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The Fisher Equation: A Nonlinear Panel Data Approach

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dc.contributor.authorKim, Dong-Hyeon-
dc.contributor.authorLin, Shu-Chin-
dc.contributor.authorHsieh, Joyce-
dc.contributor.authorSuen, Yu-Bo-
dc.date.accessioned2021-09-02T21:07:29Z-
dc.date.available2021-09-02T21:07:29Z-
dc.date.created2021-06-16-
dc.date.issued2018-
dc.identifier.issn1540-496X-
dc.identifier.urihttps://scholar.korea.ac.kr/handle/2021.sw.korea/80883-
dc.description.abstractThis 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.-
dc.languageEnglish-
dc.language.isoen-
dc.publisherROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD-
dc.subjectMONETARY-POLICY-
dc.subjectINTEREST-RATES-
dc.subjectINFLATIONARY EXPECTATIONS-
dc.subjectUNIT-ROOT-
dc.subjectREAL-
dc.subjectHYPOTHESIS-
dc.subjectOPENNESS-
dc.subjectASSETS-
dc.subjectTAXES-
dc.subjectTESTS-
dc.titleThe Fisher Equation: A Nonlinear Panel Data Approach-
dc.typeArticle-
dc.contributor.affiliatedAuthorKim, Dong-Hyeon-
dc.identifier.doi10.1080/1540496X.2016.1245138-
dc.identifier.scopusid2-s2.0-85038414219-
dc.identifier.wosid000427296600010-
dc.identifier.bibliographicCitationEMERGING MARKETS FINANCE AND TRADE, v.54, no.1, pp.162 - 180-
dc.relation.isPartOfEMERGING MARKETS FINANCE AND TRADE-
dc.citation.titleEMERGING MARKETS FINANCE AND TRADE-
dc.citation.volume54-
dc.citation.number1-
dc.citation.startPage162-
dc.citation.endPage180-
dc.type.rimsART-
dc.type.docTypeArticle-
dc.description.journalClass1-
dc.description.journalRegisteredClassssci-
dc.description.journalRegisteredClassscopus-
dc.relation.journalResearchAreaBusiness & Economics-
dc.relation.journalResearchAreaInternational Relations-
dc.relation.journalWebOfScienceCategoryBusiness-
dc.relation.journalWebOfScienceCategoryEconomics-
dc.relation.journalWebOfScienceCategoryInternational Relations-
dc.subject.keywordPlusMONETARY-POLICY-
dc.subject.keywordPlusINTEREST-RATES-
dc.subject.keywordPlusINFLATIONARY EXPECTATIONS-
dc.subject.keywordPlusUNIT-ROOT-
dc.subject.keywordPlusREAL-
dc.subject.keywordPlusHYPOTHESIS-
dc.subject.keywordPlusOPENNESS-
dc.subject.keywordPlusASSETS-
dc.subject.keywordPlusTAXES-
dc.subject.keywordPlusTESTS-
dc.subject.keywordAuthorFisher effects-
dc.subject.keywordAuthorpanel smooth transition regression-
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