Tests of Rational Expectations and Fisher Effects.

The main purpose of the present paper is to test the rational expectations hypothesis and the Fisher effect as two disjoint propositions. In addition, to highlight the implications of different expectational proxies on the estimated Fisher effect, we have used the well-known Livingston's series on p...

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Bibliographic Details

Published in:	Southern Economic Journal Vol. 46; no. 2; pp. 413 - 425
Main Authors:	Lahiri, Kajal, Jungsoo Lee
Format:	Article
Published:	Wiley-Blackwell Oct79
Subjects:	Rational expectations (Economic theory) Fisher effect (Economics)
Online Access:	View this record in EBSCOhost