Toda-Yamamoto Causality Test between Inflation and Nominal Interest Rates: Evidence from Three Countries of Europe
<p>This paper investigates the relationship between inflation and nominal interest rates for three European countries, Germany (member of EMU), Great Britain (member country of EU but not EMU) and Switzerland (a non-EU country) from January 1995 until May 2015. For testing the long run equilib...
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| Format: | Article |
| Language: | English |
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EconJournals
2017-12-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | https://www.econjournals.com/index.php/ijefi/article/view/5676 |