Matches in SemOpenAlex for { <https://semopenalex.org/work/W1569055093> ?p ?o ?g. }
Showing items 1 to 77 of
77
with 100 items per page.
- W1569055093 abstract "This paper attempts a resolutin of the Fisher effect puzzle in terms of estimator choice. Using both short-term and long-term interest rates for 14 OECD countries, we find ample evidence supporting the existence of a long-run Fisher effect in which interest rates move one-to-one with inflation. Our results suggest that the reason why the Fisher effect has not founf support internatinally lies on the estimation method. When the hypothesis of a unit coefficient relating interest rates to expected inflation is tested with the Autoregressive Distributed Lag (ADL) framework. Which is invariant to the integration properties of the data,the Fishereffect easily survives the empirical evidence. Similar, but less robust, results are reached on the grounds of the Pre-Whitened Fully Modified Leas Squares (PW-FMLS) or the Johansen's (JOH) estimators." @default.
- W1569055093 created "2016-06-24" @default.
- W1569055093 creator A5049702203 @default.
- W1569055093 date "2005-01-01" @default.
- W1569055093 modified "2023-09-25" @default.
- W1569055093 title "A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators" @default.
- W1569055093 cites W1546877737 @default.
- W1569055093 cites W1554629469 @default.
- W1569055093 cites W1591398478 @default.
- W1569055093 cites W1595615370 @default.
- W1569055093 cites W1970927287 @default.
- W1569055093 cites W1984120742 @default.
- W1569055093 cites W1984154272 @default.
- W1569055093 cites W1986932170 @default.
- W1569055093 cites W2003750580 @default.
- W1569055093 cites W2025346458 @default.
- W1569055093 cites W2028341918 @default.
- W1569055093 cites W2034707435 @default.
- W1569055093 cites W2064892444 @default.
- W1569055093 cites W2065180335 @default.
- W1569055093 cites W2068298385 @default.
- W1569055093 cites W2069121116 @default.
- W1569055093 cites W2071016101 @default.
- W1569055093 cites W2108066311 @default.
- W1569055093 cites W2108446661 @default.
- W1569055093 cites W2109162812 @default.
- W1569055093 cites W2110603299 @default.
- W1569055093 cites W2134057108 @default.
- W1569055093 cites W2151674044 @default.
- W1569055093 cites W2235799657 @default.
- W1569055093 cites W2335559751 @default.
- W1569055093 cites W3023906401 @default.
- W1569055093 cites W3124550551 @default.
- W1569055093 cites W3125106802 @default.
- W1569055093 cites W3125444371 @default.
- W1569055093 doi "https://doi.org/10.2139/ssrn.680401" @default.
- W1569055093 hasPublicationYear "2005" @default.
- W1569055093 type Work @default.
- W1569055093 sameAs 1569055093 @default.
- W1569055093 citedByCount "5" @default.
- W1569055093 countsByYear W15690550932012 @default.
- W1569055093 countsByYear W15690550932020 @default.
- W1569055093 crossrefType "journal-article" @default.
- W1569055093 hasAuthorship W1569055093A5049702203 @default.
- W1569055093 hasBestOaLocation W15690550932 @default.
- W1569055093 hasConcept C105795698 @default.
- W1569055093 hasConcept C138268822 @default.
- W1569055093 hasConcept C149782125 @default.
- W1569055093 hasConcept C154945302 @default.
- W1569055093 hasConcept C185429906 @default.
- W1569055093 hasConcept C33923547 @default.
- W1569055093 hasConcept C41008148 @default.
- W1569055093 hasConceptScore W1569055093C105795698 @default.
- W1569055093 hasConceptScore W1569055093C138268822 @default.
- W1569055093 hasConceptScore W1569055093C149782125 @default.
- W1569055093 hasConceptScore W1569055093C154945302 @default.
- W1569055093 hasConceptScore W1569055093C185429906 @default.
- W1569055093 hasConceptScore W1569055093C33923547 @default.
- W1569055093 hasConceptScore W1569055093C41008148 @default.
- W1569055093 hasLocation W15690550931 @default.
- W1569055093 hasLocation W15690550932 @default.
- W1569055093 hasOpenAccess W1569055093 @default.
- W1569055093 hasPrimaryLocation W15690550931 @default.
- W1569055093 hasRelatedWork W1964781732 @default.
- W1569055093 hasRelatedWork W1973573083 @default.
- W1569055093 hasRelatedWork W1988224349 @default.
- W1569055093 hasRelatedWork W2036654869 @default.
- W1569055093 hasRelatedWork W2045590034 @default.
- W1569055093 hasRelatedWork W2099081348 @default.
- W1569055093 hasRelatedWork W2152704622 @default.
- W1569055093 hasRelatedWork W2183769715 @default.
- W1569055093 hasRelatedWork W3135104130 @default.
- W1569055093 hasRelatedWork W4200167157 @default.
- W1569055093 isParatext "false" @default.
- W1569055093 isRetracted "false" @default.
- W1569055093 magId "1569055093" @default.
- W1569055093 workType "article" @default.