Re-Visiting Fisher Effect for Fragile Five Economies

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dc.contributor.authorBayat, Tayfur
dc.contributor.authorKayhan, Selim
dc.contributor.authorTasar, Izzet
dc.date.accessioned2026-08-12T17:33:39Z
dc.date.issued2018
dc.departmentFırat Üniversitesi
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.
dc.identifier.doi10.2478/jcbtp-2018-0019
dc.identifier.endpage218
dc.identifier.issn1800-9581
dc.identifier.issn2336-9205
dc.identifier.issue2
dc.identifier.orcid0000-0002-4427-0999
dc.identifier.orcid0000-0001-9187-6910
dc.identifier.scopus2-s2.0-85047550232
dc.identifier.scopusqualityQ1
dc.identifier.startpage203
dc.identifier.urihttps://doi.org/10.2478/jcbtp-2018-0019
dc.identifier.urihttps://hdl.handle.net/11508/57103
dc.identifier.volume7
dc.identifier.wosWOS:000446309400010
dc.identifier.wosqualityQ2
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherDe Gruyter Poland Sp Zoo
dc.relation.ispartofJournal of Central Banking Theory and Practice
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.snmzKA_WoS_20260511
dc.subjectFisher effect
dc.subjectpanel data
dc.subjectfragile five economies
dc.titleRe-Visiting Fisher Effect for Fragile Five Economies
dc.typeArticle

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