Does the Fisher hypothesis hold for the G7 countries? Evidence from ADL threshold cointegration test

Author:

Güriş Burak,Yaşgül Yaşar Serhat

Publisher

Springer Science and Business Media LLC

Subject

General Social Sciences,Statistics and Probability

Reference39 articles.

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2. Ahmad, S.: Fisher effect in nonlinear STAR framework: some evidence from Asia. Econ. Bull. 30(4), 2558–2566 (2010b)

3. Alimi, S.R., Ofonyelu, C.C.: Toda-Yamamoto causality test between money market interest rate and expected inflation: the Fisher hypothesis revisited. Eur. Sci. J. 9(7), 125–142 (2013)

4. Atkins, F.J.: Co-integration, error correction and the Fisher effect. Appl. Econ. 21, 1611–1620 (1989)

5. Atkins, F.J., Coe, P.J.: An ARDL bounds test of the long-run Fisher effect in the United States and Canada. J. Macroecon. 2, 255–266 (2004)

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