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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Detalles Bibliográficos
Publicado en:Southern Economic Journal Vol. 46; no. 2; pp. 413 - 425
Autores principales: Lahiri, Kajal, Jungsoo Lee
Formato: Artículo
Publicado: Wiley-Blackwell Oct79
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Acceso en línea:Ver este registro en EBSCOhost