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Revisiting the Fisher Effect Hypothesis for the Cases of Argentina, Brazil and Mexico
Carneiro, Francisco; Divino, Jose Angelo; Rocha, Carlos … - 2001
This paper investigates the validity of the Fisher effect hypothesis that it is the interest rate that moves to adjust to anticipated changes in the rate of inflation. The analysis is carried out with monthly data for the period 1980-97 for three countries that have a recent history of chronic...
Persistent link: https://www.econbiz.de/10014122910
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Revisiting the Fisher Effect Hypothesis for the Cases of Argentina, Brazil and Mexico
Carneiro, Francisco; Divino, Jose Angelo; Rocha, Carlos … - 2001
This paper investigates the validity of the Fisher effect hypothesis that it is the interest rate that moves to adjust to anticipated changes in the rate of inflation. The analysis is carried out with monthly data for the period 1980-97 for three countries that have a recent history of chronic...
Persistent link: https://www.econbiz.de/10014123362
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Exchange rate and output fluctuations in the small open economy of Mauritius
Bastos, Fabiano; Divino, José Angelo - 2009
Persistent link: https://www.econbiz.de/10003917183
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Inflation, interest rate and output gap in the US economy : a vine copula modeling
Candido, Osvaldo; Divino, José Angelo - In: Journal of economic studies 44 (2017) 3, pp. 412-430
Persistent link: https://www.econbiz.de/10011757542
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(Mis)alignment between observed and expected monetary policy : the case of Brazil
Divino, José Angelo; Haraguchi, Carlos Alberto Takashi - In: International economics : the quarterly journal in … 178 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014578292
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Observed and expected interest rate pass-through under remarkably high market rates
Divino, José Angelo; Haraguchi, Carlos Alberto Takashi - In: Empirical economics : a quarterly journal of the … 65 (2023) 1, pp. 203-246
Persistent link: https://www.econbiz.de/10014329046
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Rethinking the Fisher Effect : A Co-Integration Analysis between Interest Rates and Inflation (Reconsiderando O Efeito Fisher: Uma Analise De Cointegracao Entre Taxas De Juros E Inflacao)
Carneiro, Francisco; Divino, Jose Angelo; Rocha, Carlos … - 2004
This paper investigates the validity of the Fisher effect hypothesis that it is the interest rate which moves to adjust to the anticipated changes in the rate of inflation. The analysis is carried out with monthly data for the period 1980-97 for three countries with recent histories of chronic...
Persistent link: https://www.econbiz.de/10014073885