I thank the seminar participants at the 5th All-Georgia Conference held at the Federal Reserve Bank of Atlanta and the Raw Research Seminar held at Brigham Young University for their comments. In addition, I express appreciation for the comments and suggestions of an anonymous referee. I am also grateful for the comments of Ray DeGennaro and Jerry Dwyer and the discussions with Mark Fisher and Tom Sargent. I express appreciation for the financial support provided through a grant from the College of Family, Home and Social Science at Brigham Young University while being employed there and for the capable research assistance of Neil Larsen and Scott Murdock that it provided. The views expressed here are mine and not necessarily those of the Federal Reserve Bank of Atlanta or the Federal Reserve System. Any remaining errors are my responsibility.
The Long-Run Fisher Effect: Can It Be Tested?
Article first published online: 22 JAN 2009
© 2009 The Ohio State University
Journal of Money, Credit and Banking
Volume 41, Issue 1, pages 221–231, February 2009
How to Cite
JENSEN, M. J. (2009), The Long-Run Fisher Effect: Can It Be Tested?. Journal of Money, Credit and Banking, 41: 221–231. doi: 10.1111/j.1538-4616.2008.00194.x
- Issue published online: 22 JAN 2009
- Article first published online: 22 JAN 2009
- Received September 12, 2005; and accepted in revised form September 18, 2007.
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