The Fisher hypothesis: a multi-country analysis

C-Tier
Journal: Applied Economics
Year: 2002
Volume: 34
Issue: 13
Pages: 1645-1655

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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

Abstract

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 and inflation for more than half of the countries under study.

Technical Details

RePEc Handle
repec:taf:applec:v:34:y:2002:i:13:p:1645-1655
Journal Field
General
Author Count
2
Added to Database
2026-01-24