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Fisher Hipotezinin MINT Ülkeleri İçin İncelenmesi: Eşik Değerli Adl Eşbütünleşme Testi Yaklaşımı

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  • Muhammed TIRAŞOĞLU

    (Kırklareli Üniversitesi İ.İ.B.F. Ekonometri Bölümü, Kayalı Kampüsü, Kırklareli, Türkiye)

Abstract

Faiz oranları ile enflasyon arasındaki ilişki, ekonominin ilgi çeken konuları arasındadır. Bu çalışmada, MINT ülkelerinde nominal faiz oranı ile beklenen enflasyon arasındaki ilişki Fisher hipotezi çerçevesinde incelenmiştir. Çalışmada 1990-2017 yılları arası aylık veriler kullanılmıştır. Analizler doğrusal olmayan zaman serisi alanın güncel konularından olan eşik değerli otoregresif gecikmesi dağıtılmış [Autoregressive Distributed Lag (ADL)] eşbütünleşme testi ile gerçekleştirilmiştir. Elde edilen sonuçlara göre, nominal faiz oranı ile beklenen enflasyon arasında eşik değerli eşbütünleşme ilişkisinin olduğu, yani MINT ülkelerinde Fisher hipotezinin geçerli olduğu belirlenmiştir.Keywords: Anlık veri analizi, Nesnelerin interneti, Yönetim bilişim sistemleri, Verimlilik ölçümü

Suggested Citation

  • Muhammed TIRAŞOĞLU, 2018. "Fisher Hipotezinin MINT Ülkeleri İçin İncelenmesi: Eşik Değerli Adl Eşbütünleşme Testi Yaklaşımı," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 14(28), pages 31-43, December.
  • Handle: RePEc:ist:ekoist:v:14:y:2018:i:28:p:31-43
    DOI: 10.26650/ekoist.2018.14.28.0009
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    More about this item

    Keywords

    Fisher Hipotezi; ADL Eşbütünleşme Testi; Doğrusal olmama; MINT ülkeleri;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
    • F39 - International Economics - - International Finance - - - Other

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