___

• AHMAD, Shabbir; (2010), “The Long Run Fisher Effect in Developing Countries”, Studies in Economics and Finance, 27 (4), pp. 268– 275.
• BALKE, Nathan and Thomas FOMBY; (1997), “Threshold Cointegration”, International Economic Review, 38, pp. 627–645.
• BAUM, Christopher and Mehmet KARASULU; (1998), “Modelling Federal Reverve Discount Policy”, Computational Economics, 11, pp. 53– 70.
• BONHAM, Carl; (1991), “Correct Cointegration Test of the Long Run Relationship Between Nominal Interest Rate and Inflation”, Applied Economics, 23, pp. 1487–1492.
• CAGAN, Phillip; (1956), “The Monetart Dynamics of Hyper –Inflation”, in M. Friedman (ed.) Studies in the Quantity Theory of Money, Chicago: University of Chicago Press.
• CARLSON, Julie; (1997), “Short Term Interest Rates as Predictors of Inflation: Comment”, American Economic Review, 67, pp. 132–134.
• CHEUNG, Yin-Wong and Kon LAI; (1995), “ Lag Order And Critical Values of the Augmented Dickey-Fuller Test”, Journal of Business and Economics Statistics, 13 (3), pp. 277–281.
• DICKEY, David and Wayne FULLER; (1979), “Distribution Of The Estimators For Autoregressive Time Series With A Unit Root”, Journal of the American Statistical Association, 74, pp. 427- 431
• DICKEY, David and Wayne FULLER; (1981), “Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root.” Econometrica, 49, pp. 1057–1072.
• DUTT, Swama and Dipak GHOSH; (1995), “ The Fisher Hypothesis: Examining the Canadian Experience”, Applied Economics, 27, pp. 1025–1030.
• ENDERS, Walter and Barry FALK; (1998), “Threshold-Autoregressive, Median-Unbiase and Cointegration Tests of Purchasing Power Parity”, International Journal of Forecasting, 14, pp. 171–186.
• ENDERS, Walter; (2009), Applied Econometric Time Series, Third Edition, New York: McGraw Hill.
• ESTEVE, Vicente; Manuel IBANEZ and Maria PRATS; (2010); “The Spanish Term Structure of Interest Rates Revisited: Cointegration with Multiple Structural Breaks, 1974–2010”, Economia Aplicada II, Working Paper No. 2010-01, pp. 1–23.
• FAMA, Eugene; (1970), “Efficient Capital Markets: A Review of Theory and Emprical Work”, Journal of Finance, 25, pp. 383–417.
• FAMA, Eugene; (1975), “Short Term Interest Rates as Predictors of Inflation”, American Economic Review, 65, pp. 269–282.
• FISHER, Irwing; [1930] (1961), “The Theory of Interest”, New York: Macmillan.
• GARCIA, Marcio; (1993), “ The Fisher Effect in a Signal Extraction Framework: The Recent Brazilian Experience”, Journal of Development Economics, 41, pp. 71–79.
• GÜL, Ekrem and Sezgin AÇIKALIN; (2007), “An Examination of the Fisher Hypothesis: The Case of Turkey”, Applied Economics, 99 (1), pp. 87–90.
• HANSEN, Bruce; (1996), “Inference When a Nuisance Parameter is Not Identified Under the Null Hypothesis”, Econometrica, 57, pp. 413–430.
• HANSEN, Bruce and Myunghwan SEO; (2002), “Testing For Two-Regime Threshold Cointegration in Vector Error-Correction Models”, Journal of Econometrics, 110, pp. 293–318.
• HESS, Patrick and James BICKSLER; “Capital Asset Prices Versus Time
• Series Model as Predictors of Inflation: The Expected real Rate of In
• terest and Market Efficiency”, Journal of Financial Economics, 2, pp. 341-360.
• JOINES, Douglas; (1977), “Short Term Interest Rates as Predictors of Inflation: Comment”, American Economic Review, 67, pp. 469–475.
• KAPETANIOS, George; Yongcheol SHIN and Andy SNELL; (2006), “Testing for Cointegration Nonlinear Smooth Transition Error Correction Models”, Econometric Theory, 22, pp. 279–303.
• LO, Ming Chien and Eric ZIVOT; (2001), “ Threshold Cointegration and Nonlinear Adjustment to the Law of One Price”, Macroeconomic Dynamics, 5, pp. 533–576.
• MACDONALD, Ryan and Patrick MURPHY; (1989), “Testing for the Long Run Relationship Between Nominal Interest Rate and Inflation Using Cointegration Techniques”, Applied Economics, 21, pp. 439–447.
• MACKINNON, James; (1991), “Critical Values For Cointegration Tests in Long-Run Economic Relstionships”, New York Oxford University Press, pp. 266–276.
• MACKINNON, James; (1996), “Numerical Distribution Functions for Unit Root and Cointegration Tests”, Journal of Applied Econometrics, 11, pp. 601–618.
• MEISELMAN, David; (1962), The Term Structure of Interest Rates, New Jersey: Prentice-Hall.
• MISHKIN, Frederic; (1992) “Is the Fisher Effect or Real? A Reexamination of the Relationship Between Inflation and Interest Rate”, Journal of Monetary Economics, 30, pp. 195–215.
• MISHKIN, Frederic and John SIMON; (1995), “An Emprical Examination of the Fisher Effect in Australia”, NBER Working Paper, No:5080.
• NAM, Joo-Ha; (1993), “The Liquidity, Income and Fisher Effects of Money on Interest: The Case of Developing Country”, Seoul Journal of Economics, 6, pp. 223–239.
• OBSTFELD, Maurice and Alan TAYLOR; (1997), “Nonlinear Aspects of Goods Market Arbitrage and Adjustment: Heckscher’s Commodity Points Revisited”, Journal of Japanese and International Economies, 11, pp. 441–479.
• PAYNE, James and Bradley EWING; (1997), “Evidence from Lesser Developed Countries on the Fisher Hypothesis: A Cointegration Analysis”, Applied Economics Letters, 4, pp. 683–687.
• PELAEZ, Rolando; (1995), “The Fisher Effect: Reprise”, Journal of Macroeconomics, 17, pp. 333–346.
• PENG, Wensheng; (1995), “The Fisher Hypothesis and Inflation Persistence Evidence From Five Major Industiral Countries”, IMF Working Paper No. 95/118.
• PHYLAKTIS, Kate and David BLAKE; (1993), “The Fisher Hypothesis: Evidence from Three High Inflation Countries”, Welwirtschaftliches Archiv, 129, pp. 591–599.
• SARGENT, Thomas; (1969), “Commodity Price Expectations and the Interest Rate”, in W.E. GIBSON and G.G. KAUFMAN (ed.), Monetary Economics: Readings on Current Issues, New York: MacGraw Hill.
• SEO, Myunghwan; (2006), “Bootstrap Testing for the Null of No Cointegration in a Threshold Vector Error Correction Model”, Journal of Econometrics, 134 (1), pp. 129–150.
• ŞİMŞEK, Muammer ve Cem KADILAR; (2006), “Fisher Etkisinin Türkiye Verileri ile Testi”, Doğuş Üniversitesi Dergisi, 7 (1), ss. 99–111.
• TAYLOR, Alan; (2001), “A Century of Purchasing Power Parity”, Review of Economics and Statistics, 84, pp. 139–150.
• TURGUTLU, Evrim; (2004), “Fisher Hipotezinin Tutarlılığının Testi: Parçalı Durağanlık ve Parçalı Koentegrasyon Testi”, Dokuz Eylül Üniver- sitesi İİBF Dergisi, 19 (2), ss. 55–74.
• WALLACE, Myles and John WARNER; (1993), “The Fisher Effect and the Term Structure of Interest Rates: Tests of Cointegration”, Review of Economics and Statistics, 75, pp. 320–324.
• YILANCI, Veli; (2009), “Fisher Hipotezinin Türkiye için Sınanması: Doğrusal Olmayan Eşbütünleşme Analizi”, Atatürk Üniversitesi İİBF Der- gisi, 23 (4),ss. 205–213.
• YUHN, Ky-Hyang; (1996), “Is the Fisher Effect Robust? Further Evidence”, Applied Economics Letters, 3, pp. 41–44.
• ZILBERFARB, Ben-Zion; (1989), “Interest Rate Determination in a High Inflation Economy”, Journal of Macroeconomics, 11, pp. 533–549.