Verfügbarkeit: The Inverted Fisher Hypothesis

The Inverted Fisher Hypothesis: Inflation Forecastability and Asset Substitution""

This paper examines the implications of inflation persistence for the inverted Fisher hypothesis that nominal interest rates do not adjust to inflation because of a high degree of substitutability between money and bonds. It is emphasized that the substitutability between nominal assets and capital...

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1. Verfasser:	Choi, Woon Gyu (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2000
Schriftenreihe:	IMF Working Papers Working Paper No. 00/194
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 URL des Erstveröffentlichers
Zusammenfassung:	This paper examines the implications of inflation persistence for the inverted Fisher hypothesis that nominal interest rates do not adjust to inflation because of a high degree of substitutability between money and bonds. It is emphasized that the substitutability between nominal assets and capital renders the hypothesis inconsistent with the data when inflation persistence is high. Using a switching regression model, the analysis allows the reflection of inflation in interest rates to vary according to the degree of inflation persistence or forecastability. The hypothesis is supported by U.S. data only when inflation forecastability is below a certain threshold
Beschreibung:	1 Online-Ressource (36 p)
ISBN:	1451859856 9781451859850

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spelling	Choi, Woon Gyu Verfasser aut The Inverted Fisher Hypothesis Inflation Forecastability and Asset Substitution"" Choi, Woon Gyu Washington, D.C International Monetary Fund 2000 1 Online-Ressource (36 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 00/194 This paper examines the implications of inflation persistence for the inverted Fisher hypothesis that nominal interest rates do not adjust to inflation because of a high degree of substitutability between money and bonds. It is emphasized that the substitutability between nominal assets and capital renders the hypothesis inconsistent with the data when inflation persistence is high. Using a switching regression model, the analysis allows the reflection of inflation in interest rates to vary according to the degree of inflation persistence or forecastability. The hypothesis is supported by U.S. data only when inflation forecastability is below a certain threshold Online-Ausg http://elibrary.imf.org/view/IMF001/07109-9781451859850/07109-9781451859850/07109-9781451859850.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Choi, Woon Gyu The Inverted Fisher Hypothesis Inflation Forecastability and Asset Substitution""
title	The Inverted Fisher Hypothesis Inflation Forecastability and Asset Substitution""
title_auth	The Inverted Fisher Hypothesis Inflation Forecastability and Asset Substitution""
title_exact_search	The Inverted Fisher Hypothesis Inflation Forecastability and Asset Substitution""
title_exact_search_txtP	The Inverted Fisher Hypothesis Inflation Forecastability and Asset Substitution""
title_full	The Inverted Fisher Hypothesis Inflation Forecastability and Asset Substitution"" Choi, Woon Gyu
title_fullStr	The Inverted Fisher Hypothesis Inflation Forecastability and Asset Substitution"" Choi, Woon Gyu
title_full_unstemmed	The Inverted Fisher Hypothesis Inflation Forecastability and Asset Substitution"" Choi, Woon Gyu
title_short	The Inverted Fisher Hypothesis
title_sort	the inverted fisher hypothesis inflation forecastability and asset substitution
title_sub	Inflation Forecastability and Asset Substitution""
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