The Fisher effect, survey data and time-varying volatility
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DOI: 10.1007/s00181-007-0139-0
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Cited by:
- Herwartz, Helmut & Siedenburg, Florian, 2009. "The effects of variance breaks on homogenous panel unit root tests," Economics Working Papers 2009-07, Christian-Albrechts-University of Kiel, Department of Economics.
- Andrew Phiri & Lutho Mbekeni, 2021. "Fisher’s hypothesis, survey-based expectations and asymmetric adjustments: Empirical evidence from South Africa," International Economics and Economic Policy, Springer, vol. 18(4), pages 825-846, October.
- Hamid Baghestani, 2016. "Interest rate movements and US consumers’ inflation forecast errors: is there a link?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(3), pages 623-630, July.
- Fan, Ailong & Wang, Junteng & He, Yapeng & Perčić, Maja & Vladimir, Nikola & Yang, Liu, 2021. "Decarbonising inland ship power system: Alternative solution and assessment method," Energy, Elsevier, vol. 226(C).
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Keywords
Fisher effect; Livingston survey; Disagreement; Heteroskedasticity; Monetary policy regimes;All these keywords.
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