The Fisher hypothesis: a multi-country analysis

被引：31

作者：

Berument, H ^{[1
]}

Jelassi, MM ^{[1
]}

机构：

[1] Bilkent Univ, Dept Econ, Ankara, Turkey

来源：

APPLIED ECONOMICS | 2002年 / 34卷 / 13期

关键词：

D O I：

10.1080/00036840110115118

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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.

引用

页码：1645 / 1655

页数：11

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