References
- Atkins , F. 1989 . Cointegration, error correction and the Fisher effect . Applied Economics , 21 : 1611 – 20 .
- Carmichael , J. and Stebbing , P. 1983 . Fisher's paradox and the theory of interest . American Economic Review , 73 : 619 – 30 .
- Engle , R. and Granger , C. 1987 . Cointegration and error correction: representation, estimation and testing . Econometrica , 55 : 251 – 76 .
- Harris , D. and Inder , B. 1994 . “ A test of the null hypothesis of cointegration ” . In Nonstationary Time Series Analysis and Cointegration , Edited by: Hargreaves and Colin . Oxford : Oxford University Press .
- Mitchell , D. 1985 . Expected inflation and interest rates in a multi-asset model: a note . Journal of Finance , : 595 – 9 .
- Owen , P. 1993 . Cointegration analysis of the Fisher hypothesis: the role of the real rate and the Fisher identity . Applied Financial Economics , 3 : 21 – 6 .
- Placone , D. and Wallace , M. 1987 . A monetary deregulation and inverting the inverted Fisher effect . Economics Letters , 24 : 335 – 8 .
- Viren , M. 1986 . The relationship between interest rates and inflation during the prewar period: some empirical evidence . Economics Letters , 20 : 23 – 7 .
- Wallace , M. and Warner , J . 1993 . The Fisher effect and the term structure of interest rates: tests of cointegration . Review of Economics and Statistics , 75 : 320 – 24 .
![Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.]({"type":"image" , "src" : "/sda/112440/MPU-Jenni-AI-ECONOMICS.png"})