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Is it really the Fisher effect?
16 references·2 citing·43 second hop
Is it really the Fisher effect? (2006)Is it really the Fisher effect?Fisher hypothesis: UK evidence over a century (2004)Fisher hypothesis: UK evidenc…Are real interest rates really nonstationary? New evidence from tests with good size and power (2004)Are real interest rates reall…The Fisher effect: new evidence and implications (2002)The Fisher effect: new eviden…On the Fisher effect (1999)On the Fisher effectThe Long-Run Relationship between Nominal Interest Rates and Inflation: The Fisher Equation Revisited (1996)The Long-Run Relationship bet…The Fisher hypothesis: examining the Canadian experience (1995)The Fisher hypothesis: examin…An Empirical Examination of the Fisher Effect in Australia* (1995)An Empirical Examination of t…The Fisher Effect and the Term Structure of Interest Rates: Tests of Cointegration (1993)The Fisher Effect and the Ter…NBER Macroeconomics Annual 1990 (1992)NBER Macroeconomics Annual 19…Is the Fisher effect for real? (1992)Is the Fisher effect for real?Is the Fisher Effect for Real? A Reexamination of the Relationship Between Inflation and Interest Rates (1991)Is the Fisher Effect for Real…Correct cointegration tests of the long-run relationship between nominal interest and inflation (1991)Correct cointegration tests o…Testing for the long run relationship between nominal interest rates and inflation using cointegration techniques (1989)Testing for the long run rela…Co-integration, error correction and the Fisher effect (1989)Co-integration, error correct…Is the Real Interest Rate Stable? (1988)Is the Real Interest Rate Sta…Monetary policy regime shifts and the unusual behavior of real interest rates (1986)Monetary policy regime shifts…How expected inflation distorts the current account and the valuation effect (2021)How expected inflation distor…Fisher effect in nonlinear STAR framework: some evidence from Asia (2010)Fisher effect in nonlinear ST…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Understanding spurious regressions in econometrics (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Shifting endpoints in the term structure of interest rates (2001)Long-horizon regressions: theoretical results and applications (2003)Cointegration and Tests of Present Value Models (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Time-Series-Based Econometrics (1996)Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies (2009)DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987)STOCK PRICES AND INFLATION (2001)Why does the correlation between stock and bond returns vary over time? (2007)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation? (1995)Expected Returns in Treasury Bonds (2015)Testing for a Unit Root in Time Series Regression (1988)Interest rate pass-through, monetary policy rules and macroeconomic stability (2009)Correcting Estimation Bias in Dynamic Term Structure Models (2012)More Powerful Unit Root Tests with Non-normal Errors (2014)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing Long-Run Monetary Neutrality Propositions: Lessons from the Recent Research (1999)International Evidence on the Long-Run Impact of Inflation (2003)Regime Changes in International Real Interest Rates: Are They a Monetary Phenomenon? (2005)Time Series Regression with a Unit Root (1987)Trends and random walks in macroeconomic time series (1988)The Term Structure of Real Rates and Expected Inflation (2007)What moves housing markets: A variance decomposition of the rent–price ratio (2009)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (1999)Time Series Analysis Forecasting and Control. (1971)Econometric policy evaluation: A critique (1976)Time Series Analysis: Forecasting and Control (1977)The econometric analysis of models with risk terms (1988)Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model (1994)A Simple Error Correction Model of House Prices (1999)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Assessing Specification Errors in Stochastic Discount Factor Models (1997)CO2 emissions, electricity consumption and output in ASEAN (2010)
this work references cited by second hop

References

  • 1992NBER Macroeconomics Annual 1990692 cited
  • 1988Is the Real Interest Rate Stable?489 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
  • 1996The Long-Run Relationship between Nominal Interest Rates and Inflation: The Fisher Equation Revisited311 cited
  • 1989Testing for the long run relationship between nominal interest rates and inflation using cointegration techniques195 cited
  • 1986Monetary policy regime shifts and the unusual behavior of real interest rates194 cited
  • 1999On the Fisher effect161 cited
  • 1993The Fisher Effect and the Term Structure of Interest Rates: Tests of Cointegration160 cited
  • 2004Are real interest rates really nonstationary? New evidence from tests with good size and power142 cited
  • 1995An Empirical Examination of the Fisher Effect in Australia*80 cited
  • 1989Co-integration, error correction and the Fisher effect66 cited
  • 2004Fisher hypothesis: UK evidence over a century60 cited
  • 2002The Fisher effect: new evidence and implications60 cited
  • 1995The Fisher hypothesis: examining the Canadian experience

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53 cited
  • 1991Correct cointegration tests of the long-run relationship between nominal interest and inflation52 cited
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    • 2021How expected inflation distorts the current account and the valuation effect23 cited
    • 2010Fisher effect in nonlinear STAR framework: some evidence from Asia13 cited