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    Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/121921

    Title: The Fisher Equation: A Nonlinear Panel Data Approach
    Authors: Kim, D.H.;Lin, S.C.;Hsieh, J.;Suen, Y. B.
    Keywords: Fisher effects;panel smooth transition regression
    Date: 2018
    Issue Date: 2022-01-13 12:12:10 (UTC+8)
    Abstract: This article reinvestigates the Fisher equation. Using the panel smooth transition regression (PSTR) model, it was found that there is a significant regime-switching effect concerning the impact of inflation on interest rates. Specifically, inflation is found to raise the interest rates and the effect becomes stronger in magnitude with inflation. However, the data do not provide evidence in support of the one-for-one Fisher effect. The evidence is robust to interest rates with different maturities and subsamples.
    Relation: Emerging Markets Finance and Trade 54(1), p.162-180
    DOI: 10.1080/1540496X.2016.1245138
    Appears in Collections:[Graduate Institute & Department of Economics] Journal Article

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