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The Fisher effect: a Kalman filter approach to detecting structural change
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The Fisher effect: a Kalman filter approach to detecting structural change (2008)The Fisher effect: a Kalman filter approa…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation? (1995)Do Expected Shifts in Inflati…LONG-RUN NEUTRALITY AND SUPERNEUTRALITY IN AN ARIMA FRAMEWORK (1993)LONG-RUN NEUTRALITY AND SUPER…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Testing Long Run Neutrality (1992)Testing Long Run NeutralityIs the Fisher effect for real? (1992)Is the Fisher effect for real?Is the Fisher Effect for Real? A Reexamination of the Relationship Between Inflation and Interest Rates (1991)Is the Fisher Effect for Real…Critical Values for Cointegratio11 Tests* (1991)Critical Values for Cointegra…Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting, Structural Time …Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…The Nonadjustment of Nominal Interest Rates: A Study of the Fisher Effect (1982)The Nonadjustment of Nominal …Inflation, real returns and capital investment (1982)Inflation, real returns and c…Inflation, Rational Valuation and the Market (1979)Inflation, Rational Valuation…Econometric policy evaluation: A critique (1976)Econometric policy evaluation…THE FINANCIAL AND TAX EFFECTS OF MONETARY POLICY ON INTEREST RATES (1975)THE FINANCIAL AND TAX EFFECTS…A General Equilibrium Approach To Monetary Theory (1969)A General Equilibrium Approac…Testing the Long-Run Fisher Effect in Selected African Countries: Evidence from ARDL Bounds Test (2015)Testing the Long-Run Fisher E…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)THE POWER OF COINTEGRATION TESTS (1992)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Understanding spurious regressions in econometrics (1986)Shifting endpoints in the term structure of interest rates (2001)Long-horizon regressions: theoretical results and applications (2003)Time Series Analysis, Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Stock Returns, Real Activity, Inflation, and Money (1981)The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions (1984)Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991)A Cross-Sectional Test of an Investment-Based Asset Pricing Model (1996)A Theory of the Consumption Function (1960)Some International Evidence on Output-Inflation Tradeoffs. (1973)The Role of Monetary Policy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Does Culture Affect Economic Outcomes? (2006)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Information Technology and the U.S. Economy (2001)Nursery Cities: Urban Diversity, Process Innovation, and the Life Cycle of Products (2001)Does female representation in top management improve firm performance? A panel data investigation (2012)Asset Pricing at the Millennium (2000)Beyond Greed and Fear (2002)Behavioral finance (2003)Handbook on Constructing Composite Indicators (2005)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes? (1997)The behavior of real exchange rates during the post-Bretton Woods period (1998)The Long-Run Evolution of Energy Prices (1999)
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References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1969A General Equilibrium Approach To Monetary Theory5,340 cited
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  • 2010Critical Values for Cointegration Tests2,569 cited
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  • 1991Is the Fisher Effect for Real? A Reexamination of the Relationship Between Inflation and Interest Rates438 cited
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  • 1975THE FINANCIAL AND TAX EFFECTS OF MONETARY POLICY ON INTEREST RATES361 cited
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  • 1995Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?290 cited
  • 1982

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The Nonadjustment of Nominal Interest Rates: A Study of the Fisher Effect
275 cited

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  • 2015Testing the Long-Run Fisher Effect in Selected African Countries: Evidence from ARDL Bounds Test15 cited