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The Long-Run Fisher Relation in Canada

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  • William J. Crowder

Abstract

In this paper, the existing Fisher equation research is extended to time series on the Canadian nominal interest rate and inflation to test the validity of the Fisher hypothesis and related hypotheses. The evidence suggests a significant long-run equilibrium between nominal rates and inflation in Canada but that this relationship has not been completely stable over the last three decades.

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File URL: http://links.jstor.org/sici?sici=0008-4085%28199711%2930%3A4b%3C1124%3ATLFRIC%3E2.0.CO%3B2-5
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Bibliographic Info

Article provided by Canadian Economics Association in its journal Canadian Journal of Economics.

Volume (Year): 30 (1997)
Issue (Month): 4 (November)
Pages: 1124-42

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Handle: RePEc:cje:issued:v:30:y:1997:i:4:p:1124-42

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Postal: Canadian Economics Association Prof. Steven Ambler, Secretary-Treasurer c/o Olivier Lebert, CEA/CJE/CPP Office C.P. 35006, 1221 Fleury Est Montréal, Québec, Canada H2C 3K4
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Web page: http://economics.ca/cje/
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Citations

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Cited by:
  1. Deniz Dilan Karaman Örsal, 2008. "Comparison of Panel Cointegration Tests," Economics Bulletin, AccessEcon, vol. 3(6), pages 1-20.
  2. Robert W. Dimand & Rebeca Gomez Betancourt, 2012. "Retrospectives: Irving Fisher's Appreciation and Interest (1896) and the Fisher Relation," Journal of Economic Perspectives, American Economic Association, vol. 26(4), pages 185-96, Fall.
  3. O Bajo-Rubio & C Diaz-Roldan & V Esteve, 2010. "Testing the Fisher effect in the presence of structural change: A case study of the UK, 1966-2007," Economic Issues Journal Articles, Economic Issues, vol. 15(2), pages 1-16, September.
  4. Paul Johnson, 2006. "Is it really the Fisher effect?," Applied Economics Letters, Taylor & Francis Journals, vol. 13(4), pages 201-203.
  5. Shabbir Ahmad, 2010. "The long-run Fisher effect in developing economies," Studies in Economics and Finance, Emerald Group Publishing, vol. 27(4), pages 268-275, October.
  6. Chu, Quentin C. & Pittman, Deborah N. & Yu, Linda Q., 2003. "Real rates, nominal rates, and the Fisherian link," International Review of Financial Analysis, Elsevier, vol. 12(2), pages 189-205.
  7. Mohammed Saiful ISLAM & Mohammad Hasmat ALI, 2012. "Taylor Principle Supplements the Fisher Effect: Empirical Investigation under the US Context," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 15(1), pages 189-203, June.
  8. Atkins, Frank J. & Coe, Patrick J., 2002. "An ARDL bounds test of the long-run Fisher effect in the United States and Canada," Journal of Macroeconomics, Elsevier, vol. 24(2), pages 255-266, June.
  9. Rapach, David E. & Weber, Christian E., 2004. "Are real interest rates really nonstationary? New evidence from tests with good size and power," Journal of Macroeconomics, Elsevier, vol. 26(3), pages 409-430, September.

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