English  |  正體中文  |  简体中文  |  Items with full text/Total items : 62805/95882 (66%)
Visitors : 3864271      Online Users : 284
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    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

    Files in This Item:

    File Description SizeFormat
    index.html0KbHTML41View/Open
    The Fisher Equation A Nonlinear Panel Data Approach.pdf574KbAdobe PDF0View/Open

    All items in 機構典藏 are protected by copyright, with all rights reserved.


    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - Feedback