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The Fisher effect, survey data and time-varying volatility · Study

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ArticleThe Fisher effect, survey data and time-varying volatility

Kasimir Kaliva2007

Article2007

The Fisher effect, survey data and time-varying volatility

36 citations·0/0 files stored·Empirical Economics

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Economic theories and models

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References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1977Time Series Analysis: Forecasting and Control 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1971Time Series Analysis Forecasting and Control.1978Time Series Analysis: Forecasting and Control.2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*

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2009An Empirical Investigation of The Fisher Effect in Nigeria: A Co-Integration and Error Correction Approach 2014Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions

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Details

Year2007

Typearticle

Published2007-06-15

VenueEmpirical Economics

ISSN-L0377-7332

Languageen

Citations36

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/s00181-007-0139-0

openalex_workW2080720064

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