Results 251 to 260 of about 4,485,260 (310)

A Boveri perspective on cancer biomarker testing using artificial intelligence. [PDF]

open access: yesNPJ Precis Oncol
Conde E   +4 more
europepmc   +1 more source

Fisher Hypothesis Revisited: A Fractional Cointegration Analysis [PDF]

open access: possibleEmerging Markets Finance and Trade, 2006
This paper investigates the validity of the Fisher hypothesis using data from thirtythree developed and developing countries. Conventional cointegration tests do not provide strong evidence for a relation between nominal interest rates and inflation. Therefore, we use fractional cointegration analysis to test the long-run relationship between the two ...
Adnan Kasman   +2 more
exaly   +4 more sources

Hypothesis Testing for Fisher–Snedecor Diffusion

open access: yesJournal of Statistical Planning and Inference, 2012
We consider the problem of testing the hypothesis whether the random variable X_t, for fixed t grether that zero, on marginal distribution of ergodic diffusion with Fisher-Snedecor invariant distribution, to be called Fisher-Snedecor diffusion. We propose a GMM approach to testing this statistical hypothesis where the moment condition is based on ...
Nenad Suvak, N N Leonenko
exaly   +4 more sources

Quantile cointegration analysis of the Fisher hypothesis

Journal of Macroeconomics, 2013
Abstract This paper intends to provide possible explanations for the empirical failure of the Fisher hypothesis in terms of economic shocks by employing the quantile cointegration methodology recently proposed by Xiao (2009) . Our empirical results for six OECD countries suggest that though the nominal interest rate and inflation move together in ...
Ching‐Chuan Tsong, Cheng-Feng Lee
semanticscholar   +2 more sources

The Fisher Hypothesis under Different Monetary Regimes

The Review of Economics and Statistics, 1986
We examine the relation between inflation and nominal interest rates under the various monetary regimes in effect in the United States since the turn of the century. Our data include a newly constructed time series of short-term municipal bond yields observed annually since 1902.
Thomas A. Barthold, W. R. Dougan
semanticscholar   +2 more sources

Home - About - Disclaimer - Privacy