{"_buckets": {"deposit": "7f1b92ae-bcf9-4d31-a3e2-666a77743324"}, "_deposit": {"id": "2008938", "owners": [1], "pid": {"revision_id": 0, "type": "depid", "value": "2008938"}, "status": "published"}, "_oai": {"id": "oai:u-ryukyu.repo.nii.ac.jp:02008938", "sets": ["1642838338003", "1642838405494"]}, "author_link": [], "item_1617186331708": {"attribute_name": "Title", "attribute_value_mlt": [{"subitem_1551255647225": "Non-Linear Analysis of the Fisher Effect: In the Case of Japan", "subitem_1551255648112": "en"}]}, "item_1617186419668": {"attribute_name": "Creator", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "Sugita, Katsuhiro", "creatorNameLang": "en"}]}]}, "item_1617186476635": {"attribute_name": "Access Rights", "attribute_value_mlt": [{"subitem_1522299639480": "open access", "subitem_1600958577026": "http://purl.org/coar/access_right/c_abf2"}]}, "item_1617186499011": {"attribute_name": "Rights", "attribute_value_mlt": [{"subitem_1522650717957": "en", "subitem_1522651041219": "Creative Commons Attribution 4.0 International License"}, {"subitem_1522650717957": "en", "subitem_1522650727486": "http://creativecommons.org/licenses/by/4.0", "subitem_1522651041219": "http://creativecommons.org/licenses/by/4.0"}]}, "item_1617186626617": {"attribute_name": "Description", "attribute_value_mlt": [{"subitem_description": "The Fisher effect has been commonly analyzed to investigate the long-run relationship between nominal interest rates and expected inflation rate, though it is rarely successful in finding the cointegration relationship as the Fisher effect states. In this paper, a Bayesian Markov switching vector error correction model is applied to analyze non-linearity in the Fisher effect in the case of Japan. We find that the Fisher effect holds in one regime although it does not hold in another regime when the nominal interest rate is stable and does not respond against disequilibrium by the monetary policy such as the zero interest rate policy. This model reveals non-linearity in the error correction mechanism of the Fisher effect in Japan.", "subitem_description_type": "Other"}, {"subitem_description": "\u8ad6\u6587", "subitem_description_type": "Other"}]}, "item_1617186643794": {"attribute_name": "Publisher", "attribute_value_mlt": [{"subitem_1522300295150": "en", "subitem_1522300316516": "Canadian Center of Science and Education"}]}, "item_1617186702042": {"attribute_name": "Language", "attribute_value_mlt": [{"subitem_1551255818386": "eng"}]}, "item_1617186783814": {"attribute_name": "Identifier", "attribute_value_mlt": [{"subitem_identifier_type": "HDL", "subitem_identifier_uri": "http://hdl.handle.net/20.500.12000/38712"}]}, "item_1617186920753": {"attribute_name": "Source Identifier", "attribute_value_mlt": [{"subitem_1522646500366": "ISSN", "subitem_1522646572813": "1916-971X"}]}, "item_1617186941041": {"attribute_name": "Source Title", "attribute_value_mlt": [{"subitem_1522650068558": "en", "subitem_1522650091861": "International Journal of Economics and Finance"}]}, "item_1617187056579": {"attribute_name": "Bibliographic Information", "attribute_value_mlt": [{"bibliographicIssueNumber": "11", "bibliographicPageEnd": "9", "bibliographicPageStart": "1", "bibliographicVolumeNumber": "9"}]}, "item_1617258105262": {"attribute_name": "Resource Type", "attribute_value_mlt": [{"resourcetype": "journal article", "resourceuri": "http://purl.org/coar/resource_type/c_6501"}]}, "item_1617265215918": {"attribute_name": "Version Type", "attribute_value_mlt": [{"subitem_1522305645492": "VoR", "subitem_1600292170262": "http://purl.org/coar/version/c_970fb48d4fbd8a85"}]}, "item_1617353299429": {"attribute_name": "Relation", "attribute_value_mlt": [{"subitem_1522306287251": {"subitem_1522306382014": "DOI", "subitem_1522306436033": "https://doi.org/10.5539/ijef.v9n11p1"}}, {"subitem_1522306287251": {"subitem_1522306382014": "DOI", "subitem_1522306436033": "info:doi/10.5539/ijef.v9n11p1"}}]}, "item_1617605131499": {"attribute_name": "File", "attribute_type": "file", "attribute_value_mlt": [{"accessrole": "open_access", "download_preview_message": "", "file_order": 0, "filename": "70010-259285-1-PB.pdf", "future_date_message": "", "is_thumbnail": false, "mimetype": "", "size": 0, "url": {"objectType": "fulltext", "url": "https://u-ryukyu.repo.nii.ac.jp/record/2008938/files/70010-259285-1-PB.pdf"}, "version_id": "21499313-29c0-4802-850c-94c029eb494a"}]}, "item_title": "Non-Linear Analysis of the Fisher Effect: In the Case of Japan", "item_type_id": "15", "owner": "1", "path": ["1642838338003", "1642838405494"], "permalink_uri": "http://hdl.handle.net/20.500.12000/38712", "pubdate": {"attribute_name": "PubDate", "attribute_value": "2018-03-09"}, "publish_date": "2018-03-09", "publish_status": "0", "recid": "2008938", "relation": {}, "relation_version_is_last": true, "title": ["Non-Linear Analysis of the Fisher Effect: In the Case of Japan"], "weko_shared_id": -1}