COINTEGRATION ANALYSIS OF THE INVERTED FISHER EFFECT - EVIDENCE FROM BELGIUM, FRANCE AND GERMANY

Authors
CHOUDHRY T
Citation
T. Choudhry, COINTEGRATION ANALYSIS OF THE INVERTED FISHER EFFECT - EVIDENCE FROM BELGIUM, FRANCE AND GERMANY, Applied economics letters, 4(4), 1997, pp. 257-260
Citations number
9
Categorie Soggetti
Economics
Journal title
Applied economics letters → ACNP
ISSN journal
13504851
Volume
4
Issue
4
Year of publication
1997
Pages
257 - 260
Database
ISI
SICI code
1350-4851(1997)4:4<257:CAOTIF>2.0.ZU;2-C
Abstract
This paper investigates the inverted Fisher effect in Belgium, France and Germany during 1955-94 using the cointegration method. Cointegrati on tests of two different null hypotheses, cointegration and no cointe gration, are applied. Little support is found for the inverted Fisher effect.