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The Fisher Effect in the Spanish Case: A Preliminary Study

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Author(s): Francisco Jareno | Marta Tolentino

Journal: Asian Economic and Financial Review
ISSN 2305-2147

Volume: 2;
Issue: 7;
Start page: 841;
Date: 2012;
Original page

Keywords: Inflation Expectations | Nominal and Real Interest Rates | ARIMA | Flow-Through Coefficients

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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