Citations (28)
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Thando Mkhombo & Andrew Phiri. (2022) Investigating Fisher effect in SACU countries: A wavelet coherence approach. Cogent Economics & Finance 10:1.
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Ibrahim Dogan, Emre Orun, Bayram Aydın & Mahmut Saban Afsal. (2020) Non-parametric analysis of the relationship between inflation and interest rate in the context of Fisher effect for Turkish economy. International Review of Applied Economics 34:6, pages 758-768.
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Burcu Ozcan & Ayse Ari. (2015) Does the Fisher hypothesis hold for the G7? Evidence from the panel cointegration test. Economic Research-Ekonomska Istraživanja 28:1, pages 271-283.
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Pär Österholm. (2009) The time-series properties of Norwegian inflation and nominal interest rate. Applied Economics 41:10, pages 1303-1309.
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Paul A. Johnson. (2006) Is it really the Fisher effect?. Applied Economics Letters 13:4, pages 201-203.
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Articles from other publishers (23)
Yağmur TOKATLIOĞLU. (2023) The Fisher Hypothesis within the Framework of Long-Run Covariability: The Case of the United KingdomUzun Dönemli Ortak Değişkenlik Çerçevesinde Fisher Hipotezi: İngiltere Örneği. Sosyoekonomi 31:57, pages 195-205.
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Martin Ruzima, Micheal Kofi Boachie, Tatjana Põlajeva & Abdul-Aziz Iddrisu. (2022) Does the Fisher effect hold in Rwanda?. Quality & Quantity 57:3, pages 2657-2672.
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Şevket PAZARCI, Asim KAR & Mehmet ALTUNTAŞ. (2023) Türkiye’de Fisher Hipotezinin Geçerliliğine İlişkin Ampirik Bir AnalizAn Empirical Analysis of the Validity of the Fisher Hypothesis in Turkey. Süleyman Demirel Üniversitesi Vizyoner Dergisi 14:38, pages 564-577.
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Andrew Phiri. (2022) Fisher’s hypothesis in time–frequency space: a premier using South Africa as a case study. Quality & Quantity.
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Osman Geyik, Murat Demir & Hamza Erdoğdu. (2022) BRICS-T ülkelerinde faiz, döviz kuru ile enflasyon ilişkisi: Panel eşbütünleşme analizi. JOURNAL OF LIFE ECONOMICS 9:3, pages 109-127.
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Muhammed Enes OLGUN. (2022) Interest Rate and Inflation: Is there a Fisher or Neo-Fisher Effect? Evidence from TurkeyInterest Rate and Inflation: Is there a Fisher or Neo-Fisher Effect? Evidence from Turkey. Yönetim Bilimleri Dergisi 20:45, pages 759-775.
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Giorgio Canarella, Luis A. Gil‐Alana, Rangan Gupta & Stephen M. Miller. (2022) The behaviour of real interest rates: New evidence from a 'suprasecular' perspective. International Finance 25:1, pages 46-64.
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Nagihan AKSOY & Mehmet İVRENDİ. (2021) Türkiye’ye Gelen Suriyeli Mültecilerin Enflasyona Etkisi: ARDL Sınır Testi YaklaşımıThe Impact of Syrian Refugees on Inflation in Turkey: ARDL Bounds Testing Approach. Fiscaoeconomia 5:3, pages 1052-1080.
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Pınar KOÇ. (2020) Türkiye’de Fisher Hipotezinin Fourier Fonksiyonlarla AnaliziValidity of Fisher Hypothesis in Turkey by Using the Fourier Functions. Anemon Muş Alparslan Üniversitesi Sosyal Bilimler Dergisi 8:5, pages 1425-1434.
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Ismet Gocer & Serdar Ongan. (2020) The Relationship between Inflation and Interest Rates in the UK: The Nonlinear ARDL Approach. Journal of Central Banking Theory and Practice 9:3, pages 77-86.
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Mustafa Orhan Özer. (2019) Türkiye’de Fisher Hipotezinin Fourier Yaklaşımı ile İncelenmesi. Ankara Hacı Bayram Veli Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 21:3, pages 856-878.
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Siew Peng Lee & Mansor Isa. (2019) Conventional and Islamic banks deposit rates as inflation hedges: the case of Malaysia. Journal of Economic and Administrative Sciences 35:2, pages 128-139.
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Tayfur Bayat, Selim Kayhan & İzzet Taşar. (2018) Re-Visiting Fisher Effect for Fragile Five Economies. Journal of Central Banking Theory and Practice 7:2, pages 203-218.
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Burak Güriş & Yaşar Serhat Yaşgül. (2014) Does the Fisher hypothesis hold for the G7 countries? Evidence from ADL threshold cointegration test. Quality & Quantity 49:6, pages 2549-2557.
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Tobias Basse. (2014) Searching for the EMU core member countries. European Journal of Political Economy 34, pages S32-S39.
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Burcu Kiran. (2011) A fractional cointegration analysis of Fisher hypothesis: evidence from Turkey. Quality & Quantity 47:2, pages 1077-1084.
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Ahmet İncekara, Selim Demez & Murat Ustaoğlu. (2012) Validity of Fisher Effect for Turkish economy: Cointegration Analysis. Procedia - Social and Behavioral Sciences 58, pages 396-405.
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Erik Hjalmarsson & Pär Österholm. (2009) Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies. Empirical Economics 39:1, pages 51-76.
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Tai-Hu Ling, Venus Khim-Sen Liew & Syed Azizi Wafa Syed Khalid Wafa. (2010) Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests. Comparative Economic Studies 52:2, pages 273-285.
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Takayasu Ito. (2009) Fisher Hypothesis in Japan: Analysis of Long-term Interest Rates under Different Monetary Policy Regimes. World Economy 32:7, pages 1019-1035.
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Tobias Basse & Meik Friedrich. (2008) Solvency II, asset liability management, and the European bond market – theory and empirical evidence. Zeitschrift für die gesamte Versicherungswissenschaft 97:S1, pages 155-171.
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Pär Österholm & Erik Hjalmarsson. (2007) Testing for Cointegration Using the Johansen Methodology When Variables Are Near-Integrated. IMF Working Papers 07:141, pages 1.
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Thuraisingam Udayaseelan & Prabhath Jayasinghe. (2010) The Validity of Fisher Hypothesis: Evidence from Sri Lanka. SSRN Electronic Journal.
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