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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 ...
Håkan Berument
exaly +4 more sources
Changes in persistence, spurious regressions and the Fisher hypothesis [PDF]
Studies in Nonlinear Dynamics and Econometrics, 2017 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
exaly +3 more sources
Uluslararası Ekonomi, İşletme ve Politika Dergisi, 2021 Türkiye gibi gelişmekte olan birçok ülkede yüksek enflasyon oranlarının en temel sorunlardan bir tanesi olmasına bağlı olarak, enflasyon oranlarının faiz oranı üzerindeki etkisi halen tartışılmaktadır.
Cengiz Akçay, Samet Gürsoy
doaj +1 more source
THE TOURISM-LED GROWTH HYPOTHESIS IN TRANSITION ECONOMIES? EMPIRICAL EVIDENCE FROM A PANEL DATA ANALYSIS [PDF]
Geo Journal of Tourism and Geosites, 2021 Tourism has been considered as a potential factor in development strategy in many developed and developing countries worldwide. Besides, tourism is really a key economic sector in some countries.
Le Thanh TUNG
doaj +1 more source
Bhutan Journal of Business and Management, 2022 The stock exchange of Bhutan is considered one of the smallest stock markets in the world with market capitalization of BTN 49 billion1. Since the inception of the stock exchange in 1993 to facilitate trading of both equity and debt securities, the ...
Sonam Darjay
doaj +1 more source
Stock returns, inflation, and real activity in developing countries: A Markov-switching approach [PDF]
Panoeconomicus, 2015 This paper empirically investigates the relationship between real stock returns, inflation, and real activity using the Markov-switching dynamic regression (MS-DR) approach.
Cifter Atilla
doaj +1 more source
Cogent Economics & Finance, 2022 The informational content of prices hypothesis in Modigliani and Miller (and Fisher before them) advocates that organizations’ market prices could somehow estimate their growth prospects and intangible assets.
Tiago Cardao-Pito
doaj +1 more source
Inflation, Equity Market Volatility, and Bond Prices: Evidence from G7 Countries
Risks, 2023 This study examines the impacts of the US inflation rate on the bond prices of G7 countries across different maturities using inflation-induced equity market volatility (EMV) to better account for bond price determinants.
Yu-Fen Chen +2 more
doaj +1 more source
Autoregressive Distributed Lag (ARDL) approach for re-testing the Fisher effect in Indonesia
Jurnal Perspektif Pembiayaan dan Pembangunan Daerah, 2020 This article discusses about re-testing the validity of the Fisher hypothesis in Indonesia. By using Autoregressive Distributed Lag (ARDL) approach, we will know if there is any causality between interest rate and inflation or not, for the long-term ...
Lilis Yuliati +2 more
doaj +1 more source
INTEREST RATES, FISHER EFFECT AND ECONOMIC DEVELOPMENT IN TURKEY, 1989-2011
Revista Galega de Economía, 2016 This paper investigates the validity of the Fisher Hypothesis in Turkey covering the period 2003 – 2012. To test validity of Fisher Hypothesis, this paper uses an Autoregressive Distributed Lag test for threshold cointegration recently introduced in the ...
Selahattin GÜR?? +2 more
doaj +1 more source