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Journals / Doğuş Üniversitesi Dergisi / 2006 / Cilt: 7 - Sayı: 1

THE ANALYSIS OF FISHER EFFECT USING TURKISH DATA

FISHER ETKİSİNİN TÜRKİYE VERİLERİ İLE TESTİ

Muammer ŞİMŞEK
Cem KADILAR
Pages
99–111
DOI
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AI Summary & Key Takeaways

AI Insight
⚡ TL;DR(Too Long; Didn't Read)

Results support the Fisher effect

📌 3 Key Takeaways

🎯
Objective & Hypothesis:In this study, the Fisher effect, which claims that there is one to one long-term relationship between the inflation rate and the long-term nominal interest rate, has been tested using Turkish quarterly data over the 1987 I - 2004 4 periods.
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Key Findings & Data:Here, ARDL bounds testing approach to cointegration newly developed by Pesaran et al. 2001 in applied econometrics is used.
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Conclusion & Impact:Results support the Fisher effect
🔬Design:Research Article
📍Scope:2004 Verileri
⚙️Variables:Faiz Oranı · Enflasyon · Fisher Etkisi

Abstract

In this study, the Fisher effect, which claims that there is one to one long-term relationship between the inflation rate and the long-term nominal interest rate, has been tested using Turkish quarterly data over the 1987 I - 2004 4 periods. Here, ARDL bounds testing approach to cointegration newly developed by Pesaran et al. 2001 in applied econometrics is used. Results support the Fisher effect

Özet

Bu çalışmada, uzun dönemli faiz oranı ile enflasyon oranı arasında bire birlik uzun dönemli bir ilişkinin mevcut olduğunu ifade eden Fisher etkisi, 1987 I -2004 4 dönemine ilişkin Türkiye ekonomisi verileri kullanılarak test edilmektedir. Çalışmada, uygulamalı ekonometride Pesaran vd. 2001 tarafından yeni geliştirilen eşbütünleşmeye ARDL autoregressive distributed lag yaklaşımı kullanılmıştır. Elde edilen sonuçlar, Fisher etkisini desteklemektedir.

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Cite This Article

ŞİMŞEK, M., KADILAR, C. (2006). THE ANALYSIS OF FISHER EFFECT USING TURKISH DATA. Doğuş Üniversitesi Dergisi, Cilt: 7 - Sayı: 1, 99–111. https://ajindex.com/articles/131875

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