An examination of the Fisher Hypothesis: the case of Turkey

dc.authorscopusid25923388000
dc.contributor.authorGül, Ekrem
dc.contributor.authorAçıkalın, Sezgin
dc.date.accessioned2023-05-30T08:49:57Z
dc.date.available2023-05-30T08:49:57Z
dc.date.issued2008en_US
dc.departmentFakülteler, İktisadi ve İdari Bilimler Fakültesi, İktisat Bölümü
dc.description.abstractThis study examines the famous Fisher Hypothesis (FH) for Turkey. FH asserts that nominal interest rates adjust on a one-to-one basis to expected changes in inflation rates. Using the Johansen cointegration method for the Turkish monthly interest rate and inflation rate data, we find that it is possible to determine the long-run relationshipbut not the one-to-one basisbetween nominal interest rates and inflation. Our findings suggest that full FH does not hold but there is a very powerfull Fisher effect in the case of Turkey from 1990 to 2003.en_US
dc.identifier.citationGul, E., & Acikalin, S. (2008). An examination of the fisher hypothesis: The case of turkey. Applied Economics, 40(24), 3227-3231. doi:10.1080/00036840600994112en_US
dc.identifier.doi10.1080/00036840600994112
dc.identifier.endpage3231en_US
dc.identifier.issn0003-6846
dc.identifier.issue24en_US
dc.identifier.scopus2-s2.0-57549084045
dc.identifier.scopusqualityQ2
dc.identifier.startpage3227en_US
dc.identifier.urihttps/doi.org/10.1080/00036840600994112
dc.identifier.urihttps://hdl.handle.net/11552/3000
dc.identifier.volume40en_US
dc.identifier.wosWOS:000261414600010
dc.identifier.wosqualityQ4
dc.indekslendigikaynakScopus
dc.indekslendigikaynakWoS
dc.indekslendigikaynakWoS - Social Sciences Citation Index
dc.institutionauthorGül, Ekrem
dc.language.isoen
dc.publisherRoutledge Journalsen_US
dc.relation.ispartofApplied Economics
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.subjectCointegration Analysisen_US
dc.subjectEconomic Analysisen_US
dc.subjectİnflationen_US
dc.subjectİnterest Rateen_US
dc.titleAn examination of the Fisher Hypothesis: the case of Turkey
dc.typeArticle

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