The Fisher Effect in the Spanish Case: A Preliminary Study

Francisco Jareño () and Marta Tolentino

Asian Economic and Financial Review, 2012, vol. 2, issue 7, 841-857

Abstract: We revise previous literature about Fisher Effect, in order to check if the majority of nominal interest rates movements are caused by inflation rate fluctuations, remaining constant the real interest rate. Finally, we analyse the Fisher Effect in the Spanish case with a preliminary analysis in order to validate future studies.

Keywords: Inflation Expectations; Nominal and Real Interest Rates; ARIMA; Flow-Through Coefficients (search for similar items in EconPapers)
Date: 2012
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