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Anticipated inflation and interest rates: further interpretation of findings on the Fisher equation

Author

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  • Maurice D. Levi
  • John H. Makin

Abstract

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Suggested Citation

  • Maurice D. Levi & John H. Makin, 1976. "Anticipated inflation and interest rates: further interpretation of findings on the Fisher equation," Proceedings, Federal Reserve Bank of San Francisco, issue 1, pages 34-66.
    • Handle: RePEc:fip:fedfpr:y:1976:p:34-66
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    Cited by:

    1. John H. Makin, 1981. "Real Interest, Money Surprises and Anticipated Inflation," NBER Working Papers 0818, National Bureau of Economic Research, Inc.
    2. Anari, Ali & Kolari, James, 2019. "The Fisher puzzle, real rate anomaly, and Wicksell effect," Journal of Empirical Finance, Elsevier, vol. 52(C), pages 128-148.
    3. Kajal Lahiri & Fushang Liu, 2006. "ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts," Advances in Econometrics, in: Econometric Analysis of Financial and Economic Time Series, pages 321-363, Emerald Group Publishing Limited.
    4. Arusha Cooray, 2002. "Interest Rates and Inflationary Expectations: Evidence on the Fisher Effect in Sri Lanka," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 3(2), pages 201-216, September.
    5. S, Surayya, 2018. "Alternative Specifications of Fisher Hypothesis: An Empirical Investigation," MPRA Paper 90320, University Library of Munich, Germany.
    6. James A. Wilcox, 1985. "Short-Term Movements of Long-Term Real Interest Rates: Evidence from the U.K. Indexed Bond Market," NBER Working Papers 1543, National Bureau of Economic Research, Inc.
    7. Richard Hartman & John H. Makin, 1982. "Inflation Uncertainty and Interest Rates: Theory and Empirical Tests," NBER Working Papers 0906, National Bureau of Economic Research, Inc.
    8. John H. Makin & Vito Tanzi, 1983. "The Level and Volatility of Interest Rates in the United States: The Roles of Expected Inflation, Real Rates, and Taxes," NBER Working Papers 1167, National Bureau of Economic Research, Inc.
    9. Anari, Ali & Kolari, James, 2016. "Dynamics of interest and inflation rates," Journal of Empirical Finance, Elsevier, vol. 39(PA), pages 129-144.
    10. Haniff, Norazza Mohd & Masih, Mansur, 2016. "Shariah stocks as an inflation hedge in Malaysia," MPRA Paper 71681, University Library of Munich, Germany.
    11. Patric H. Hendershott & Sheng Cheng Hu, 1979. "Inflation and the Benefits from Owner-Occupied Housing," NBER Working Papers 0383, National Bureau of Economic Research, Inc.
    12. Arnwine, Neil & Yigit, Taner M., 2008. "What Fisher knew about his relation, we sometimes forget," Economics Letters, Elsevier, vol. 101(3), pages 193-195, December.
    13. Joe Peek & James A. Wilcox, 1984. "The Reaction of Reduced-Form Coefficients to Regime Changes: The Case of Interest Rates," NBER Working Papers 1379, National Bureau of Economic Research, Inc.

    More about this item

    Keywords

    Interest rates; Inflation (Finance);

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