费舍尔效应表明，为了应对货币供应量的变化，名义利率与长期通货膨胀率的变化同步变化。例如，如果货币政策导致通货膨胀率上升5个百分点，那么经济中的名义利率最终也会增加5个百分点。重要的是要记住，费雪效应是一种长期出现的现象，但短期内可能不存在。换句话说，当通货膨胀发生变化时，名义利率不会立即上升，这主要是因为一些贷款具有固定的名义利率，而这些利率是根据预期的通货膨胀水平设定的。如果出现意外通货膨胀，短期内实际利率会下降，因为名义利率在某种程度上是固定的。然而，随着时间的推移，名义利率将调整以适应新的通胀预期。为了理解费雪效应，了解名义利率和实际利率的概念至关重要。这是因为费雪效应表明实际利率等于名义利率减去预期的通货膨胀率。在这种情况下，实际利率随着通货膨胀的增加而下降，除非名义利率以与通货膨胀相同的速度增长。从技术上讲，费舍尔效应表明名义利率适应预期通胀的变化。

加拿大阿尔伯塔打大学Essay代写：预期通胀

The Fisher effect shows that in order to cope with changes in the money supply, nominal interest rates and changes in long-term inflation rates change simultaneously. For example, if monetary policy causes inflation to rise by 5 percentage points, the nominal interest rate in the economy will eventually increase by 5 percentage points. It is important to remember that the Fisher effect is a long-standing phenomenon that may not exist in the short term. In other words, nominal interest rates do not rise immediately when inflation changes, mainly because some loans have fixed nominal interest rates that are set according to expected inflation levels. If there is unexpected inflation, the real interest rate will fall in the short term because the nominal interest rate is fixed to some extent. However, over time, nominal interest rates will adjust to accommodate new inflation expectations. In order to understand the Fisher effect, it is important to understand the concepts of nominal interest rates and real interest rates. This is because the Fisher effect indicates that the real interest rate is equal to the nominal interest rate minus the expected inflation rate. In this case, the real interest rate decreases as inflation increases, unless the nominal interest rate increases at the same rate as inflation. Technically, the Fisher effect suggests that nominal interest rates adapt to changes in expected inflation.