Re-Visiting Fisher Effect for Fragile Five Economies

dc.contributor.authorBayat, Tayfur
dc.contributor.authorKayhan, Selim
dc.contributor.authorTasar, Izzet
dc.date.accessioned2024-08-04T20:44:33Z
dc.date.available2024-08-04T20:44:33Z
dc.date.issued2018
dc.departmentİnönü Üniversitesien_US
dc.description.abstractIn this study, we aim to investigate the relationship between interest rate and inflation rate in the context of the Fisher effect hypothesis for Fragile five economies. In this regard, we employ recently developed panel co-integration and panel causality test methods. The bi-directional causal relation between interest rate and inflation rate exists only in Brazil and Indonesia. On the other hand, there is no causation linkage in India. Results imply that Fisher effect exists only in Brazil and Indonesia.en_US
dc.identifier.doi10.2478/jcbtp-2018-0019
dc.identifier.endpage218en_US
dc.identifier.issn1800-9581
dc.identifier.issn2336-9205
dc.identifier.issue2en_US
dc.identifier.scopus2-s2.0-85047550232en_US
dc.identifier.scopusqualityQ3en_US
dc.identifier.startpage203en_US
dc.identifier.urihttps://doi.org/10.2478/jcbtp-2018-0019
dc.identifier.urihttps://hdl.handle.net/11616/98303
dc.identifier.volume7en_US
dc.identifier.wosWOS:000446309400010en_US
dc.identifier.wosqualityN/Aen_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherDe Gruyter Poland Sp Zooen_US
dc.relation.ispartofJournal of Central Banking Theory and Practiceen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectFisher effecten_US
dc.subjectpanel dataen_US
dc.subjectfragile five economiesen_US
dc.titleRe-Visiting Fisher Effect for Fragile Five Economiesen_US
dc.typeArticleen_US

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