The Fisher Effect and the Term Structure of Interest Rates: Tests of Cointegration.

A-Tier
Journal: Review of Economics and Statistics
Year: 1993
Volume: 75
Issue: 2
Pages: 320-24

Authors (2)

Wallace, Myles S (not in RePEc) Warner, John T (Clemson University)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The literature on the Fisher effect has ignored the potential relationship between inflation and long-term interest rates. Using an expectations model of the term structure of interest rates, the authors establish the conditions under which innovations in short-term inflation will be transmitted to long-term as well as short-term interest rates. Cointegration tests find support for both the Fisher effect and the expectations theory of the term structure. Copyright 1993 by MIT Press.

Technical Details

RePEc Handle
repec:tpr:restat:v:75:y:1993:i:2:p:320-24
Journal Field
General
Author Count
2
Added to Database
2026-01-29