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Economic and Financial Review

Publisher

Research Department, Central Bank of Nigeria.

Keywords

Fisher Effect, State Space Model, Cointegration

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.

Issue

52

Volume

2

Recommended Citation

Tule, M. K. et al. (2014). A Test of the Fisher Effect in Nigeria. Economic and Financial Review, 52(2), 1–32.

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