The Fisher Effect Using Differences in The Deterministic Term
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- Bosupeng, Mpho, 2015. "The Fisher Effect Using Differences in The Deterministic Term," MPRA Paper 77921, University Library of Munich, Germany, revised 2015.
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Cited by:
- Andrew Phiri, 2023. "Fisher’s hypothesis in time–frequency space: a premier using South Africa as a case study," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(5), pages 4255-4284, October.
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More about this item
Keywords
Fisher effect; nominal interest rates; inflation; cointegration; deterministic term;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
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