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INTEREST RATES, FISHER EFFECT AND ECONOMIC DEVELOPMENT IN TURKEY, 1989-2011

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dc.contributor.authorGÜRİŞ, SELAHATTİN
dc.contributor.authorÜN, TURGUT
dc.contributor.authorsGür??, Selahattin; Gür??, Burak; Ün, Turgut
dc.date.accessioned2022-03-02T05:37:28Z
dc.date.accessioned2026-01-10T20:45:45Z
dc.date.available2022-03-02T05:37:28Z
dc.date.issued2016-11-18
dc.description.abstractThis paper investigates the validity of the Fisher Hypothesis in Turkey coveringthe period 2003 – 2012. To test validity of Fisher Hypothesis, this paper uses anAutoregressive Distributed Lag test for threshold cointegration recently introduced in theliterature by Li and Lee (2010). The empirical results which are obtained from this paperindicate that Fisher hypothesis is valid for Turkey, meaning nominal interest rates wouldbe an important leading indicator for inflation.
dc.identifier.doi10.15304/rge.25.2.3740
dc.identifier.issn2255-5951, 1132-2799
dc.identifier.issue2
dc.identifier.pages95-100
dc.identifier.urihttps://hdl.handle.net/11424/218389
dc.identifier.volume25
dc.language.isoeng
dc.relation.urihttps://revistas.usc.gal/index.php/rge/article/view/3740
dc.titleINTEREST RATES, FISHER EFFECT AND ECONOMIC DEVELOPMENT IN TURKEY, 1989-2011
dc.typearticle
dspace.entity.typePublication

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