期刊名称:Erciyes Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
印刷版ISSN:1301-3688
电子版ISSN:2630-6409
出版年度:2011
期号:38
页码:47-60
语种:English
出版社:Erciyes University
摘要:In this study,it is aimed to investigate relationship between alternative nominal deferred deposit interest rates and consumer price index in Turkey by using monthly data belonging 2002M1 and 2011M5 period in the context of Fisher (1930) hypothesis.Dickey-Fuller (1981) unit root test and Seo (2006) non-linear co-integration test are applied for this analysis.At the end of analysis,it can be inferred from results that as there is no change in regime after practicing inflation targeting strategy and floating exchange rate regime,there is no Fisher effect for Turkey in this period.
其他摘要:Bu çalışmada 2002M1-2011M5 dönemine ait aylık verilerle alternatif nominal vadeli mevduat faiz oranları ile tüketici fiyat endeksi arasındaki ilişki Türkiye ekonomisi için Fisher (1930) hipotezi bağlamında test edilmiştir.Bu amaçla Dickey-Fuller (1981) ta