The Fisher Effect in the Spanish Case: A Preliminary Study
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Keywords

Inflation Expectations; Nominal and Real Interest Rates; ARIMA; Flow-Through Coefficients

How to Cite

Jareño, F. ., & Tolentino, M. . (2012). The Fisher Effect in the Spanish Case: A Preliminary Study. Asian Economic and Financial Review, 2(7), 841–857. Retrieved from https://archive.aessweb.com/index.php/5002/article/view/935

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.

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