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Cointegration
Journals:
Journal of Applied Econometrics
Publication Year:
2008
Joakim Westerlund
Panel cointegration tests of the Fisher effect (replication data)
Most empirical evidence suggests that the Fisher effect, stating that inflation and nominal interest rates should cointegrate with a unit slope on inflation, does not hold, a...
DOI:10.15456/jae.2022319.0719691882
TXT
