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Testing for the Fisher Hypothesis under Regime Shifts in Turkey: New Evidence from Time-Varying Parameters

Year 2013, Volume: 3 Issue: 2, 496 - 502, 01.06.2013

Ibrahim Arısoy

https://izlik.org/JA57CB73NX

Abstract

This paper examines the validity of Fisher hypothesis in Turkey for the time period 1987Q1-2010Q3. For this purpose, we employ cointegration test with a structural break as well as time varying parameters approach (TVP) that takes into account the effects of regime or policy changes on the relation between interest rate and inflation rate. The empirical results show that weak form of the Fisher hypothesis holds in Turkish economy.

Keywords

Fisher Effect Cointegration Regime Shift Time-Varying Parameters Kalman Filter

Year 2013, Volume: 3 Issue: 2, 496 - 502, 01.06.2013

Ibrahim Arısoy

https://izlik.org/JA57CB73NX

Abstract

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Other ID JA79FM86TA
Authors

Ibrahim Arısoy This is me

Publication Date June 1, 2013
IZ https://izlik.org/JA57CB73NX
Published in Issue Year 2013 Volume: 3 Issue: 2

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APA Arısoy, I. (2013). Testing for the Fisher Hypothesis under Regime Shifts in Turkey: New Evidence from Time-Varying Parameters. International Journal of Economics and Financial Issues, 3(2), 496-502. https://izlik.org/JA57CB73NX
AMA 1.Arısoy I. Testing for the Fisher Hypothesis under Regime Shifts in Turkey: New Evidence from Time-Varying Parameters. IJEFI. 2013;3(2):496-502. https://izlik.org/JA57CB73NX
Chicago Arısoy, Ibrahim. 2013. “Testing for the Fisher Hypothesis under Regime Shifts in Turkey: New Evidence from Time-Varying Parameters”. International Journal of Economics and Financial Issues 3 (2): 496-502. https://izlik.org/JA57CB73NX.
EndNote Arısoy I (June 1, 2013) Testing for the Fisher Hypothesis under Regime Shifts in Turkey: New Evidence from Time-Varying Parameters. International Journal of Economics and Financial Issues 3 2 496–502.
IEEE [1]I. Arısoy, “Testing for the Fisher Hypothesis under Regime Shifts in Turkey: New Evidence from Time-Varying Parameters”, IJEFI, vol. 3, no. 2, pp. 496–502, June 2013, [Online]. Available: https://izlik.org/JA57CB73NX
ISNAD Arısoy, Ibrahim. “Testing for the Fisher Hypothesis under Regime Shifts in Turkey: New Evidence from Time-Varying Parameters”. International Journal of Economics and Financial Issues 3/2 (June 1, 2013): 496-502. https://izlik.org/JA57CB73NX.
JAMA 1.Arısoy I. Testing for the Fisher Hypothesis under Regime Shifts in Turkey: New Evidence from Time-Varying Parameters. IJEFI. 2013;3:496–502.
MLA Arısoy, Ibrahim. “Testing for the Fisher Hypothesis under Regime Shifts in Turkey: New Evidence from Time-Varying Parameters”. International Journal of Economics and Financial Issues, vol. 3, no. 2, June 2013, pp. 496-02, https://izlik.org/JA57CB73NX.
Vancouver 1.Ibrahim Arısoy. Testing for the Fisher Hypothesis under Regime Shifts in Turkey: New Evidence from Time-Varying Parameters. IJEFI [Internet]. 2013 Jun. 1;3(2):496-502. Available from: https://izlik.org/JA57CB73NX