The Fisher Effect in the Spanish Case: A Preliminary Study

Asian Economic and Financial Review

关键词: Inflation Expectations;    Nominal and Real Interest Rates;    ARIMA;    Flow-Through Coefficients;   

学科分类：社会科学、人文和艺术（综合）

来源: Asian Economic and Social Society

【 摘 要 】

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.

【 授权许可】

CC BY