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

Yıl 2013, Cilt: 3 Sayı: 2, 496 - 502, 01.06.2013

Ibrahim Arısoy

https://izlik.org/JA57CB73NX

Öz

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.

Anahtar Kelimeler

Fisher Effect Cointegration Regime Shift Time-Varying Parameters Kalman Filter

Yıl 2013, Cilt: 3 Sayı: 2, 496 - 502, 01.06.2013

Ibrahim Arısoy

https://izlik.org/JA57CB73NX

Öz

Toplam 0 adet kaynakça vardır.

Ayrıntılar

Diğer ID JA79FM86TA
Yazarlar

Ibrahim Arısoy Bu kişi benim

Yayımlanma Tarihi 1 Haziran 2013
IZ https://izlik.org/JA57CB73NX
Yayımlandığı Sayı Yıl 2013 Cilt: 3 Sayı: 2

Kaynak Göster

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 (01 Haziran 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, c. 3, sy 2, ss. 496–502, Haz. 2013, [çevrimiçi]. Erişim adresi: 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 (01 Haziran 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, c. 3, sy 2, Haziran 2013, ss. 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]. 01 Haziran 2013;3(2):496-502. Erişim adresi: https://izlik.org/JA57CB73NX