A Test of the Fisher Effect in Nigeria
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Date
2014-06
Journal Title
Journal ISSN
Volume Title
Publisher
Research Department, Central Bank of Nigeria.
Abstract
This paper uses the state space model to investigate the dynamic relationship between real interest rate and inflation in Nigeria. The paper reveals varying degrees of effect across interest rate and time horizons.
Description
Keywords
Fisher Effect, State Space Model, Cointegration
Citation
Tule, M. K. et al. (2014). A Test of the Fisher Effect in Nigeria. Economic and Financial Review, 52(2), 1–32.