Department of Management

Does the long-term interest rate predict future inflation? a multi-country analysis

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Fisher hypotesen indebærer, at spændet mellem den lange rente og inflationstakten er den optimale prediktor af fremtidige ændringer i inflationstakten. Denne hypotese undersøges med data fra 13 OECD lande. Resultaterne viser, at der er store forskelle mellem landene m.h.t. den lange rentes evne til at forudsige den fremtidige inflation.
Original languageEnglish
JournalReview of Economics and Statistics
Volumevol. 77
IssueFebruary, 1
Pages (from-to)42-54
Number of pages13
ISSN0034-6535
Publication statusPublished - 1995

    Research areas

  • HHÅ forskning

See relations at Aarhus University Citationformats

ID: 32316498