Skip to main content
Log in

Discussion of the Fisher Effect Puzzle: A Case of Non-Linear Relationship

  • Review Article
  • Published:
Open Economies Review Aims and scope Submit manuscript

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

References

  • Bai J, Perron P (1998) Estimating and testing linear models with multiple structural changes. Econometrica 66:47–78

    Article  Google Scholar 

  • Baillie RT, Morana C (2009) “Investigating inflation dynamics and structural change with an adaptive ARFIMA approach”, mimeo Queen Mary University London

  • Ball L, Cecchetti SG (1990) “Inflation and uncertainty at short and long horizons”, Brookings Papers on Economic Activity, pp 215–254

  • Canzoneri MB, Dellas H (1998) Real interest rates and central bank operating procedures. J Monet Econ 42:471–494

    Article  Google Scholar 

  • Charfeddine L, Guegan D (2007) “Which is the best model for the US inflation rate: A structural changes models or a long memory process?”, CES Working Paper No. 2007.61, Universite Paris

  • Gali J (2008) Monetary policy inflation and the business cycle: an introduction to the New Keynesian framework. Princeton University Press, Princeton

    Google Scholar 

  • Rose A (1988) Is the real interest rate stable. J Finance 43:1095–1112

    Article  Google Scholar 

  • Sun Y, Phillips PCB (2004) Understanding the Fisher equation. J Appl Econ 19:869–886

    Article  Google Scholar 

  • Swamy PAVB, Tavlas G, Hall SG, Hondroyannis G (2008) “Estimation of parameters in the presence of model mispecification and measurement error”, mimeo, University of Leicester

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Peter N. Smith.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Smith, P.N. Discussion of the Fisher Effect Puzzle: A Case of Non-Linear Relationship. Open Econ Rev 21, 105–108 (2010). https://doi.org/10.1007/s11079-009-9155-3

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11079-009-9155-3

Keywords

Navigation