TESTS1,319 cited
  • 1992DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND1,011 cited
  • 1979Inflation, Rational Valuation and the Market944 cited
  • 1993Long-Run Economic Relationships: Readings in Cointegration.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

925 cited
  • 2021Short- Term Interest Rates as Predictors of Inflation870 cited
  • Cited by

    • 1999Irving Fisher and the Fisher Relation: Setting the Record Straight40 cited
    • 2016Real interest rates: nonlinearity and structural breaks31 cited
    • 2005Is the Fisher effect non-linear? some evidence for Spain, 1963–200229 cited
    • 2021Enflasyon ve Faiz Oranı İlişkisi: Fisher Hipotezinin Türkiye İçin Geçerliliği26 cited
    • 2009An Empirical Investigation of The Fisher Effect in Nigeria: A Co-Integration and Error Correction Approach21 cited
    • 2012Real interest rate persistence in South Africa: evidence and implications14 cited
    • 2006Is it really the Fisher effect?14 cited