Results 221 to 230 of about 891,740 (266)
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Journal of Macroeconomics, 1995
Abstract A nonstationary ex ante real interest rate implies that the Fisher effect should be recast as a long-run equilibrium relationship between the expected inflation component of the nominal interest rate and actual inflation. The paper tests for cointegration between the quarterly inflation rate and the expectation of inflation extracted from ...
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Abstract A nonstationary ex ante real interest rate implies that the Fisher effect should be recast as a long-run equilibrium relationship between the expected inflation component of the nominal interest rate and actual inflation. The paper tests for cointegration between the quarterly inflation rate and the expectation of inflation extracted from ...
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Taxes and the Fisher Effect: A Clarifying Analysis
The Journal of Finance, 1983ABSTRACTSupply and demand functions for loanable funds are postulated for a no‐inflation economy and equilibrium levels of saving, investment, and the interest rate are specified. Certainty and nondepreciating assets are assumed. An exogenous inflation rate is imposed upon this same economy and new equilibrium values for these same variables are ...
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Structural Breaks and the Fisher Effect
The B.E. Journal of Macroeconomics, 2011There is scant empirical support in the literature for the Fisher effect in the long run, though it is often assumed in theoretical models. We argue that a break in the cointegrating relation introduces a spurious unit root that leads to a rejection of cointegration.
Alfred A Haug +2 more
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Further evidence on the Fisher effect
Applied Economics, 1996The strong form of the Fisher hypothesis states that the nominal rate of interest fully adjusts to anticipated inflation. Weaker forms of the hypothesis identify circumstances where the nominal interest rate either overadjusts or underadjusts. Previous tests of the hypothesis using Australian data and error correction techniques have found conflicting ...
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Patch-size and isolation effects in the Fisher–Kolmogorov equation
Journal of Mathematical Biology, 2008We examine the classical problem of the existence of a threshold size for a patch to allow for survival of a given population in the case where the patch is not completely isolated. The surrounding habitat matrix is characterized by a non-zero carrying capacity. We show that a critical patch size cannot be strictly defined in this case.
Artiles, W. +2 more
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The Fisher Effect: Graphical Treatment and Some Econometric Implications
The Journal of Finance, 1977IN RECENT YEARS, various economists have presented econometric evidence measuring the influence which commodity price inflation exerts upon market interest rates. Judging from the number of papers devoted to the subject, it has become, in Friedman's words, "a dynamic growth industry." Each author has inevitably acknowledged the pioneering work of ...
Bomberger, W A, Makinen, G E
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KEYNES and THE KEYNESIANS ON THE FISHER EFFECT
Scottish Journal of Political Economy, 1994This paper examines the treatment of the Fisher effect in Keynes's General Theory and in various Keynesian and post-Keynesian writings. It is argued that Keynes was not entirely fair to Irving Fisher but, nonetheless, that the General Theory provides the basis for a critique of Fisher's argument. Models due to R. A. Mundell and T. Sargent are analyzed,
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Fisher information and steric effect
Chemical Physics Letters, 2007Abstract A modified Fisher information, the sum of the one-electron Fisher information, is proposed. It is shown that the modified Fisher information is the original Fisher information plus a sum of differences of quantum and classical variances. A generalization of the Stam’s inequality is derived.
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An Examination of the Fisher Effect in the Euro Area
SSRN Electronic Journal, 2011The Fisher hypothesis has been a hotly contested topic in monetary economics. Throughout the years it was extensively tested by numerous authors and using varying techniques. This paper seeks to investigate the existence of the Fisher effect in the Euro Area from 1999 to 2011, using the European interbank offered rate as a measure for interest rates ...
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Fisher information and density functional theory
International Journal of Quantum Chemistry, 2022Agnes Nagy
exaly