The Inverted Fisher Hypothesis; Inflation Forecastability and Asset Substitution"
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- Woon Gyu Choi, 2002. "The Inverted Fisher Hypothesis: Inflation Forecastability and Asset Substitution," IMF Staff Papers, Palgrave Macmillan, vol. 49(2), pages 1-4.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Woon Gyu Choi & Yi Wen, 2010. "Dissecting Taylor rules in a structural VAR," Working Papers 2010-005, Federal Reserve Bank of St. Louis.
- John W. Galbraith & Greg Tkacz, 2007. "How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables," Staff Working Papers 07-1, Bank of Canada.
More about this item
KeywordsEconomic forecasting; Economic models; Inflation; Inverted Fisher hypothesis; asset substitution; inflation forecastability; switching regression; threshold effect; nominal interest rate; inflation process; high inflation; inflation rate;
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
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