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Co-integration, error correction and the Fisher effect: A clarification
Philip Garcia
, Hector O. Zapata
Agricultural and Consumer Economics
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Dive into the research topics of 'Co-integration, error correction and the Fisher effect: A clarification'. Together they form a unique fingerprint.
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Keyphrases
Inflation
100%
Cointegration
100%
Error Correction
100%
Integral Absolute Error
100%
Fisher Effect
100%
Interest Rates
66%
Error Correction Model
66%
Error Correction Mechanism
33%
Two-source
33%
Published Results
33%
Nominal Interest Rate
33%
Feedback Relationship
33%
Causality Testing
33%
Causality Test
33%
Economics, Econometrics and Finance
Inflation
100%
Fisher Effect
100%
Interest Rate
66%
Nominal Interest Rate
33%
Earth and Planetary Sciences
Error Correction
100%