4Atkins, F.J., P.J. Coe (2002), An ARDL Bounds Test Approach to Testing the Long-run Fisher Effect in the United States and Canada [J], Journal of Macroeconomics, 24, 255-266.
5Balfoussia, C. and M. Wickens. (2003), Macroeconomic Sources of Risk in the Term Structure, mimeo, Department of Economics, University of York.
6Breusch, T. (1978), Testing for autocorrelation in dynamic linear models [J], Australian Eeo- nomicPapers, 17, 334-355.
7Ekaterini, Panopoulou (2005), A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators, ⅢS Working Paper No. 67, 2005.
8Fama, E.F. (1975), Short Term InterestRates as Predictors of Inflation [J], American Economic Review, 62, 269-282.
9Fama, E.F. , Gibbons, M.R. (1975), Inflation, Real Returns, and Capital Investment [J], Journal of Monetary Economics, 9, 297-324.
10Fisher, I. (1930), The Theory of Interes [M], New York , MacMillan.