Add to ORKGThe Fisher (1930) hypothesis suggests that a long run equilibrium relationship exists between the nonstationary series: nominal interest and expected inflation. Testing such a cointegrating relationship is complicated by the presence of the unobserved ex ante real rate of interest in residuals from the cointegrating regression. Assumptions concerning the stochastic properties of the expected real rate of interest are examined and two proxies for the ex ante real rate are employed in multivariate cointegration tests of the Fisher hypothesis.
There has been widespread concern among policymakers about the relationships or inter-effects betwee...
* E-mail of the corresponding author: This paper investigates the relationship between expe extent t...
The Fishenan hypothesIs assert's that, If the expected real rate if interest is constant and therefo...
This paper investigates the validity of the Fisher hypothesis using data from thirty-three developed...
finds the existence of a Fisher relation via Johansen cointegration tests. The coin-tegrating relati...
Inflation and its consisting macroeconomic problems are too important for whole economy. Inflation a...
Many researchers have used a cointegration approach to test for the Fisher effect. This note argues ...
This thesis focuses on the econometric evaluation of Fisher hypothesis. According to Fisher hypothes...
Recent advances in nonlinear cointegration analysis find evidence for a nonlinear long-run relation ...
The recent advances in the econometrics of integrated time series by Johansen are applied to the muc...
The Fisher effect posits that nominal interest rates move one for one with inflation. This hypothesi...
Many researchers have used a cointegration approach to test for the Fisher effect. This note argues ...
This paper revisits the Fisher hypothesis concerning the determination of real rates by estimating f...
Recent empirical studies suggest that the Fisher hypothesis, stating that inflation and nominal inte...
This study examines the long-term persistence in ex ante real interest rates. According to the long-...
There has been widespread concern among policymakers about the relationships or inter-effects betwee...
* E-mail of the corresponding author: This paper investigates the relationship between expe extent t...
The Fishenan hypothesIs assert's that, If the expected real rate if interest is constant and therefo...
This paper investigates the validity of the Fisher hypothesis using data from thirty-three developed...
finds the existence of a Fisher relation via Johansen cointegration tests. The coin-tegrating relati...
Inflation and its consisting macroeconomic problems are too important for whole economy. Inflation a...
Many researchers have used a cointegration approach to test for the Fisher effect. This note argues ...
This thesis focuses on the econometric evaluation of Fisher hypothesis. According to Fisher hypothes...
Recent advances in nonlinear cointegration analysis find evidence for a nonlinear long-run relation ...
The recent advances in the econometrics of integrated time series by Johansen are applied to the muc...
The Fisher effect posits that nominal interest rates move one for one with inflation. This hypothesi...
Many researchers have used a cointegration approach to test for the Fisher effect. This note argues ...
This paper revisits the Fisher hypothesis concerning the determination of real rates by estimating f...
Recent empirical studies suggest that the Fisher hypothesis, stating that inflation and nominal inte...
This study examines the long-term persistence in ex ante real interest rates. According to the long-...
There has been widespread concern among policymakers about the relationships or inter-effects betwee...
* E-mail of the corresponding author: This paper investigates the relationship between expe extent t...
The Fishenan hypothesIs assert's that, If the expected real rate if interest is constant and therefo...