Reference health

The Fisher effect: new evidence and implications

https://doi.org/10.1016/s1059-0560(02)00146-6
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24/24 checkable references clean · checked 2026-08-03

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

15 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 24 checked references that resolve
resolves10.1007/BF02532251
Fitting autoregressive models for prediction
resolves10.1016/0304-3932(87)90026-2
The Fisher hypothesis and the forecastability and persistence of inflation
resolves10.1016/0304-3932(92)90006-N
The liquidity premium in average interest rates
resolves10.2307/1912517
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
resolves10.2307/2329244
Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?
resolves10.1016/0304-3932(90)90045-6
Term-structure forecasts of interest rates, inflation and real returns
resolves10.1016/0304-3932(82)90021-6
Inflation, real returns and capital investment
resolves10.1016/0304-405X(77)90014-9
Asset returns and inflation
resolves10.1016/0304-3878(93)90037-N
The Fisher effect in a signal extraction framework The recent Brazilian experience
resolves10.1016/0165-1889(88)90041-3
Statistical analysis of cointegration vectors
resolves10.1111/j.1468-0084.1990.mp52002003.x
MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY
resolves10.1016/0304-3932(92)90031-V
In search of the liquidity effect
resolves10.1016/0304-3932(81)90050-7
Monetary policy and long-term interest rates
resolves10.3386/w2626
What Does the Term Structure Tell Us About Future Inflation?
resolves10.1016/0261-5606(91)90024-E
A multi-country study of the information in the shorter maturity term structure about future inflation
resolves10.1016/0304-3932(92)90060-F
Is the Fisher effect for real?
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1111/j.1468-0084.1992.tb00013.x
A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics<sup>1</sup>
resolves10.2307/2951476
Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models
resolves10.2307/2297545
Statistical Inference in Instrumental Variables Regression with I(1) Processes
resolves10.1111/1467-9442.00114
Nominal Interest Rates as Indicators of Inflation Expectations
resolves10.1016/S0161-8938(01)00055-2
Monetary policy and the Fisher effect
resolves10.2307/2951763
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
resolves10.2307/2109438
The Fisher Effect and the Term Structure of Interest Rates: Tests of Cointegration
The 15 references without a DOI — listed, not checked
no DOI — not checkedInflation, real balances, output, and real stock returns
no DOI — not checkedCagan, P. (1972). The channels of monetary effects on interest rates. NBER Working Papers. New York, NY.
no DOI — not checked10.1016/S1059-0560(02)00146-6_BIB6
no DOI — not checkedNew facts in finance
no DOI — not checked10.1016/S1059-0560(02)00146-6_BIB14
no DOI — not checkedThe role of monetary policy
no DOI — not checked10.1016/S1059-0560(02)00146-6_BIB16
no DOI — not checkedHall, R. (1989). Bounds on the variances of specification errors in models with expectation, NBER working paper series (U.S.) No. 2936: 1–33, April.
no DOI — not checked10.1016/S1059-0560(02)00146-6_BIB18
no DOI — not checked10.1016/S1059-0560(02)00146-6_BIB21
no DOI — not checkedThe vanishing liquidity effect of money on interest: analysis and implications for policy
no DOI — not checkedShort-term interest rates as predictors of inflation
no DOI — not checkedInterest rate risk and the stock prices of financial institutions
no DOI — not checked10.1016/S1059-0560(02)00146-6_BIB38
no DOI — not checkedVector autoregressions and cointegration
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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