Tule, M. K.,Okpanachi, U. M.,Adamgbe, E. T.,Smith, S. E.,2018-03-262018-03-262014-06Tule, M. K. et al. (2014). A Test of the Fisher Effect in Nigeria. Economic and Financial Review, 52(2), 1–32.1957-2968http://repo.cbn.gov.ng/jspui/handle/123456789/138This 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.enFisher EffectState Space ModelCointegrationArticle