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An ARDL bounds test of the long-run Fisher effect in the United States and Canada

  • Atkins, Frank J.
  • Coe, Patrick J.

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File URL: http://www.sciencedirect.com/science/article/B6X4M-46HDSKN-1/2/1a5631e3e5f3be3f522c2377c91b714d
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Article provided by Elsevier in its journal Journal of Macroeconomics.

Volume (Year): 24 (2002)
Issue (Month): 2 (June)
Pages: 255-266

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Handle: RePEc:eee:jmacro:v:24:y:2002:i:2:p:255-266
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/622617

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  1. Donald W.K. Andrews, 1986. "Power in Econometric Applications," Cowles Foundation Discussion Papers 800, Cowles Foundation for Research in Economics, Yale University.
  2. William J. Crowder, 1997. "The Long-Run Fisher Relation in Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 30(4), pages 1124-42, November.
  3. Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-76, March.
  4. James H. Stock, 1991. "Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series," NBER Technical Working Papers 0105, National Bureau of Economic Research, Inc.
  5. Robert G. King & Mark W. Watson, 1997. "Testing long-run neutrality," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 69-101.
  6. Koustas, Z., 1996. "Canadian Evidence on Long-Run Neutrality Propositions," Papers 1996-04, York (Canada) - Department of Economics.
  7. James Bullard, 1999. "Testing long-run monetary neutrality propositions: lessons from the recent research," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 57-77.
  8. Koustas, Zisimos & Serletis, Apostolos, 1999. "On the Fisher effect," Journal of Monetary Economics, Elsevier, vol. 44(1), pages 105-130, August.
  9. Robert W. Dimand, 1999. "Irving Fisher and the Fisher Relation: Setting the Record Straight," Canadian Journal of Economics, Canadian Economics Association, vol. 32(3), pages 744-750, May.
  10. M. Hashem Pesaran & Yongcheol Shin & Richard J. Smith, 2001. "Bounds testing approaches to the analysis of level relationships," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 289-326.
  11. Canova, Fabio, 1994. "Testing long-run neutrality: Empirical evidence for G7-countries with special emphasis on Germany A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 41(1), pages 119-125, December.
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