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

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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...

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Bibliographic Details
Main Author:	Ibrahim Arısoy
Format:	Article
Language:	English
Published:	EconJournals 2013-04-01
Series:	International Journal of Economics and Financial Issues
Online Access:	http://www.econjournals.com/index.php/ijefi/article/view/455/pdf

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