The Inverted Fisher Hypothesis: Inflation Forecastability and Asset Substitution"
December 1, 2000
Preview Citation
Format: Chicago
Summary
Subject: Consumer price indexes, Financial services, Inflation, Inflation persistence, Marginal effective tax rate, Prices, Real interest rates, Tax policy
Keywords: Asset substitution, Castability index, Consumer price indexes, High-inflation regime, Inflation, Inflation forecastability, Inflation level, Inflation persistence, Inflation process, Inverted Fisher hypothesis, Low-to-moderate inflation economy, Marginal effective tax rate, Nominal interest rate, Null hypothesis, Rate of return, Real interest rates, Switching regression, Threshold effect, WP
Publication Details
-
Pages:
36
-
Volume:
---
-
DOI:
---
-
Issue:
---
-
Series:
Working Paper No. 2000/194
-
Stock No:
WPIEA1942000
-
ISBN:
9781451859850
-
ISSN:
1018-5941