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Can Switching Between Inflationary Regimes Explain Fluctuations in Real Interest Rates?

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  • M. F. Bleaney
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    Abstract

    It has recently been suggested that allowing for switches between different inflationary regimes produces a much better fit for the Fisher relationship between interest rates and inflation, at least for U.S. data. The paper assesses the merits of the regime-switching theory as an explanation for the apparent fluctuations in real interest rates in Australia, Canada, Germany, the United Kingdom, and the United States.

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    File URL: http://www.imf.org/external/pubs/cat/longres.aspx?sk=2355
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    Bibliographic Info

    Paper provided by International Monetary Fund in its series IMF Working Papers with number 97/131.

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    Length: 25
    Date of creation: 01 Oct 1997
    Date of revision:
    Handle: RePEc:imf:imfwpa:97/131

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    Cited by:
    1. Grand Nathalie & Dropsy Vincent, 2005. "Exchange Rate And Inflation Targeting In Morocco And Tunisia," Macroeconomics, EconWPA 0507018, EconWPA.

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