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

Taijfiq Choudhry

Applied Economics Letters, 1997, vol. 4, issue 4, 257-260

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.

Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:4:y:1997:i:4:p:257-260

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DOI: 10.1080/758518506

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