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A Long‐Run Non‐Linear Approach to the Fisher Effect

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References

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2002Testing for a unit root in the nonlinear STAR framework1,567 cited
1988Is the Real Interest Rate Stable?489 cited
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1992Is the Fisher effect for real?423 cited
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1995Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?290 cited
2001A Parametric Approach to Flexible Nonlinear Inference202 cited
1999On the Fisher effect161 cited

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2004

Are real interest rates really nonstationary? New evidence from tests with good size and power

142 cited

2004COINTEGRATING SMOOTH TRANSITION REGRESSIONS138 cited

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