TradeAlmanac
Sign in

Fisher effect

The rule that a nominal rate absorbs expected inflation, leaving the real rate roughly unchanged.

How to read the number

It follows that rising rates on their own say nothing about how tight policy is: what matters is whether they outrun expectations for prices.

When the metric lies

It holds as a long-run tendency, not as an equality in any given month, and expectations are unobservable — they are taken from surveys or read out of bond prices.

Also known as: fisher equation

Related terms