Search Results - subject_exact:"Fisher-Effekt"

A brief note on Thailand household debt dynamics, Fisher effects, and monetary policy transmission

Teerapap Pangsapa; Thanaphol Kongphalee; Maneerat Gongsiang - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015327669

Unconventional monetary policy and the (Neo)Fisher effect : has the federal reserve misunderstood monetary policy?

Phiri, Andrew - 2025

The failure of the Federal Reserve Bank to control inflation within its target range has raised concerns about potential misunderstandings in US monetary policy dynamics. The debate revolves around the Fisher effect, a traditional theory, and the NeoFisher effect, a recently proposed alternative...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016084839

The Fisher's hedge hypothesis : what about homogeneity and stability properties?

Neifar, Malika; Harzallah, Amira - 2024

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://ebvufind01.dmz1.zbw.eu/10015173797

Successive economic cycles and the Fisher effect

Agnihotri, Khushboo; Srivastava, Sachin Kumar; Gupta, Omdeep - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015376445

Interest rate, price level, and the inflation rate : evidence from the UK during the gold standard regimes

Choudhry, Taufiq - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014440945

Inflation, equity market volatility, and bond prices : evidence from G7 countries

Chen, Yu-Fen; Chiang, Thomas C.; Lin, Fu-Lai - 2023

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://ebvufind01.dmz1.zbw.eu/10014436363

Central Bank Information or Neo-Fisher Effect?

Schmitt-Grohé, Stephanie; Uribe, Martín - 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://ebvufind01.dmz1.zbw.eu/10015145087

Exchange rate and inflation under weak monetary policy : Turkey verifies theory

Gürkaynak, Refet S.; Kısacıkoğlu, Burçin; Lee, … - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014525997

The gibson paradox and the Fisher effect in advanced and emerging economies

Chowdhury, M. M. Islam; Serletis, Apostolos - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015127109

Inflation and asset returns

Cieślak, Anna; Pflueger, Carolin E. - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014426344

Show 4 more versions 4

Inflation and Asset Returns

Cieślak, Anna; Pflueger, Carolin E. - 2023

Book / Working Paper

Inflation and asset returns

Cieślak, Anna; Pflueger, Carolin E. - 2023

Book / Working Paper

Inflation and Asset Returns

Cieślak, Anna; Pflueger, Carolin E. - 2023

Book / Working Paper

Inflation and Asset Returns

Cieślak, Anna; Pflueger, Carolin E. - 2022

Book / Working Paper

Interest rates, moneyness, and the Fisher equation

Herrenbrueck, Lucas; Wang, Zijian - 2023 - This version: December 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014443707

Testing for Fisher's hypothesis in Eswatini

Dlamini, Ntobeko; Kunene, Sive - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015574470

The nonadjustment of nominal interest rates : a study of the Fisher effect

Summers, Lawrence Henry - 1983

Persistent link: https://ebvufind01.dmz1.zbw.eu/10002900900

Show 3 more versions 3

The non-adjustment of nominal interest rates : a study of the Fisher effect

Summers, Lawrence Henry - 1982

Book / Working Paper

The Nonadjustment of Nominal Interest Rates : A Study of the Fisher Effect

Summers, Lawrence Henry - 2022

Book / Working Paper

The Nonadjustment of Nominal Interest Rates : A Study of the Fisher Effect

Summers, Lawrence H. - 1982

Book / Working Paper

Understanding fisher behavior : the case of snapper fishers in Indonesia

Madsen, Jens Koed; Ekawaty, Rani; Ananthanarayanan, Aarthi - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013548071

Inflation risk and stock returns : evidence from US aggregate and sectoral markets

Chiang, Thomas C.; Chen, Pei-Ying - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014485580

Monetary policy, rational confidence, and Neo-Fisherian depressions

Gobbi, Lucio; Mazzocchi, Ronny; Tamborini, Roberto - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013396234

Show one more version 1

Monetary Policy, Rational Confidence, and Neo-Fisherian Depressions

Gobbi, Lucio - 2019

Book / Working Paper

A Fisherian approach to financial crises : lessons from the sudden stops literature

Bianchi, Javier; Mendoza, Enrique G. - 2020

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012217056

Show 2 more versions 2

A Fisherian Approach to Financial Crises : Lessons from the Sudden Stops Literature

Bianchi, Javier; Mendoza, Enrique G. - 2022

Book / Working Paper

A Fisherian Approach to Financial Crises : Lessons from the Sudden Stops Literature

Bianchi, Javier - 2020

Book / Working Paper

Is the Fisher effect asymmetric? : cointegration analysis and expectations measurement

Cushman, David O.; De Vita, Glauco; Trachanas, Emmanouil - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014429167

Investigating Fisher effect in SACU countries : a wavelet coherence approach

Mkhombo, Thando; Phiri, Andrew - 2022

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://ebvufind01.dmz1.zbw.eu/10014500365

A study of Fisher Effect in India

Suryavanshi, Swapnil - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014391795

Some long-run correlations of inflation in developed countries

West, Kenneth D.; Cao, Tu - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014253593

A note on the neo-Fisher effect in the new Keynesian model

Ali, Syed Zahid; Qureshi, Irfan A. - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014364411

Implications of endogenous money growth for some tests of superneutrality and the Fisher Effect

Keating, John William - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014253594

Interest rate determination in developing countries : a conceptual framework

Edwards, Sebastian - 1985

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015131984

Show 2 more versions 2

Interest Rate Determination in Developing Countries : a Conceptual Framework

Edwards, Sebastian; Khan, Mohsin S. - 2021

Book / Working Paper

Interest Rate Determination in Developing Countries : A Conceptual Framework

Edwards, Sebastian - 1985

Book / Working Paper

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://ebvufind01.dmz1.zbw.eu/10013228142

Time-varying threshold cointegration with an application to the Fisher hypothesis

Yang, Lixiong - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013334720

The Fisher hypothesis and the forecastability and persistence of inflation

Barsky, Robert B. - 1986

Persistent link: https://ebvufind01.dmz1.zbw.eu/10000694588

Show 2 more versions 2

The Fisher Hypothesis and the Forecastability and Persistence of Inflation

Barsky, Robert B. - 2021

Book / Working Paper

The Fisher Hypothesis and the Forecastability and Persistence of Inflation

Barsky, Robert B. - 1986

Book / Working Paper

The neo-Fisher effect : econometric evidence from empirical and optimizing models

Uribe, Martín - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013334873

Show 4 more versions 4

The neo-Fisher effect : econometric evidence from empirical and optimizing models

Uribe, Martín - 2018

Book / Working Paper

The neo-Fisher effect : econometric evidence from empirical and optimizing models

Uribe, Martín - 2018

Book / Working Paper

The Neo-Fisher Effect : Econometric Evidence from Empirical and Optimizing Models

Uribe, Martín - 2018

Book / Working Paper

The Neo-Fisher Effect : Econometric Evidence from Empirical and Optimizing Models

Uribe, Martín - 2018

Book / Working Paper

The inverted Fisher hypothesis : inflation forecastability and asset substitution

Choi, Woon Gyu - 2002

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001685363

Show 3 more versions 3

The Inverted Fisher Hypothesis : Inflation Forecastability and Asset Substitution""

Choi, Woon Gyu - 2000

Book / Working Paper

The Inverted Fisher Hypothesis : Inflation Forecastability and Asset Substitution

Choi, Woon Gyu - 2021

Book / Working Paper

The Inverted Fisher Hypothesis : Inflation Forecastability and Asset Substitution"

Choi, Woon Gyu - 2009

Book / Working Paper

The impact of the real interest rate, the exchange rate and political stability on foreign direct investment inflows : a comparative analysis of G7 and GCC countries

Al-Shubiri, Faris Nasif - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013397721

The neutrality of nominal rates : how long is the long run?

Azevedo, João Valle e; Ritto, João; Teles, Pedro - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013464707

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://ebvufind01.dmz1.zbw.eu/10013216511

Show one more version 1

Forecasting Pre-World War I Inflation : The Fisher Effect Revisited

Barsky, Robert B. - 1988

Book / Working Paper

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://ebvufind01.dmz1.zbw.eu/10013222938

Show one more version 1

Exchange-Rate Expectations and Nominal Interest Differentials : A Test ofthe Fisher Hypothesis

Cumby, Robert E. - 1980

Book / Working Paper

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 structural break in both the unconditional mean and the drift rate of a deterministic trend, which occurs shortly after the change in operating procedures of the Fed in September...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014235539

Inflation expectations : Australian consumer survey data versus the bond market

Basse, Tobias; Wegener, Christoph - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014228143

Is the Fisher effect for real? : A reexamination of the relationship between inflation and interest rates

Mishkin, Frederic S. - 1991

Persistent link: https://ebvufind01.dmz1.zbw.eu/10000811499

Show 2 more versions 2

Is the Fisher Effect for Real? A Reexamination of the Relationship between Inflation and Interest Rates

Mishkin, Frederic S. - 2021

Book / Working Paper

Is the Fisher Effect for Real? A Reexamination of the Relationship Between Inflation and Interest Rates

Mishkin, Frederic S. - 1991

Book / Working Paper

The optimum allocation of consumption of the Fisherian shipwrecked sailors

Potužák, Pavel - 2021

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012794501

Sinken die Realzinsen kontinuierlich und gilt somit der Fisher-Effekt nicht? : theoretische Argumente und empirischer Befund

Ambros, Maximilian von; Frenkel, Michael - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013414205

Stock returns-inflation nexus in Indonesia : evidence from conventional and Islamic stocks

Yahya; Majid, Muhammad Shabri Abdul; Hafasnuddin - 2021

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://ebvufind01.dmz1.zbw.eu/10012800376

Asymmetric Fisher effect in inflation targeting emerging markets : evidence from quantile co-integration

Nazlıoğlu, Şaban; Gürel, Sinem Pınar; Günes, … - 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013552913

Monetary policy interdependency in fisher effect : a comparative evidence

Shobande, Olatunji Abdul; Shodipe, Oladimeji Tomiwa - 2021

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://ebvufind01.dmz1.zbw.eu/10012549169

Fisher relation and financial crisis : evidence for East Asian countries

Kim, Chae-yŏng - 2021

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012619843

Can the South African Reserve Bank (SARB) protect the interest earnings of savers/investors? : a new look at Fisher's hypothesis

Mbekeni, Lutho; Phiri, Andrew - 2021

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013173967

The relationship between inflation and interest rates in the UK : the nonlinear ARDL approach

Gocer, Ismet; Ongan, Serdar - 2020

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://ebvufind01.dmz1.zbw.eu/10012306785

The Fisher puzzle, real rate anomaly, and Wicksell effect

Anari, Ali; Kolari, James W. - 2019

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012170669

Show one more version 1

The Fisher Puzzle, Real Rate Anomaly, and Wicksell Effect

Anari, Ali - 2020

Book / Working Paper

Fisher Hypothesis : UK Evidence Over a Century

Granville, Brigitte; Mallick, Sushanta Kumar - 2021

Using annual data over a long time horizon from 1900 to 2000 for the UK, this study finds the existence of a Fisher relation via Johansen cointegration tests. The cointegrating relationship between the two variables suggests a significant long-run equilibrium with a positive coefficient of more...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013231894

Fisher's hypothesis, survey-based expectations and asymmetric adjustments : empirical evidence from South Africa

Phiri, Andrew; Mbekeni, Lutho - 2021

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012665378

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://ebvufind01.dmz1.zbw.eu/10012854479

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://ebvufind01.dmz1.zbw.eu/10012827756

Testing the validity of the long run neutrality of money in Nigeria

Ugwu, Ephraim Ikechukwu; Ehinomen, Christopher; Nwosa, … - 2021

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012797032

1
2
3
4
5
6
7
8
9
10
Next
Last