Is the Fisher Effect Nonlinear? Some Evidence for Spain, 1963-2002
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- 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.
- 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.
- Oscar Bajo-Rubio & Carmen Díaz-Roldán & Vicente Esteve, 2003. "Testing the Fisher Effect in the Presence of Structural Change: A Case Study of the UK,1961-2001," Economic Working Papers at Centro de Estudios Andaluces E2003_22, Centro de Estudios Andaluces.
- Sunal, Onur, 2022. "The efficiency of primary sovereign bond markets in Turkey: The so-called Fisher puzzle reconsidered," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 255-261.
- Andrew Phiri & Peter Lusanga, 2011. "Can asymmetries account for the empirical failure of the Fisher effect in South Africa?," Economics Bulletin, AccessEcon, vol. 31(3), pages 1968-1979.
- Andrew Phiri & Lutho Mbekeni, 2021. "Fisher’s hypothesis, survey-based expectations and asymmetric adjustments: Empirical evidence from South Africa," International Economics and Economic Policy, Springer, vol. 18(4), pages 825-846, October.
- Navoda Edirisinghe & Selliah Sivarajasingham & John Nigel, 2015. "An Empirical Study of the Fisher Effect and the Dynamic Relationship between Inflation and Interest Rate in Sri Lanka," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 5(1), pages 47-62, January.
- Dimitris K. Christopoulos & Miguel A. León‐Ledesma, 2007.
"A Long‐Run Non‐Linear Approach to the Fisher Effect,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2‐3), pages 543-559, March.
- Dimitris K. Christopoulos & Miguel A. Le√N-Ledesma, 2007. "A Long-Run Non-Linear Approach to the Fisher Effect," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 543-559, March.
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More about this item
Keywords
Interest rate; Fisher effect; Threshold cointegration; nonlinearity.;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2004-03-07 (Macroeconomics)
- NEP-MON-2004-03-07 (Monetary Economics)
- NEP-RMG-2004-03-07 (Risk Management)
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