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Cointegration analysis of the inverted Fisher effect: evidence from Belgium, France and Germany

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  • Taijfiq Choudhry

Abstract

This paper investigates the inverted Fisher effect in Belgium, France and Germany during 1955-94 using the cointegration method. Cointegration tests of two different null hypotheses, cointegration and no cointegration, are applied. Little support is found for the inverted Fisher effect.

Suggested Citation

  • Taijfiq Choudhry, 1997. "Cointegration analysis of the inverted Fisher effect: evidence from Belgium, France and Germany," Applied Economics Letters, Taylor & Francis Journals, vol. 4(4), pages 257-260.
    • Handle: RePEc:taf:apeclt:v:4:y:1997:i:4:p:257-260
    DOI: 10.1080/758518506
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    Cited by:

    1. R. Santos Alimi, 2014. "ARDL Bounds Testing Approach to Cointegration: A Re-Examination of Augmented Fisher Hypothesis in an Open Economy," Asian Journal of Economic Modelling, Asian Economic and Social Society, vol. 2(2), pages 103-114, June.
    2. Peter Kehinde, Mogaji, 2010. "Fisher Effect and the Relationship between Nominal Interest Rates and Inflation: The Case of Nigeria," MPRA Paper 98760, University Library of Munich, Germany.
    3. Awomuse, Bernard O. & Alimi, Santos R., 2012. "The Relationship between Nominal Interest Rates and Inflation: New Evidence and Implication for Nigeria," MPRA Paper 49684, University Library of Munich, Germany.
    4. Sevda Yapraklı, 2022. "The Validity of The Neo-Fisher Effect in The Period of Explicit Inflation Targeting: An Econometric Analysis on Turkey," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(37), pages 85-105, December.
    5. S, Surayya, 2018. "Alternative Specifications of Fisher Hypothesis: An Empirical Investigation," MPRA Paper 90320, University Library of Munich, Germany.

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