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An examination of the Fisher Hypothesis: the case of Turkey
13 references·11 citing·29 second hop
An examination of the Fisher Hypothesis: the case of Turkey (2008)An examination of the Fisher Hypothesis: …A long memory test of the long-run Fisher effect in the G7 countries (2003)A long memory test of the lon…The Fisher effect: new evidence and implications (2002)The Fisher effect: new eviden…The relationship between nominal interest rates and inflation: international evidence (2001)The relationship between nomi…On the Fisher effect (1999)On the Fisher effectThe Long-Run Relationship between Nominal Interest Rates and Inflation: The Fisher Equation Revisited (1996)The Long-Run Relationship bet…Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation? (1995)Do Expected Shifts in Inflati…Is the Fisher effect for real? (1992)Is the Fisher effect for real?Is the Fisher Effect for Real? A Reexamination of the Relationship Between Inflation and Interest Rates (1991)Is the Fisher Effect for Real…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Is the Real Interest Rate Stable? (1988)Is the Real Interest Rate Sta…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Enflasyon ve Faiz Oranı İlişkisi: Fisher Hipotezinin Türkiye İçin Geçerliliği (2021)Enflasyon ve Faiz Oranı İlişk…Non-parametric analysis of the relationship between inflation and interest rate in the context of Fisher effect for Turkish economy (2020)Non-parametric analysis of th…Inflation and infrastructure sector returns in emerging markets—panel ARDL approach (2020)Inflation and infrastructure …Re-Visiting Fisher Effect for Fragile Five Economies (2018)Re-Visiting Fisher Effect for…FİSHER HİPOTEZİ'NİN PANEL VERİ ANALİZİ İLE TEST EDİLMESİ: OECD ÜLKELERİ UYGULAMASI (2017)FİSHER HİPOTEZİ'NİN PANEL VER…Testing the Long-Run Fisher Effect in Selected African Countries: Evidence from ARDL Bounds Test (2015)Testing the Long-Run Fisher E…Enflasyon-Faiz Oranı Takası: Fisher Hipotezi Bağlamında Türkiye Ekonomisi İçin Dinamik En Küçük Kareler Yöntemi (2015)Enflasyon-Faiz Oranı Takası: …Does the Fisher hypothesis hold for the G7? Evidence from the panel cointegration test (2015)Does the Fisher hypothesis ho…Fisher Effect: Evidence From Money Market in Malaysia (2014)Fisher Effect: Evidence From …The interest rate–inflation relationship under an inflation targeting regime: The case of Turkey (2012)The interest rate–inflation r…Panel cointegration analysis of the Fisher effect: Evidence from the US, the UK, and Japan (2011)Panel cointegration analysis …Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Understanding spurious regressions in econometrics (1986)Shifting endpoints in the term structure of interest rates (2001)Long-horizon regressions: theoretical results and applications (2003)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Movements in the Equity Premium (1993)The Term Structure of Real Rates and Expected Inflation (2007)Regime Changes and Financial Markets (2012)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)Are real interest rates really nonstationary? New evidence from tests with good size and power (2004)Expected Returns in Treasury Bonds (2015)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing Long-Run Monetary Neutrality Propositions: Lessons from the Recent Research (1999)International Evidence on the Long-Run Impact of Inflation (2003)Regime Changes in International Real Interest Rates: Are They a Monetary Phenomenon? (2005)Time Series Regression with a Unit Root (1987)Trends and random walks in macroeconomic time series (1988)What moves housing markets: A variance decomposition of the rent–price ratio (2009)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (1999)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1988Is the Real Interest Rate Stable?489 cited
  • 1991Is the Fisher Effect for Real? A Reexamination of the Relationship Between Inflation and Interest Rates438 cited
  • 1992Is the Fisher effect for real?423 cited
  • 1996The Long-Run Relationship between Nominal Interest Rates and Inflation: The Fisher Equation Revisited311 cited
  • 1995Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?290 cited
  • 1999On the Fisher effect161 cited
  • 2001The relationship between nominal interest rates and inflation: international evidence72 cited
  • 2002The Fisher effect: new evidence and implications60 cited
  • 2003A long memory test of the long-run Fisher effect in the G7 countries58 cited

Cited by

  • 2012The interest rate–inflation relationship under an inflation targeting regime: The case of Turkey43 cited

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2017
FİSHER HİPOTEZİ'NİN PANEL VERİ ANALİZİ İLE TEST EDİLMESİ: OECD ÜLKELERİ UYGULAMASI
31 cited
  • 2021Enflasyon ve Faiz Oranı İlişkisi: Fisher Hipotezinin Türkiye İçin Geçerliliği26 cited
  • 2020Inflation and infrastructure sector returns in emerging markets—panel ARDL approach25 cited
  • 2011Panel cointegration analysis of the Fisher effect: Evidence from the US, the UK, and Japan24 cited
  • 2015Does the Fisher hypothesis hold for the G7? Evidence from the panel cointegration test22 cited
  • 2015Enflasyon-Faiz Oranı Takası: Fisher Hipotezi Bağlamında Türkiye Ekonomisi İçin Dinamik En Küçük Kareler Yöntemi21 cited
  • 2018Re-Visiting Fisher Effect for Fragile Five Economies15 cited
  • 2020Non-parametric analysis of the relationship between inflation and interest rate in the context of Fisher effect for Turkish economy15 cited
  • 2015Testing the Long-Run Fisher Effect in Selected African Countries: Evidence from ARDL Bounds Test15 cited
  • 2014Fisher Effect: Evidence From Money Market in Malaysia14 cited