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Year of publication
Subject
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Fisher effect 578 Fisher-Effekt 539 Inflation 219 Estimation 197 Schätzung 197 Interest rate 184 Zins 183 Theorie 141 Theory 141 Cointegration 107 Inflation expectations 106 Inflationserwartung 106 Kointegration 98 USA 97 United States 96 Zinstheorie 78 Theory of interest 77 Geldpolitik 51 Monetary policy 50 Capital income 45 Kapitaleinkommen 45 Fisher Effect 35 inflation 35 Real interest rate 34 Realzins 34 Einheitswurzeltest 33 Unit root test 33 Zeitreihenanalyse 31 Time series analysis 30 Exchange rate 27 Wechselkurs 27 Kaufkraftparität 26 Purchasing power parity 26 Interest rate parity 25 Zinsparität 25 Börsenkurs 24 Großbritannien 24 United Kingdom 24 Inflationsrate 23 Share price 23
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Online availability
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Free 210 Undetermined 83 CC license 6
Type of publication
All
Article 355 Book / Working Paper 262
Type of publication (narrower categories)
All
Article in journal 296 Aufsatz in Zeitschrift 296 Working Paper 102 Arbeitspapier 94 Graue Literatur 86 Non-commercial literature 86 Aufsatz im Buch 17 Book section 17 Hochschulschrift 11 Article 9 Thesis 8 Bibliografie enthalten 2 Bibliography included 2 Case study 2 Collection of articles written by one author 2 Fallstudie 2 Sammlung 2 Collection of articles of several authors 1 Conference paper 1 Festschrift 1 Konferenzbeitrag 1 Sammelwerk 1 Systematic review 1 research-article 1 review-article 1 Übersichtsarbeit 1
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Language
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English 538 Undetermined 46 Spanish 14 German 8 French 4 Portuguese 3 Russian 2 Croatian 1 Italian 1
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Author
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Caporale, Guglielmo Maria 14 Söderlind, Paul 10 Berentsen, Aleksander 9 Gil-Alaña, Luis A. 9 Menzio, Guido 9 Uribe, Martín 9 Wright, Randall D. 8 Alagidede, Paul 7 Barsky, Robert B. 7 Holly, Sean 7 Mishkin, Frederic S. 7 Pesaran, M. Hashem 7 Dées, Stéphane 6 Herwartz, Helmut 6 Lothian, James R. 6 Phillips, Peter C. B. 6 Phiri, Andrew 6 Smith, L. Vanessa 6 Beyer, Andreas 5 Choi, Woon Gyu 5 Choudhry, Taufiq 5 Cieślak, Anna 5 Cooray, Arusha 5 Dewald, William G. 5 Karatzas, Ioannis 5 King, Robert G. 5 Koustas, Zisimos 5 Panagiotidis, Theodore 5 Pflueger, Carolin E. 5 Shubik, Martin 5 Sudderth, William D. 5 Berument, Hakan 4 Bianchi, Javier 4 Crowder, William J. 4 Dutt, Swarna D. 4 Edwards, Sebastian 4 Geanakoplos, John 4 Granville, Brigitte 4 Hsing, Yu 4 Hubrich, Kirstin 4
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Institution
All
National Bureau of Economic Research 16 EconWPA 5 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 C.E.P.R. Discussion Papers 2 Centro de Estudios Andaluces, Government of Andalusia 2 Department of Economics, Brock University 2 National Graduate Institute for Policy Studies (GRIPS) 2 Banco Central de Costa Rica 1 CESifo 1 Chambre de commerce et d'industrie de Paris 1 Department of Economics, Faculty of Business and Economics 1 Department of Economics, National University of Ireland 1 Department of Economics, University of Stirling 1 Department of Economics, University of Warwick 1 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 1 Economics Department, Queen's University 1 European Central Bank 1 Faculteit Economie en Bedrijfskunde, Universiteit Gent 1 Federal Reserve System / Board of Governors 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Institute for International Integration Studies (IIIS), Trinity College Dublin 1 International Institute of Social and Economic Sciences 1 Lunds Universitet / Nationalekonomiska Institutionen 1 Nationalekonomiska Institutionen <Göteborg> 1 Rimini Centre for Economic Analysis (RCEA) 1 University of Bonn, Germany 1 University of Western Ontario, Department of Economics 1 İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 1
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Published in...
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NBER working paper series 16 NBER Working Paper 13 Working paper / National Bureau of Economic Research, Inc. 13 Applied economics letters 11 Applied economics 10 Applied financial economics 9 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 5 Journal of international financial markets, institutions & money 5 Journal of macroeconomics 5 Economic quarterly 4 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 4 Empirical Economics 4 International review of economics & finance : IREF 4 Journal of economics and finance 4 Journal of international money and finance 4 MPRA Paper 4 The North American journal of economics and finance : a journal of financial economics studies 4 The journal of economics 4 Applied econometrics and international development 3 CBN Journal of Applied Statistics 3 CBN journal of applied statistics 3 CESifo working papers 3 Celebrating Irving Fisher : the legacy of a great economist 3 Cowles Foundation discussion paper 3 Economic modelling 3 Economics Bulletin 3 Economics letters 3 International Journal of Economics and Financial Issues 3 International journal of economics and financial issues : IJEFI 3 International journal of finance & economics : IJFE 3 International journal of financial research 3 Journal of Central Banking Theory and Practice 3 Journal of central banking theory and practice 3 Journal of empirical finance 3 Journal of money, credit and banking : JMCB 3 Macroeconomics and finance in emerging market economies 3 Open economies review 3 Seoul journal of economics 3 The American economic review 3 The American journal of economics and sociology 3
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Source
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ECONIS (ZBW) 536 RePEc 61 EconStor 17 Other ZBW resources 2 USB Cologne (EcoSocSci) 1
Showing 1 - 50 of 617
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A brief note on Thailand household debt dynamics, Fisher effects, and monetary policy transmission
Teerapap Pangsapa; Thanaphol Kongphalee; Maneerat Gongsiang - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015327669
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The Fisher's hedge hypothesis : what about homogeneity and stability properties?
Neifar, Malika; Harzallah, Amira - In: Journal of derivatives and quantitative studies : … 32 (2024) 4, pp. 344-370
The purpose of this study is to see if the Fisher's hypothesis validation is robust in year or/and countries dimensions. We investigate whether nominal or real stock market returns are hedged against inflation rate, so as to determine the appropriate time and markets to invest in (from the 32...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015173797
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Inflation, equity market volatility, and bond prices : evidence from G7 countries
Chen, Yu-Fen; Chiang, Thomas C.; Lin, Fu-Lai - In: Risks : open access journal 11 (2023) 11, pp. 1-22
This study examines the impacts of the US inflation rate on the bond prices of G7 countries across different maturities using inflation-induced equity market volatility (EMV) to better account for bond price determinants. The regression model, a GED-GARCH (1,1) procedure, is adopted to deal with...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014436363
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Interest rates, moneyness, and the Fisher equation
Herrenbrueck, Lucas; Wang, Zijian - 2023 - This version: December 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014443707
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Exchange rate and inflation under weak monetary policy : Turkey verifies theory
Gürkaynak, Refet S.; Kısacıkoğlu, Burçin; Lee, … - In: Economic policy 38 (2023) 115, pp. 519-560
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014525997
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Inflation and Asset Returns
Cieślak, Anna; Pflueger, Carolin E. - 2023
The past half-century has seen major shifts in inflation expectations, how inflation comoves with the business cycle, and how stocks comove with Treasury bonds. Against this backdrop, we review the economic channels and empirical evidence on how inflation is priced in financial markets. Not all...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014254167
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A study of Fisher Effect in India
Suryavanshi, Swapnil - In: Indian economic review : official journal of Delhi … 58 (2023), pp. 485-503
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014391795
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Successive economic cycles and the Fisher effect
Agnihotri, Khushboo; Srivastava, Sachin Kumar; Gupta, Omdeep - In: International journal of accounting, auditing and … 21 (2025) 1/2, pp. 144-172
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015376445
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Inflation hedging properties of differnet asset classes in Malaysia
Lee, Siew Peng; Mansor, Md. Isa - In: Asian journal of business and accounting : AJBA 12 (2019) 1, pp. 229-256
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012034995
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Investigating Fisher effect in SACU countries: A wavelet coherence approach
Mkhombo, Thando; Phiri, Andrew - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-19
The purpose of this study is to examine the time-frequency relationship in the Fisher's effect for South African Customs Union (SACU) countries using continuous wavelet transforms. We use the Wavelet power spectrum to decompose the nominal interest rate and inflation rate across a time frequency...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015074302
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Inflation and Asset Returns
Cieślak, Anna; Pflueger, Carolin E. - 2022
The past half-century has seen major shifts in inflation expectations, how inflation comoves with the business cycle, and how stocks comove with Treasury bonds. Against this backdrop, we review the economic channels and empirical evidence on how inflation is priced in financial markets. Not all...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014236299
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The Nonadjustment of Nominal Interest Rates : A Study of the Fisher Effect
Summers, Lawrence Henry - 2022
This paper critically re-examines theory and evidence on the relation- ship between interest rates and inflation. It concludes that there is no evidence that interest rates respond to inflation in the way that classical or Keynesian theories suggest, For the period 1860-1940, it does not appear...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013324088
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A Fisherian Approach to Financial Crises : Lessons from the Sudden Stops Literature
Bianchi, Javier; Mendoza, Enrique G. - 2022
Sudden Stops are financial crises defined by a large, sudden current-account reversal. They occur in both advanced and emerging economies and result in deep recessions, collapsing asset prices, and real exchange-rate depreciations. They are preceded by economic expansions, current-account...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013308355
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Monetary policy, rational confidence, and Neo-Fisherian depressions
Gobbi, Lucio; Mazzocchi, Ronny; Tamborini, Roberto - In: Metroeconomica : international review of economics 73 (2022) 4, pp. 1179-1199
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013396234
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Investigating Fisher effect in SACU countries : a wavelet coherence approach
Mkhombo, Thando; Phiri, Andrew - In: Cogent economics & finance 10 (2022) 1, pp. 1-19
The purpose of this study is to examine the time-frequency relationship in the Fisher's effect for South African Customs Union (SACU) countries using continuous wavelet transforms. We use the Wavelet power spectrum to decompose the nominal interest rate and inflation rate across a time frequency...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014500365
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Some long-run correlations of inflation in developed countries
West, Kenneth D.; Cao, Tu - In: Economía : revista del Departamento de Economía, … 45 (2022) 89, pp. 1-23
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014253593
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Implications of endogenous money growth for some tests of superneutrality and the Fisher Effect
Keating, John William - In: Economía : revista del Departamento de Economía, … 45 (2022) 89, pp. 24-51
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014253594
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Central Bank Information or Neo-Fisher Effect?
Schmitt-Grohé, Stephanie; Uribe, Martín - National Bureau of Economic Research - 2024
The neo-Fisher effect and the central bank information (CBI) effect produce similar outcomes: under both, a monetary tightening triggers an increase in inflation and an expansion in real activity. Separate estimates of these effects run the risk of confounding one with the other. To disentangle...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015145087
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The gibson paradox and the Fisher effect in advanced and emerging economies
Chowdhury, M. M. Islam; Serletis, Apostolos - In: Open economies review 35 (2024) 5, pp. 955-983
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015127109
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Interest rate, price level, and the inflation rate : evidence from the UK during the gold standard regimes
Choudhry, Taufiq - In: The Manchester School 92 (2024) 1, pp. 20-39
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014440945
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Monetary policy interdependency in fisher effect: A comparative evidence
Shobande, Olatunji Abdul; Shodipe, Oladimeji Tomiwa - In: Journal of Central Banking Theory and Practice 10 (2021) 1, pp. 203-226
In this paper, we examine the ability of Fisher effect to describe the subjective behaviour of monetary policy responses for nations constrained by global factors. We developed and estimated a simple DSGE model for appraising the consequence of an integrated financial market predictor on...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014558504
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Exchange-Rate Expectations and Nominal Interest Differentials : A Test Ofthe Fisher Hypothesis
Cumby, Robert E.; Obstfeld, Maurice - 2021
This note tests the hypothesis that nominal interest differentials between similar assets denominated in different currencies can be explained entirely by the expected change in the exchange rate over the holding period. This proposition, often called the "Fisher open" hypothesis or the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013222938
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Is the Fisher Effect for Real? A Reexamination of the Relationship between Inflation and Interest Rates
Mishkin, Frederic S. - 2021
The basic puzzle about the so-called Fisher effect, in which movements in short-term interest rates primarily reflect fluctuations in expected inflation, is why a strong Fisher effect occurs only for certain periods but not for others. This paper resolves this puzzle by reexamining the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013224871
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Bitcoin Under Inflation-Hedging Scrutiny - The Extended Fisher Hypothesis in Crypto
Swiatkowski, Jan - 2021
Improved access to the scarce, digital resource justifies analyzing Bitcoin from a macroeconomic perspective. Using ten years of historical monthly returns, this study examines Bitcoin’s hedging capabilities with respect to inflation measures following the Fisher hypothesis. Short-term...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013228142
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The Fisher Hypothesis and the Forecastability and Persistence of Inflation
Barsky, Robert B. - 2021
For the period 1860 to 1939, the simple correlation of the U.S. commercial paper rate with the contemporaneous inflation rate is -.17. The corresponding correlation for the period 1950 to 1979 is .71. Inflation evolved from essentially a white noise process in the pre-World War I years to a...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013234382
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Forecasting Pre-World War I Inflation : the Fisher Effect Revisited
Barsky, Robert B.; DeLong, James Bradford - 2021
We consider the puzzling behavior of interest rates and inflation in the United States and the United Kingdom between 1879 and 1913. A deflationary regime prior to 1896 was followed by an inflationary one from 1896 until the beginning of World War I; the average inflation rate was 3.8 percentage...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013216511
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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...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013317765
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Interest Rate Determination in Developing Countries : a Conceptual Framework
Edwards, Sebastian; Khan, Mohsin S. - 2021
As a number of developing countries move towards more liberalized financial systems, the question of how interest rates respond to foreign influences and domestic policies is one that policymakers in these countries have started to face. Most existing studies of interest rates typically treat...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013242932
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Fisher relation and financial crisis : evidence for East Asian countries
Kim, Chae-yŏng - In: Seoul journal of economics : SJE 34 (2021) 3, pp. 393-404
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012619843
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Monetary policy interdependency in fisher effect : a comparative evidence
Shobande, Olatunji Abdul; Shodipe, Oladimeji Tomiwa - In: Journal of central banking theory and practice 10 (2021) 1, pp. 203-226
In this paper, we examine the ability of Fisher effect to describe the subjective behaviour of monetary policy responses for nations constrained by global factors. We developed and estimated a simple DSGE model for appraising the consequence of an integrated financial market predictor on...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012549169
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The optimum allocation of consumption of the Fisherian shipwrecked sailors
Potužák, Pavel - In: International journal of economic sciences : IJES 10 (2021) 2, pp. 114-125
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012794501
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Sock returns-inflation nexus in Indonesia : evidence from conventional and Islamic stocks
Yahya; Majid, Muhammad Shabri Abdul; Hafasnuddin - In: Entrepreneurial business and economics review : EBER 9 (2021) 4, pp. 131-146
Objective: The objective of the article is to empirically explore the effects of actual, expected, and unexpected inflation on conventional and Islamic stock markets in Indonesia. Research Design & Methods: In the first stage, an auto-regressive integrated moving average (ARIMA) model is...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012800376
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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, ebvufind01.dmz1.zbw.eu/10011948274
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Understanding fisher behavior : the case of snapper fishers in Indonesia
Madsen, Jens Koed; Ekawaty, Rani; Ananthanarayanan, Aarthi - In: Marine resource economics 38 (2023) 1, pp. 85-100
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013548071
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Inflation and asset returns
Cieślak, Anna; Pflueger, Carolin E. - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014235126
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Inflation and asset returns
Cieślak, Anna; Pflueger, Carolin E. - In: Annual review of financial economics 15 (2023), pp. 433-448
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014426344
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Is the Fisher effect asymmetric? : cointegration analysis and expectations measurement
Cushman, David O.; De Vita, Glauco; Trachanas, Emmanouil - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3727-3748
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014429167
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A note on the neo-Fisher effect in the new Keynesian model
Ali, Syed Zahid; Qureshi, Irfan A. - In: Macroeconomic dynamics 27 (2023) 7, pp. 2012-2028
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014364411
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Inflation and Asset Returns
Cieślak, Anna; Pflueger, Carolin E. - National Bureau of Economic Research - 2023
The past half-century has seen major shifts in inflation expectations, how inflation comoves with the business cycle, and how stocks comove with Treasury bonds. Against this backdrop, we review the economic channels and empirical evidence on how inflation is priced in financial markets. Not all...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014247931
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Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.; Chen, Pei-Ying - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-22
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014485580
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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 study reconsiders the Fisher effect for the UK from a different methodological perspective. To this aim, the nonlinear ARDL model recently developed by Shin et al. (2014), is applied over the periods of 1995M1-2008M9 and 2008M10-2018M1. This model decomposes the changes in original...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014558502
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A Fisherian Approach to Financial Crises : Lessons from the Sudden Stops Literature
Mendoza, Enrique G. - 2020
Sudden Stops are financial crises defined by a large, sudden current-account reversal. They occur in both advanced and emerging economies and result in deep recessions, collapsing asset prices, and real exchange-rate depreciations. They are preceded by economic expan-sions, current-account...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012827756
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An Empirical Evidence of Fisher Effect in Bangladesh : A Time-Series Approach
Uddin, Gazi - 2020
This paper is an attempt to trace the relationship between interest rates and rates of inflation in the economy of Bangladesh. In view of this, a time series approach is considered to examine the empirical evidence of Fisher's effect in the country. By applying OLS and Unit Root test, the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012854479
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A Fisherian approach to financial crises : lessons from the sudden stops literature
Bianchi, Javier; Mendoza, Enrique G. - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012217056
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A Fisherian Approach to Financial Crises : Lessons from the Sudden Stops Literature
Bianchi, Javier - 2020
Sudden Stops are financial crises defined by a large, sudden current-account reversal. They occur in both advanced and emerging economies and result in deep recessions, collapsing asset prices, and real exchange-rate depreciations. They are preceded by economic expansions, current-account...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012482095
Saved in:
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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 study reconsiders the Fisher effect for the UK from a different methodological perspective. To this aim, the nonlinear ARDL model recently developed by Shin et al. (2014), is applied over the periods of 1995M1-2008M9 and 2008M10-2018M1. This model decomposes the changes in original...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012306785
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The Fisher Puzzle, Real Rate Anomaly, and Wicksell Effect
Anari, Ali - 2020
We study the relationships between interest and inflation rates using a recursive equation approach that takes into account both Fisher and Wicksell effects. Extending previous work, a state space representation is used to estimate time-varying ex post Fisher and Wicksell equation effects. We...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012853209
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The relationship between the exchange rate, interest rate and inflation : the case of Turkey
Özen, Ercan; Özdemir, Letife; Grima, Simon - In: Scientific Annals of Economics and Business 67 (2020) 2, pp. 259-275
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012415510
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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, ebvufind01.dmz1.zbw.eu/10012657493
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Expected Inflation and Asset Returns
Kamal, Javed Bin - 2019
There is a large body of literature on which assets are a good hedge against inflation. Most of these studies are concentrated on US or other developed countries. The present study has a wider focus; it examines the inflation hedging properties of three asset classes, namely common stocks, bonds...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012894848
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