Fisher Etkisinin Türkiye Verileri ile Testi = The Analysis of Fisher Effect Using Turkish Data

Fisher Etkisinin Türkiye Verileri ile Testi = The Analysis of Fisher Effect Using Turkish Data

In this study, the Fisher effect, which claims that there is one to one long-term relationship between the inflation rate and the long-term nominal interest rate, has been tested using Turkish quarterly data over the 1987(I)- 2004(4) periods. Here, ARDL bounds testing approach to cointegration newly...

Full description

Bibliographic Details
Main Authors: Cem KADILAR, Muammer ŞİMŞEK
Format: Article
Language:English
Published: Dogus University 2006-01-01
Series:Doğuş Üniversitesi Dergisi
Subjects:
Faiz oranı
Enflasyon
Fisher etkisi
Kısıtsız hata düzeltme modeli
Eşbütünleşme analizi
ARDL
Sınır testi
Kritik sınır değerleri
Interest rate
Inflation
Fisher effect
Unrestricted error correction model
Cointegration analysis
Bounds testing
Critical value bounds
Online Access:http://journal.dogus.edu.tr/index.php/duj/article/view/122

Internet

http://journal.dogus.edu.tr/index.php/duj/article/view/122

Similar Items