Is the Fisher Effect Nonlinear? Some Evidence for Spain, 1963-2002
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- Oscar Bajo-Rubio & Carmen Diaz-Roldan & Vicente Esteve, 2005. "Is the Fisher effect non-linear? some evidence for Spain, 1963-2002," Applied Financial Economics, Taylor & Francis Journals, vol. 15(12), pages 849-854.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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,"
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- 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.
- 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.
More about this item
KeywordsInterest rate; Fisher effect; Threshold cointegration; nonlinearity.;
- 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 fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-03-07 (All new papers)
- NEP-MAC-2004-03-07 (Macroeconomics)
- NEP-MON-2004-03-07 (Monetary Economics)
- NEP-RMG-2004-03-07 (Risk Management)
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