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Testing the Fisher hypothesis in the presence of structural breaks and adaptive inflationary expectations : evidence from Nigeria
Uyaebo, Stephen O. U.; Bello, Yakubu A.; Omotosho, … - In: CBN journal of applied statistics 7 (2016) 1, pp. 333-358
Hansen Co-integration test confirmed the existence of a long-run relationship between nominal interest rates and inflation …
Persistent link: https://www.econbiz.de/10011529383
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The Inverted Fisher Hypothesis : Inflation Forecastability and Asset Substitution
Choi, Woon Gyu - 2021
This paper examines the implications of inflation persistence for the inverted Fisher hypothesis that nominal interest … rates do not adjust to inflation because of a high degree of substitutability between money and bonds. It is emphasized that … the substitutability between nominal assets and capital renders the hypothesis inconsistent with the data when inflation …
Persistent link: https://www.econbiz.de/10013317765
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Testing the Fisher hypothesis in the G-7 countries using I(d) techniques
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
, linking nominal interest rates to inflation; however, there is no evidence of the full adjustment of the former to the latter …
Persistent link: https://www.econbiz.de/10011654595
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Testing the Fisher hypothesis in the G-7 Countries using i(d) techniques
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
, linking nominal interest rates to inflation; however, there is no evidence of the full adjustment of the former to the latter …
Persistent link: https://www.econbiz.de/10011654734
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Monetary Policy and the Fisher Effect
Söderlind, Paul - 2013
affects the relation between nominal interest rates, inflation expectations, and real interest rates. The benchmark parameters … include stronger inflation targeting and more active monetary policy …
Persistent link: https://www.econbiz.de/10013095886
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A Note on Nonstationarity, Structural Breaks, and the Fisher Effect
Malliaropulos, Dimitris - 2022
We find empirical evidence that inflation, nominal, and real interest rates in the US are trend-stationary with a …
Persistent link: https://www.econbiz.de/10014235539
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Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques
Caporale, Guglielmo Maria - 2017
, linking nominal interest rates to inflation; however, there is no evidence of the full adjustment of the former to the latter …
Persistent link: https://www.econbiz.de/10012954348
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Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques
Caporale, Guglielmo Maria - 2017
, linking nominal interest rates to inflation; however, there is no evidence of the full adjustment of the former to the latter …
Persistent link: https://www.econbiz.de/10012955896
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The relationship between inflation and interest rates in the UK : the nonlinear ARDL approach
Gocer, Ismet; Ongan, Serdar - In: Journal of central banking theory and practice 9 (2020) 3, pp. 77-86
. This model decomposes the changes in original inflation series as two new series: increases and decreases in inflation … rates. Hence, it enables us to examine the Fisher effect in terms of increases and decreases in inflation separately. The …
Persistent link: https://www.econbiz.de/10012306785
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Interest rates, expected inflation and structural breaks : further evidence on the Fisher effect in India (1996 - 2013)
Tronzano, Marco - In: Economia internazionale 67 (2014) 4, pp. 531-554
Persistent link: https://www.econbiz.de/10010502085