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Revisiting the Fisher Hypothesis for Several Selected Developing Economies: A Quantile Cointegration Approach
16 references·0 citing·46 second hop
Revisiting the Fisher Hypothesis for Several Selected Developing Economies: A Quantile Cointegration Approach (2014)Revisiting the Fisher Hypothesis for Seve…Asymmetric inflation dynamics: Evidence from quantile regression analysis (2011)Asymmetric inflation dynamics…A Long‐Run Non‐Linear Approach to the Fisher Effect (2007)A Long‐Run Non‐Linear Approac…Urbanization and Growth (2005)Urbanization and GrowthUnit Root Quantile Autoregression Inference (2004)Unit Root Quantile Autoregres…Understanding the Fisher equation (2004)Understanding the Fisher equa…Are real interest rates really nonstationary? New evidence from tests with good size and power (2004)Are real interest rates reall…International Evidence on the Long-Run Impact of Inflation (2003)International Evidence on the…Testing for two-regime threshold cointegration in vector error-correction models (2002)Testing for two-regime thresh…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Nonparametric Nonlinear Cotrending Analysis, With an Application to Interest and Inflation in the United States (2000)Nonparametric Nonlinear Cotre…On the Fisher effect (1999)On the Fisher effectHow Well Does The IS-LM Model Fit Postwar U. S. Data? (1992)How Well Does The IS-LM Model…Stochastic Trends and Economic Fluctuations (1987)Stochastic Trends and Economi…Effects of model specification on tests for unit roots in macroeconomic data (1987)Effects of model specificatio…Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1983)Stochastic Consumption, Risk …A Contribution to the Theory of Economic Growth (1956)A Contribution to the Theory …Economic Development with Unlimited Supplies of Labour (1954)On the mechanics of economic development (1988)Increasing Returns and Economic Geography (1990)Rural-Urban Migration In Developing Countries : A Survey Of Theoretical Predictions And Empirical Findings (2006)Agglomeration Index: Towards a New Measure of Urban Concentration (2010)Exploring the relationships between urbanization trends and climate change vulnerability (2013)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Quantile cointegration in the autoregressive distributed-lag modeling framework (2015)Revisiting the role of renewable and non-renewable energy consumption on Turkey’s ecological footprint: Evidence from Quantile ARDL approach (2020)The role of green finance in reducing CO2 emissions: An empirical analysis (2021)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)On estimating the expected return on the market (1980)Predicting returns in the stock and bond markets (1986)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)Chapter 18 A survey of behavioral finance (2003)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)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)Regime Changes in International Real Interest Rates: Are They a Monetary Phenomenon? 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References

  • 1956A Contribution to the Theory of Economic Growth24,458 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns1,549 cited
  • 2002Testing for two-regime threshold cointegration in vector error-correction models847 cited
  • 1992How Well Does The IS-LM Model Fit Postwar U. S. Data?699 cited
  • 1987Effects of model specification on tests for unit roots in macroeconomic data637 cited
  • 2004Unit Root Quantile Autoregression Inference514 cited
  • 1987Stochastic Trends and Economic Fluctuations343 cited
  • 2005Urbanization and Growth218 cited
  • 1999On the Fisher effect161 cited
  • 2004Are real interest rates really nonstationary? New evidence from tests with good size and power142 cited
  • 2003International Evidence on the Long-Run Impact of Inflation126 cited
  • 2000Nonparametric Nonlinear Cotrending Analysis, With an Application to Interest and Inflation in the United States115 cited
  • 2004Understanding the Fisher equation95 cited
  • 2011Asymmetric inflation dynamics: Evidence from quantile regression analysis84 cited

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  • 2007A Long‐Run Non‐Linear Approach to the Fisher Effect84 cited
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