34
Views
13
CrossRef citations to date
0
Altmetric
Original Articles

The adjustment of nominal interest rates in Mexico: a study of the Fisher effect

Pages 255-257 | Received 28 Jul 1995, Published online: 02 Nov 2006

References

  • Aspe , P. 1993 . Economic Transformation the Mexican Way , Cambridge, Massachusetts : The MIT Press .
  • Atkins , F. J. 1989 . Co-integration, error correction and the Fisher effect . Applied Economics , 21 : 1611 – 20 .
  • Bonham , C. S. 1991 . Correct cointegration tests of the long-run relationship between nominal interest and inflation . Applied Economics , 23 : 1487 – 92 .
  • Dickey , D. A. and Pentula , G. S. 1987 . Determining the order of differencing in autoregressive processes . Journal of Business Economics and Statistics , 5 : 455 – 61 .
  • Engle , R. F. 1982 . Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation . Econometrica , 50 : 987 – 1007 .
  • Engle , R. F. and Granger , C. W. J. 1987 . Cointegration and error correction: representation, estimation and testing . Econometrica , 55 : 251 – 76 .
  • Fisher , I. 1930 . The Theory of Interest , New York : Macmillan .
  • Gilbert , C. L. 1986 . Professor Hendry's econometric methodology . Oxford Bulletin of Economics and Statistics , 48 : 283 – 303 .
  • Godfrey , L. G. 1978 . Testing for higher order serial correlation in regression equations when the regressors include lagged dependent variables . Econometrica , 46 : 1303 – 10 .
  • Inder , B. and Silvapulle , P. 1993 . Does the Fisher effect apply in Australia? . Applied Economics , 25 : 839 – 43 .
  • Johansen , S. 1988 . Statistical analysis of cointegration vectors . Journal of Economic Dynamics and Control , 12 : 231 – 54 .
  • Loser, C. and Kalter, E. (Eds) (1992) Mexico: the strategy to achieve sustained economic growth, International Monetary Fund Occasional Paper 99, Washington D.C.
  • Lustig , N. 1982 . Mexico: The Remaking of an Economy , Washington, D.C. : The Brookings Institution .
  • MacDonald , R. and Murphy , P. D. 1989 . Testing for long-run relationships between nominal interest rates and inflation using cointegration techniques . Applied Economics , 21 : 439 – 77 .
  • MacKinnon, J. G. (1990) Critical values for cointegration tests. Working Paper, University of California, San Diego
  • Tanzi , V. 1980 . Inflationary expectations, economic activity, taxes and interest rates . American Economic Review , 70 : 12 – 21 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.