What Fisher knew about his relation, we sometimes forget

C-Tier
Journal: Economics Letters
Year: 2008
Volume: 101
Issue: 3
Pages: 193-195

Authors (2)

Arnwine, Neil (not in RePEc) Yigit, Taner M. (Bilkent Üniversitesi)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

Expected consumption growth increases the real interest rate as one tries to smooth consumption over time. We demonstrate that placing it in the Fisher relation 1) is consistent with the Euler equation governing the purchase of nominal bonds, 2) explains observed procyclicality of the real interest rate, 3) is supported empirically, and 4) provides an alternative method for estimating the consumer's degree of relative risk aversion.

Technical Details

RePEc Handle
repec:eee:ecolet:v:101:y:2008:i:3:p:193-195
Journal Field
General
Author Count
2
Added to Database
2026-01-29