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The Fisher Effect Puzzle: A Case of Non-Linear Relationship?
10 references·0 citing·45 second hop
The Fisher Effect Puzzle: A Case of Non-Linear Relationship? (2010)The Fisher Effect Puzzle: A Case of Non-L…THE NEW KEYNESIAN PHILLIPS CURVE IN A TIME-VARYING COEFFICIENT ENVIRONMENT: SOME EUROPEAN EVIDENCE (2009)THE NEW KEYNESIAN PHILLIPS CU…The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation? (2009)The New Keynesian Phillips Cu…A Long‐Run Non‐Linear Approach to the Fisher Effect (2007)A Long‐Run Non‐Linear Approac…Nonlinear dynamics of interest rate and inflation (2006)Nonlinear dynamics of interes…Understanding the Fisher equation (2004)Understanding the Fisher equa…Central Bank's interventions and the Fisher hypothesis: a threshold cointegration investigation (2004)Central Bank's interventions …LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …RANDOM COEFFICIENT MODELS: THEORY AND APPLICATIONS (1995)RANDOM COEFFICIENT MODELS: TH…Causality and causal laws in economics (1988)Causality and causal laws in …Monetary Economics--Readings on Current Issues. (1972)Monetary Economics--Readings …THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Gaussian Semiparametric Estimation of Long Range Dependence (1995)Testing of unit root and other nonstationary hypotheses in macroeconomic time series (1997)Nonlinear log-periodogram regression for perturbed fractional processes (2003)What do scientists know about inflation hedging? (2015)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)On the temporal causal relationship between energy consumption, real income, and prices: Some new evidence from Asian-energy dependent NICs Based on a multivariate cointegration/vector error-correction approach (1997)Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets (1999)Causality in the freedom–growth relationship (2003)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)The CO 2 –growth nexus revisited: A nonparametric analysis for the G7 economies over nearly two centuries (2017)Impact of renewable energy investment on carbon emissions in China - An empirical study using a nonparametric additive regression model (2021)Staggered Prices in a Utility-Maximizing Framework (1996)Inflation dynamics: A structural econometric analysis (1999)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Interaction between Mortgage Financing and Housing Prices in Greece (2008)Inflation Dynamics in the New EU Member States: How Relevant Are External Factors? (2011)Banking Transformation (1989 - 2006) in Central and Eastern Europe - with Special Reference to Balkans (2022)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Impulse response analysis in nonlinear multivariate models (1996)Dynamics of Investment Behaviour in Finland: Aggregate and Firm Level Evidence (2003)Economies of scale and technological development in securities depository and settlement systems (2005)The transmission mechanism in a changing world (2007)Empirical exchange rate models of the seventies (1983)Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)The theory and practice of econometrics (1986)A General Method of Deriving the Inefficiencies of Banks from a Profit Function (1997)An empirical study of cereal crop production and technical efficiency of private farmers in Ethiopia: a mixed fixed-random coefficients approach (1997)The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation? (2022)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Quantile cointegration analysis of the Fisher hypothesis (2012)Relationship between Inflation and Interest Rate: Evidence from Pakistan (2014)Real interest rates: nonlinearity and structural breaks (2016)Staggered prices in a utility-maximizing framework (1983)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Efficient Tests for an Autoregressive Unit Root (1996)A PANIC Attack on Unit Roots and Cointegration (2004)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)
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References

  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1988Causality and causal laws in economics132 cited
  • 1995RANDOM COEFFICIENT MODELS: THEORY AND APPLICATIONS100 cited
  • 2004Understanding the Fisher equation95 cited
  • 2007A Long‐Run Non‐Linear Approach to the Fisher Effect84 cited
  • 2006Nonlinear dynamics of interest rate and inflation64 cited
  • 2004Central Bank's interventions and the Fisher hypothesis: a threshold cointegration investigation43 cited
  • 2009The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?36 cited
  • 2009THE NEW KEYNESIAN PHILLIPS CURVE IN A TIME-VARYING COEFFICIENT ENVIRONMENT: SOME EUROPEAN EVIDENCE27 cited
  • 1972Monetary Economics--Readings on Current Issues.24 cited

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