Agricultural Interest Rates and Inflationary Expectations: A Regional Analysis
AbstractThe Fisherian hypothesis was tested for four regional agricultural interest rates in the 11th Federal Reserve District (Dallas). These interest rates represented agricultural loans of different terms to maturity. Shocks in expected inflation resulted in positive but less than equivalent responses in all four rates. The empirical evidence from the impulse response function suggested that Fisher's relationship holds imperfectly for agricultural interest rates in the Dallas Federal Reserve District.
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Bibliographic InfoArticle provided by United States Department of Agriculture, Economic Research Service in its journal Journal of Agricultural Economics Research.
Volume (Year): (1990)
Issue (Month): 4 ()
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Fisher's hypothesis; vector autoregression; cointegration; stationarity; impulse responses; agricultural interest rates; Production Economics;
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