文章基本信息

标题：Efeito Fisher no Brasil, de 1980 a 2008
本地全文：下载
作者：Armando Vaz Sampaio
期刊名称：Análise
印刷版ISSN：1516-2680
电子版ISSN：1980-6302
出版年度：2010
卷号：21
期号：1
语种：Portuguese
出版社：Faculdade de Administra??o, Contabilidade e Economia, Pontifícia Universidade Católica do Rio Grande do Sul
摘要：Fisher effect inform that the nominal interest rate is the sum of the real interest rate and expected inflation, the Fisher hypothesis inform that relationship between nominal interest rate and expected inflation is unit. This relationship has great impact in the macroeconomic model, The Fisher hypothesis will test the long-run neutrality proposition, that is; a permanent change in nominal variables have no effect on real economic variables in the long run. The empirical evidence showed that there was not short-run Fisher effect, and there was cointegration between the variables, the strong version of the long-run Fisher hypothesis could be rejected and the weak form of the long run Fisher hypothesis could not be rejected.
关键词：Interest rate. Fisher effect. Cointegration.;Taxa de Juros. Efeito Fisher. Cointegração.