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Fisher Hypothesis in Japan: Analysis of Long‐term Interest Rates under Different Monetary Policy Regimes
16 references·1 citing·37 second hop
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1986Understanding spurious regressions in econometrics1,782 cited
  • 2021Short- Term Interest Rates as Predictors of Inflation870 cited
  • 1991Is the Fisher Effect for Real? A Reexamination of the Relationship Between Inflation and Interest Rates438 cited
  • 1992Is the Fisher effect for real?423 cited
  • 1989Testing for the long run relationship between nominal interest rates and inflation using cointegration techniques195 cited
  • 1993The Fisher Effect and the Term Structure of Interest Rates: Tests of Cointegration160 cited
  • 1970PRICE‐EXPECTATIONS EFFECTS ON INTEREST RATES108 cited
  • 2002

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The Fisher hypothesis: a multi-country analysis
97 cited
  • 1979Fisher, Phillips, Friedman and the Measured Impact of Inflation on Interest94 cited
  • Cited by

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