A note on nonstationarity, structural breaks, and the Fisher effectDimitrios Malliaropulos2000-05-01articleJournal of Banking & Finance68 citationsclosedNo readable copy stored yet — this record is metadata only.Monetary Policy and Economic ImpactFinancial Markets and Investment StrategiesEconomic theories and modelsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 68 citations exist upstream.References1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1977Asset returns and inflation1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity1996An Analysis of the Real Interest Rate Under Regime Shifts1991Pitfalls and Opportunities: What Macroeconomists Should Know About Unit RootsCited by2007The puzzling unit root in the real interest rate and its inconsistency with intertemporal consumption behavior2003On structural shifts and stationarity of the ex ante real interest rate