Search Results - subject:": Fisher Effect"

The impact of the real interest rate, the exchange rate and political stability on foreign direct investment inflows : a comparative analysis of G7 and GCC countries

Al-Shubiri, Faris Nasif - In: Asia Pacific financial markets 29 (2022) 3, pp. 569-603

Persistent link: https://www.econbiz.de/10013397721

The effects of permanent monetary shocks on exchange rates and uncovered interest rate differentials

Schmitt-Grohé, Stephanie; Uribe, Martín - In: Journal of international economics 135 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013399912

Long-term interest rate predictability: Exploring the usefulness of survey forecasts of growth and inflation

Baghestani, Hamid - In: Cogent Economics & Finance 7 (2019) 1, pp. 1-12

This study focuses on the consensus forecasts from the Survey of Professional Forecasters (SPF) for 1993-2017. These include the SPF forecasts of US 10-year Treasury rate (TBR), Moody's Aaa corporate bond rate (Aaa), CPI inflation, and real GDP growth. We show that both SPF and random walk...

Persistent link: https://www.econbiz.de/10012657493

Estimation of unobserved inflation expectations in India using state-space model

Chattopadhyay, Siddhartha; Sahu, Sohini; Saakshi - In: Theoretical economics letters 9 (2019) 5, pp. 1480-1488

Persistent link: https://www.econbiz.de/10012104486

The Fisher puzzle, real rate anomaly, and Wicksell effect

Anari, Ali; Kolari, James W. - In: Journal of empirical finance 52 (2019), pp. 128-148

Persistent link: https://www.econbiz.de/10012170669

Testing the Fisher hypothesis in the G-7 countries using I(d) techniques

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International economics : a journal published by CEPII … 159 (2019), pp. 140-150

Persistent link: https://www.econbiz.de/10012318834

Are common stocks a hedge against inflation in emerging markets?

Al-Nassar, Nassar S.; Bhatti, Razzaque H. - In: Journal of economics and finance 43 (2019) 3, pp. 421-455

Persistent link: https://www.econbiz.de/10012171489

Interest rates, inflation, and the Fisher effect in China

Sánchez-Fung, José R. - In: Macroeconomics and finance in emerging market economies 12 (2019) 2, pp. 124-133

Persistent link: https://www.econbiz.de/10012176857

A Kalman filter approach to Fisher effect : evidence from Nigeria

Asemota, Omorogbe J.; Bala, Dahiru A. - In: CBN journal of applied statistics 2 (2011) 1, pp. 71-91

This paper investigates evidence of a Fisher effect in Nigeria by employing quarterly CPI inflation and Nominal … Fisher effect from 1961:1-2009:4. This result indicates that nominal interest rates do not respond one-for-one to changes in …

Persistent link: https://www.econbiz.de/10011477662

A Bayesian approach to modelling bivariate time-varying cointegration and cointegrating rank

Chua, Chew Lian; Tsiaplias, Sarantis - 2014

Persistent link: https://www.econbiz.de/10010477645