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 …

This paper investigates evidence of a Fisher effect in Nigeria by employing quarterly CPI inflation and Nominal … inflation rates in the long run despite the presence of positive relationship among the variables. Our study recommends the … adoption of potent policies aimed at checking inflation so as to help reduce high interest rates in order to stimulate growth …

of the daily percentage change in the S&P 500 on the TIPS spread measuring inflation expectations show little correlation … between asset prices and expected inflation from 2003 until early 2008. However, since early 2008 the correlation between … changes in stock prices and in inflation expectations has been strongly positive and statistically significant …

inflation expectations in Finland utilising a univariate time series model and a special structural change procedure in Junttila … (1997). The use of cointegration techniques enables to include this generated regressor to the estimation equation, because … Johansen procedure, which is based on maximum likelihood estimation. Furthermore, we also apply Kalman filtering to the …

interest rate and inflation rate across a time frequency space and then employ wavelet coherence tools to investigate the … interest rates and inflation for SACU countries in the post-2000 period, with stronger Fisher effects existing around the …

the G7 countries. We first show that nominal interest and inflation rates are better represented as I(0) variables. Later … inflation rates to nominal interest rates is very different than one. …

Hansen Co-integration test confirmed the existence of a long-run relationship between nominal interest rates and inflation …

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 …

. 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 …

, linking nominal interest rates to inflation; however, there is no evidence of the full adjustment of the former to the latter …