Does the Fisher hypothesis hold for the G7? Evidence from the panel cointegration test

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dc.contributor.authorOzcan, Burcu
dc.contributor.authorAri, Ayse
dc.date.accessioned2019-08-01T13:38:39Z
dc.date.available2019-08-01T13:38:39Z
dc.date.issued2015
dc.departmentNiğde ÖHÜ
dc.description.abstractThe aim of this study is to investigate the validity of the Fisher hypothesis by assessing the relationship between the nominal interest rate and the inflation rate. To this end, we analyse the G7 countries over the period January 2000 to November 2012 by employing the panel unit root and panel cointegration tests. The analysis reveals that the adjustment in nominal interest rates to changes in inflation is significantly lower than unity, which implies the existence of a partial Fisher effect.
dc.identifier.doi10.1080/1331677X.2015.1041777
dc.identifier.endpage283
dc.identifier.issn1331-677X
dc.identifier.issn1848-9664
dc.identifier.issue1
dc.identifier.scopus2-s2.0-84938316551
dc.identifier.scopusqualityQ2
dc.identifier.startpage271
dc.identifier.urihttps://dx.doi.org/10.1080/1331677X.2015.1041777
dc.identifier.urihttps://hdl.handle.net/11480/4027
dc.identifier.volume28
dc.identifier.wosWOS:000362336300002
dc.identifier.wosqualityQ4
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.institutionauthor[0-Belirlenecek]
dc.language.isoen
dc.publisherROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
dc.relation.ispartofECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.subjectFisher hypothesis
dc.subjectmonetary policy
dc.subjectinflation rate
dc.subjectinterest rate
dc.subjectpanel unit root test
dc.subjectpanel cointegration test
dc.titleDoes the Fisher hypothesis hold for the G7? Evidence from the panel cointegration test
dc.typeArticle

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