The Fisher hypothesis: a multi-country analysis

Hakan Berument () and Mohamed Jelassi ()

Applied Economics, 2002, vol. 34, issue 13, 1645-1655

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.

Date: 2002
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Citations: View citations in EconPapers (29)

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DOI: 10.1080/00036840110115118

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