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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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Disproving Joan Robinson’s Interest Rate Theory
Choi, Hak - 2022
Karl Marx (1867) defined profit rate as the upper limit of interest rate, and claimed that actual interest rate must be somewhere below this limit. Detesting the uncertainty, Joan Robinson (1959) simply set interest rate to Marx’s profit rate. This paper disproves Robinson
Persistent link: https://www.econbiz.de/10013405407
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The Fisher Hypothesis and Inflation Persistence : Evidence From Five Major Industrial Countries
Peng, Wensheng - 1995
between the nominal interest rate and inflation in the postwar period in the five major industrial countries, utilizing … rate and the inflation rate as between the two groups of countries are reflected in the time series properties of the … inflation rates, which are, in turn, partly attributable to the different extent to which monetary authorities accommodated …
Persistent link: https://www.econbiz.de/10014395917
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Did quantitative easing affect interest rates outside the US? : new evidence based on interest rate differentials
Belke, Ansgar; Gros, Daniel; Osowski, Thomas - 2016
„Quantitative Easings“ der Federal Reserve auf den amerikanischen Zins erkennen. Ausgehend von diesem Ergebnis werden empirisch im …
Persistent link: https://www.econbiz.de/10011414128
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Did Quantitative Easing Affect Interest Rates Outside the US? – New Evidence Based on Interest Rate Differentials
Belke, Ansgar Hubertus - 2016
This paper explores the effects of non-standard monetary policies on international yield relationships. Based on a descriptive analysis of international long-term yields, we find evidence that long-term rates have followed a global downward trend prior to as well as during the financial crisis....
Persistent link: https://www.econbiz.de/10013000543
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Toda-Yamamoto causality test between inflation and nominal interest rates : evidence from three countries of Europe
Dritsaki, Chaido - In: International journal of economics and financial issues … 7 (2017) 6, pp. 120-129
Persistent link: https://www.econbiz.de/10011948274
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A Chinese Slowdown and the Nominal Term Structures of the US and German Interest Rates
Maletic, Matjaz - 2018
To measure the global spillovers of a Chinese slowdown on the long-term nominal interest rates in the US/Germany, I model the US/German nominal term structure jointly in the post financial crisis (FC) sample, including the Chinese leading indicator as a new factor. I use an affine term structure...
Persistent link: https://www.econbiz.de/10012913804
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The influence of international parity on the exchange rate : purchasing power parity and international Fisher effect
Mionel, Oana - In: Acta Universitatis Danubius / Oeconomica 8 (2012) 1, pp. 60-81
Persistent link: https://www.econbiz.de/10009775225
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Short and long run tests of the Fisher hypothesis
Shrestha, Keshab; Chen, Sheng-syan - In: Advances in financial planning and forecasting 9 (2000), pp. 243-251
Persistent link: https://www.econbiz.de/10001614726
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The Fisher effect on long-term U.K. interest rates in alternative monetary regimes : 1844-2018
Berument, Hakan; Froyen, Richard T. - In: Applied economics 53 (2021) 33, pp. 3795-3809
Persistent link: https://www.econbiz.de/10012589539