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Pinar Fulya Gebesoglu, Dr., Nimet Varlik, Asst. Prof.
Pág. 076 - 092
This paper investigates the validity of Fisher?s hypothesis and neo-Fisherian approach for Turkey using cointegration of Pesaran et al. (2001) as well as the methodology of Granger causality developed by Toda and Yamamoto (1995). The scope of the study f...
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Antonio Ruiz Porras,Fidel Gustavo Cruz Ruiz
Pág. 301 - 326
This article evaluates the Fisher hypothesis and the hypothesis of the integration of Latin American markets through co-integration and endogenous structural change tests. The findings suggest a number of conclusions: a) the Fisher effect is validated ma...
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Ibrahim Arisoy
Pág. 496 - 502
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 effect...
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Madeleine Gil Ángel,Jacobo Campo Robledo
Pág. 27 - 40
Most of the empirical evidence on the ?Fisher Effect? or ?Fisher hypothesis? holds that the relationship between inflation and nominal interest rate must be equal to one. This paper analyzes the relationship between the nominal interest rate and inflatio...
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Junttila, Juha
Pág. 577 - 600
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