The Fisher hypothesis: a multi-country analysis

Date

2002

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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.

Source Title

Applied Economics

Publisher

Routledge

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Citation

Published Version (Please cite this version)

Language

English