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

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

Show other versions (1)

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...

Full description

Bibliographic Details
Main Author: Ibrahim Arısoy
Format: Article
Language:English
Published: EconJournals 2013-06-01
Series:International Journal of Economics and Financial Issues
Subjects:
fisher effect
cointegration
regime shift
time-varying parameters
kalman filter
Online Access:https://dergipark.org.tr/tr/pub/ijefi/issue/31957/351924?publisher=http-www-cag-edu-tr-ilhan-ozturk

Similar Items

Similar Items