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The Inverted Fisher Hypothesis: Inflation Forecastability and Asset Substitution [PDF]
IMF Working Papers, 2000 This paper examines the implications of inflation persistence for the inverted Fisher hypothesis that nominal interest rates do not adjust to inflation because of a high degree of substitutability between money and bonds.
W. Choi
semanticscholar +4 more sources
An examination of the Fisher Hypothesis: the case of Turkey
Applied Economics, 2008 This study examines the famous Fisher Hypothesis (FH) for Turkey. FH asserts that nominal interest rates adjust on a one-to-one basis to expected changes in inflation rates.
Ekrem Gul, Sezgin Açikalin
semanticscholar +4 more sources
The Fisher hypothesis: a multi-country analysis [PDF]
Applied Economics, 2002 This paper tests whether the Fisher hypothesis holds for a sample of 26 countries by assessing the long run relationship between nominal interest rates and inflation rates taking into consideration the short run dynamics of interest rates. The empirical evidence supports the hypothesis that there is a one-to-one relationship between the interest rate ...
Hakan Berument, M. Jelassi
semanticscholar +4 more sources
Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques
International Economics, 2019 This paper revisits the Fisher hypothesis by estimating fractional integration and cointegration models that are more general than the standard ones based on the classical I(0)/I(1) dichotomy.
Guglielmo Maria Caporale +1 more
exaly +2 more sources
Curvature Templates in Clinical Information Geometry: Fisher Manifolds, Relational Embeddings, and Worked Examples [PDF]
EntropyClinical prediction models commonly represent patients as points in high-dimensional feature spaces, but they rarely examine the information geometry generated by the statistical organization of clinical states.
Dragoş Petru Teodor Iancu +11 more
doaj +2 more sources
Does the Fisher Hypothesis Hold for the G7? Evidence From the Panel Cointegration Test
Economic Research-Ekonomska Istrazivanja, 2015 The aim of this study is to investigate the validity of the Fisher hypothesis by assessing the relationship between the nominal interest rate and the inflation rate.
Burcu Özcan
exaly +2 more sources
Changes in persistence, spurious regressions and the Fisher hypothesis [PDF]
Studies in Nonlinear Dynamics & Econometrics, 2013 Abstract Declining inflation persistence has been documented in numerous studies. We show that when time series with changes in persistence are analyzed in a regression framework with other persistent time series like interest rates, spurious regressions are likely to occur.
Robinson Kruse +2 more
semanticscholar +3 more sources
The Fisher Hypothesis and Inflation Persistence: Evidence from Five Major Industrial Countries
IMF Working Papers, 1995 This paper presents an empirical evaluation of the strength of the Fisher effect which predicts a positive relationship between the nominal interest rate and inflation in the postwar period in the five major industrial countries, utilizing recently ...
Wen-Sheng Peng
semanticscholar +3 more sources
Fisher hypothesis: UK evidence over a century [PDF]
Applied Economics Letters, 2004 Using annual data over a long time horizon from 1900 to 2000 for the UK, this study finds the existence of a Fisher relation via Johansen cointegration tests. The cointegrating relationship between the two variables suggests a significant long-run equilibrium with a positive coefficient of more than one during the stated period.
Brigitte Granville, S. Mallick
semanticscholar +2 more sources
TESTING THE FISHER HYPOTHESIS FOR TURKEY
Birey ve Toplum Sosyal Bilimler Dergisi, 2022 Determining whether the Fisher hypothesis is valid or not is critical for financial market growth, smooth operation, and monetary policymakers' actions.
A. Han
semanticscholar +1 more source