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Estimator Choice and Fisher's Paradox: A Monte Carlo Study

Citations

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Cited by:

  1. Salah A. Nusair, 2017. "The J-Curve phenomenon in European transition economies: A nonlinear ARDL approach," International Review of Applied Economics, Taylor & Francis Journals, vol. 31(1), pages 1-27, January.
  2. Tang, Chor Foon, 2010. "Revisiting the health-income nexus in Malaysia: ARDL cointegration and Rao's F-test for causality," MPRA Paper 27287, University Library of Munich, Germany.
  3. Thorbecke, Willem, 2008. "Global imbalances, triangular trading patterns, and the yen/dollar exchange rate," Journal of the Japanese and International Economies, Elsevier, vol. 22(4), pages 503-517, December.
  4. Westerlund, Joakim, 2005. "Panel Cointegration Tests of the Fisher Hypothesis," Working Papers 2005:10, Lund University, Department of Economics.
  5. Ang, James, 2009. "The Saving-Investment Dynamics And Financial Sector Reforms in India," MPRA Paper 14498, University Library of Munich, Germany.
  6. David O. Cushman & Glauco De Vita & Emmanouil Trachanas, 2023. "Is the Fisher effect asymmetric? Cointegration analysis and expectations measurement," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 3727-3748, October.
  7. Caporale, Guglielmo Maria & Gil-Alaña, Luis, 2019. "Testing the Fisher hypothesis in the G-7 countries using I(d) techniques," International Economics, Elsevier, vol. 159(C), pages 140-150.
  8. Nusair, Salah A., 2016. "The effects of oil price shocks on the economies of the Gulf Co-operation Council countries: Nonlinear analysis," Energy Policy, Elsevier, vol. 91(C), pages 256-267.
  9. Esin Cakan, 2018. "Impact of Financial and Trade Openness on Financial Development in Emerging Market Economies: The Case of Turkey," American Journal of Economics and Business Administration, Science Publications, vol. 9(4), pages 71-80, March.
  10. E.Panopoulou, 2005. "A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators," Economics Department Working Paper Series n1500205, Department of Economics, National University of Ireland - Maynooth.
  11. Panopoulou, Ekaterini & Pantelidis, Theologos, 2016. "The Fisher effect in the presence of time-varying coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 495-511.
  12. Jesús Clemente & María Dolores Gadea & Antonio Montañés & Marcelo Reyes, 2017. "Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries," Econometrics, MDPI, vol. 5(1), pages 1-17, February.
  13. Joakim Westerlund, 2008. "Panel cointegration tests of the Fisher effect," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 193-233.
  14. Ahmed Mehedi Nizam, 2020. "How the banking system is creating a two-way inflation in an economy," PLOS ONE, Public Library of Science, vol. 15(4), pages 1-40, April.
  15. Georgios A. Savvakis & Dimitris Kenourgios & Theofanis Papageorgiou, 2021. "To EMU or not to EMU: Can TFP “provoke” the capital structure puzzle of SMEs?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2595-2611, April.
  16. Nusair, Salah A., 2019. "Oil price and inflation dynamics in the Gulf Cooperation Council countries," Energy, Elsevier, vol. 181(C), pages 997-1011.
  17. M. Shahe Emran & Forhad Shilpi & M. Imam Alam, 2007. "Economic liberalization and price response of aggregate private investment: time series evidence from India," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(3), pages 914-934, August.
  18. Ang, James B., 2010. "Research, technological change and financial liberalization in South Korea," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 457-468, March.
  19. Salah A Nusair, 2017. "On the Nominal and Real Currency Devaluation Nexus in European Transition Economies," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 43(4), pages 677-698, September.
  20. Ang, James B., 2011. "Finance and consumption volatility: Evidence from India," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 947-964, October.
  21. M. Shahe Emran & Forhad Shilpi, 2010. "Estimating an Import Demand Function in Developing Countries: A Structural Econometric Approach with Applications to India and Sri Lanka," Review of International Economics, Wiley Blackwell, vol. 18(2), pages 307-319, May.
  22. Ang, James, 2009. "Financial Liberalization Or Repression?," MPRA Paper 14497, University Library of Munich, Germany.
  23. Nusair, Salah A., 2020. "The asymmetric effects of oil price changes on unemployment: Evidence from Canada and the U.S," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
  24. Dong-Hyeon Kim & Shu-Chin Lin & Joyce Hsieh & Yu-Bo Suen, 2018. "The Fisher Equation: A Nonlinear Panel Data Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(1), pages 162-180, January.
  25. Arnwine, Neil & Yigit, Taner M., 2008. "What Fisher knew about his relation, we sometimes forget," Economics Letters, Elsevier, vol. 101(3), pages 193-195, December.
  26. Ang, James, 2009. "Growth Volatility and Financial Repression: Time Series Evidence from India," MPRA Paper 14412, University Library of Munich, Germany.
  27. Jamal HUSEIN & Chuck PIER, 2019. "Long-Run Sustainability Of Current Account Balance: Evidence From Twenty North And Latin American Economies," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 19(2), pages 75-90.
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