The Fisher Effect: A Survey
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DOI: 10.1142/S0217590803000682
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References listed on IDEAS
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"An Empirical Examination of the Fisher Effect in Australia,"
The Economic Record, The Economic Society of Australia, vol. 71(3), pages 217-229, September.
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- Frederic S. Mishkin & John Simon, 1995. "An Empirical Examination of the Fisher Effect in Australia," NBER Working Papers 5080, National Bureau of Economic Research, Inc.
- Mr. Wensheng Peng, 1995. "The Fisher Hypothesis and Inflation Persistence: Evidence From Five Major Industrial Countries," IMF Working Papers 1995/118, International Monetary Fund.
- Mishkin, Frederic S & Simon, John, 1995.
"An Empirical Examination of the Fisher Effect in Australia,"
The Economic Record,
The Economic Society of Australia, vol. 71(214), pages 217-229, September.
- Frederic S. Mishkin & John Simon, 1994. "An Empirical Examination of the Fisher Effect in Australia," RBA Research Discussion Papers rdp9410, Reserve Bank of Australia.
- Frederic S. Mishkin & John Simon, 1995. "An Empirical Examination of the Fisher Effect in Australia," NBER Working Papers 5080, National Bureau of Economic Research, Inc.
Citations
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Cited by:
- Amornthum, Somchai & Bonham, Carl S., 2011.
"Financial integration in the pacific basin region: RIP by PANIC attack?,"
Journal of International Money and Finance, Elsevier, vol. 30(6), pages 1019-1033, October.
- Somchai Amornthum & Carl Bonham, 2008. "Financial Integration in the Pacific Basin Region: RIP by PANIC Attack?," Working Papers 200802, University of Hawaii at Manoa, Department of Economics.
- Herwartz, Helmut & Siedenburg, Florian, 2009. "The effects of variance breaks on homogenous panel unit root tests," Economics Working Papers 2009-07, Christian-Albrechts-University of Kiel, Department of Economics.
- Ekaterini Panopoulou, 2005.
"A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators,"
Money Macro and Finance (MMF) Research Group Conference 2005
18, Money Macro and Finance Research Group.
- E.Panopoulou, 2005. "A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators," Economics Department Working Paper Series n1500205, Department of Economics, National University of Ireland - Maynooth.
- Ekaterini Panopoulou, 2005. "A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators," The Institute for International Integration Studies Discussion Paper Series iiisdp067, IIIS.
- Panopoulou, Ekaterini & Pantelidis, Theologos, 2016. "The Fisher effect in the presence of time-varying coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 495-511.
- Kose, Nezir & Emirmahmutoglu, Furkan & Aksoy, Sezgin, 2012. "The interest rate–inflation relationship under an inflation targeting regime: The case of Turkey," Journal of Asian Economics, Elsevier, vol. 23(4), pages 476-485.
- Basse, Tobias & Wegener, Christoph, 2022. "Inflation expectations: Australian consumer survey data versus the bond market," Journal of Economic Behavior & Organization, Elsevier, vol. 203(C), pages 416-430.
- Herkenhoff, Philipp & Sauré, Philip, 2021.
"How expected inflation distorts the current account and the valuation effect,"
European Economic Review, Elsevier, vol. 135(C).
- Philip Sauré & Philipp Herkenhoff, 2020. "How Expected Inflation Distorts the Current Account and the Valuation Effect," Working Papers 2022, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 10 Nov 2020.
- Sauré, Philip & Herkenhoff, Philipp, 2020. "How Expected Inflation Distorts the Current Account and the Valuation Effect," CEPR Discussion Papers 15469, C.E.P.R. Discussion Papers.
- Peter Kehinde, Mogaji, 2010. "Fisher Effect and the Relationship between Nominal Interest Rates and Inflation: The Case of Nigeria," MPRA Paper 98760, University Library of Munich, Germany.
- Sung Bae & Taihyeup David Yi, 2009. "Structural breaks and the Fisher hypothesis in bond and stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 19(24), pages 1961-1973.
- Rodionova, Alena (Родионова, Алена), 2014. "Formation of long-term rate of return: Fisher effect in the markets of public debt of developing countries [Формирование Долгосрочного Уровня Доходности: Эффект Фишера На Рынках Государственного До," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 116-139.
- Gylfason, Thorvaldur & Tómasson, Helgi & Zoega, Gylfi, 2016.
"Around the world with Irving Fisher,"
The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 232-243.
- Thorvaldur Gylfason & Helgi Tómasson & Gylfi Zoega, 2015. "Around the World with Irving Fisher," CESifo Working Paper Series 5257, CESifo.
- Martin Ruzima & Micheal Kofi Boachie & Tatjana Põlajeva & Abdul-Aziz Iddrisu, 2023. "Does the Fisher effect hold in Rwanda?," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(3), pages 2657-2672, June.
- Andrew Phiri, 2023. "Fisher’s hypothesis in time–frequency space: a premier using South Africa as a case study," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(5), pages 4255-4284, October.
- Sevan Gulesserian & Mohitosh Kejriwal, 2014. "On the power of bootstrap tests for stationarity: a Monte Carlo comparison," Empirical Economics, Springer, vol. 46(3), pages 973-998, May.
- Takayasu Ito, 2009. "Fisher Hypothesis in Japan: Analysis of Long‐term Interest Rates under Different Monetary Policy Regimes," The World Economy, Wiley Blackwell, vol. 32(7), pages 1019-1035, July.
- Salah Nusair, 2008. "Testing for the Fisher hypothesis under regime shifts: an application to Asian countries," International Economic Journal, Taylor & Francis Journals, vol. 22(2), pages 273-284.
- H.a. Mitchell‐innes & M.j. Aziakpono & A.p. Faure, 2007. "Inflation Targeting And The Fisher Effect In South Africa: An Empirical Investigation," South African Journal of Economics, Economic Society of South Africa, vol. 75(4), pages 693-707, December.
- Ling, Tai-Hu & Venus, Khim-Sen Liew & Syed Khalid Wafa, Syed Azizi Wafa, 2008. "Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests," MPRA Paper 21601, University Library of Munich, Germany, revised Jan 2010.
- Helmut Herwartz & Florian Siedenburg & Yabibal M. Walle, 2016. "Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions," Econometric Reviews, Taylor & Francis Journals, vol. 35(5), pages 727-750, May.
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Keywords
Fisher effect; Inflation; Interest rates;All these keywords.
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