An examination of the Fisher Hypothesis: the case of Turkey
dc.authorscopusid | 25923388000 | |
dc.contributor.author | Gül, Ekrem | |
dc.contributor.author | Açıkalın, Sezgin | |
dc.date.accessioned | 2023-05-30T08:49:57Z | |
dc.date.available | 2023-05-30T08:49:57Z | |
dc.date.issued | 2008 | en_US |
dc.department | Fakülteler, İktisadi ve İdari Bilimler Fakültesi, İktisat Bölümü | |
dc.description.abstract | This 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.citation | Gul, E., & Acikalin, S. (2008). An examination of the fisher hypothesis: The case of turkey. Applied Economics, 40(24), 3227-3231. doi:10.1080/00036840600994112 | en_US |
dc.identifier.doi | 10.1080/00036840600994112 | |
dc.identifier.endpage | 3231 | en_US |
dc.identifier.issn | 0003-6846 | |
dc.identifier.issue | 24 | en_US |
dc.identifier.scopus | 2-s2.0-57549084045 | |
dc.identifier.scopusquality | Q2 | |
dc.identifier.startpage | 3227 | en_US |
dc.identifier.uri | https/doi.org/10.1080/00036840600994112 | |
dc.identifier.uri | https://hdl.handle.net/11552/3000 | |
dc.identifier.volume | 40 | en_US |
dc.identifier.wos | WOS:000261414600010 | |
dc.identifier.wosquality | Q4 | |
dc.indekslendigikaynak | Scopus | |
dc.indekslendigikaynak | WoS | |
dc.indekslendigikaynak | WoS - Social Sciences Citation Index | |
dc.institutionauthor | Gül, Ekrem | |
dc.language.iso | en | |
dc.publisher | Routledge Journals | en_US |
dc.relation.ispartof | Applied Economics | |
dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
dc.rights | info:eu-repo/semantics/closedAccess | |
dc.subject | Cointegration Analysis | en_US |
dc.subject | Economic Analysis | en_US |
dc.subject | İnflation | en_US |
dc.subject | İnterest Rate | en_US |
dc.title | An examination of the Fisher Hypothesis: the case of Turkey | |
dc.type | Article |
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