___

• Akçacı, T. ve S. Gökmen (2014), “Fisher Hipotezi: Türkiye Ekonomisi İçin Bir Analiz”, Uluslararası Hakemli Ekonomi Yönetimi Araştırmaları Dergisi, 2(1), 126- 141.
• Arısoy, I. (2013), “Testing for the Fisher Hypothesis under Regime Shifts in Turkey: New Evidence from Time-Varying Parameters”, International Journal of Economics and Financial Issues, 3(2), 496-502.
• Asteriou, D. ve S. G. Hall (2007), Applied Econometrics: A Modern Approach Using Eviews and Microfit, USA: Palgrave MacMillan.
• Atkins, F. J. ve P. J. Coe (2002), “An ARDL Bounds Test of the Long-Run Fisher Effect in the United States and Canada”, Journal of Macroeconomics, 24(2), 255- 266.
• Atkins, F. J. ve M. Chan (2004), “Trend Breaks and the Fisher Hypothesis in Canada and the United States”, Applied Economics, 36(17), 1907-1913.
• Barthold, T. A. ve W. R. Dougan (1986), “The Fisher Hypothesis Under Different Monetary Regimes”, Review of Economics and Statistics, 68(4), 674-679.
• Berument, H. ve M. M. Jelassi (2002), “The Fisher Hypothesis: A Multi-Country Analysis”, Applied Economics, 34(13), 1645-1655.
• Berument, H., N. B. Ceylan, ve H. Olgun (2007), “Inflation Uncertainty and Interest Rates: Is the Fisher Relation Universal?”, Applied Economics, 39(1), 53-68.
• Beyer, A., A. A. Haug, ve W. G. Dewald (2009), “Structural Breaks, Cointegration and the Fisher Effect”, European Central Bank Working Paper, No: 1013.
• Brouwer, G. ve J. Gilbert (2005), “Monetary Policy Reaction Functions in Australia”. Economic Record, 81(253), 124-134.
• Carneiro, F. G., J. Angelo, C. A. Divino ve C. H. Rocha (2002), “Revisiting the Fisher Hypothesis for the Cases of Argentina, Brazil And Mexico”, Applied Economics Letters, 9(2), 95-98.
• Charemza, W. W. ve D. F. DEADMAN (1993), New directions in econometric practice, UK: Edward Elgar.
• Choi, W. G. (2002), “The Inverted Fisher Hypothesis: Inflation Forecastability and Asset Substitution”, IMF Staff Papers, 49(2), 212-241.
• Coppock, L. ve M. Poitras (2000), “Evaluating the Fisher Effect In Long-Term CrossCountry Averages”, International Review of Economics and Finance, 9(2), 181-192.
• Crowder, W. J. (1997), “The long-run Fisher relation in Canada”, Canadian Journal of Economics, 30(4), 1124-1142.
• Cumby, R. E. ve M. Obstfeld (1980), “Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis”, NBER Working Paper, No: 537.
• Çakmak, E., H. Aksu ve S. Başa (2002), “Fisher Hipotezinin Turkiye Acisindan Degerlendirilmesi: 1989-2001”, Atatürk Universitesi IIBF Dergisi, 16(3-4), 31-40.
• Çatik, A. N. (2006), “Yapisal Kirilma Altinda Para Talebinin Istikrari: Turkiye Ornegi”. Ege University Working Paper, No: 06/11.
• Daniels, J. P., F. Nourzad, F. ve R. K. Toutkoushian (1996), “Testing the Fisher Effect as a Long-Run Equilibrium”, Applied Financial Economics, 6(2), 115-120.
• Demirag, I. ve S. Goddard (1995), Financial Management for International Business, USA: McGraw-Hill Co.
• Dickey, D. A. ve W. A. Fuller (1979), “Distribution of the Estimators for Autoregressive Series with a Unit Root”, Journal of the American Statistical Association, 74(366), 427-431.
• Dickey, D. A. ve W. A. Fuller (1981), “Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root”, Econometrica, 49(4), 1057-1072.
• Dutt, S. D. ve D. Ghosh (1995), “The Fisher Hypothesis: Examining the Canadian Experience”, Applied Economics, 27(11), 1025-1030.
• Engsted, T. (1996), “Non-Stationarity and Tax Effects in the Long-Term Fisher Hypothesis”, Applied Economics, 28(7), 883-887.
• Ergul, N. (2010), “Turk & Amerikan Enerji Piyasalarinda Piyasa Etkinliginin Test Edilmesi”, Maliye Finans Yazilari, 24(86), 101-120.
• Etuk, I. E., T. O. James ve B. K. Asare (2014), “Fractional Cointegration Analysis of Fisher Hypothesis in Nigeria”, Asian Journal of Applied Sciences, 2(1), 88-94.
• Fisher, I. (1896), “Appreciation and Interest”, Publication of American Economic Association, 11(4), 331-442.
• Fisher, I. (1930), The Theory of Interest: As Determined By Impatience to Spend Income and Opportunity to Invest It, USA: Kelley Publishing.
• Graham, F. C. (1988), “The Fisher Hypothesis: A Critique of Recent Results and Some New Evidence”, Southern Economic Journal, 54(4), 961-968.
• Granger, C. W. J. ve P. Newbold (1974), “Spurious Regressions in Econometrics”, Journal of Econometrics, 2(2), 111-120.
• Granville, B. ve S. Mallick (2004), “Fisher Hypothesis: UK Evidence over a Century”, Applied Economics Letters, 11(2), 87-90.
• Gupta, K. L. (1991), “Interest Rates, Inflation Expectations and the Inverted Fisher Hypothesis”, Journal of Banking and Finance, 15(1), 109-116.
• Gul, E. ve S. Acikalin (2008), “An Examination of the Fisher Hypothesis: The Case of Turkey”, Applied Economics, 40(24), 3227-3231.
• Gultekin, N. B. (1983), “Stock Market Returns and Inflation: Evidence from Other Countries”, Journal of Finance, 38(1), 49-65.
• Hall, A. R. (2005), Generalized Method of Moments, New York: Oxford University Press.
• Hansen, L. P. (1982), “Large Sample Properties of Generalized Method of Moments Estimators”, Econometrica, 50(4), 1029-1054.
• Herwartz, H. ve H. E. Reimers (2006), “Modelling the Fisher Hypothesis: World Wide Evidence”, CAU Working Paper, No: 2006-04.
• Hutchison, M. M. ve M. C. Keeley (1989), “Estimating the Fisher Effect and the Stochastic Money Growth Process”, Economic Inquire, 27(2), 219-239.
• Inder, B. ve P. Silvapulle (1993), “Does the Fisher Effect Apply in Australia?”, Applied Economics, 25(6), 839-843.
• Ito, T. (2009), “Fisher Hypothesis in Japan: Analysis of Long-Term Interest Rates Under Different Monetary Policy Regimes”, World Economy, 32(7), 1019-1035.
• Jaffe, J. F. ve G. Mandelker (1976), “The Fisher Effect for Risky Assets: An Empirical Investigation”, Journal of Finance, 31(2), 447-458.
• Johansen, S. (1988), “Statistical Analysis of Cointegration Vectors”, Journal of Economic Dynamics and Control, 12(2-3), 231-254.
• Johansen, S. ve K. Juselius (1990), “Maximum Likelihood Estimation and Inference on Cointegration with Applications to the Demand for Money”, Oxford Bulletin of Economic and Statistic, 52(2), 169-210.
• Junttila, J. (2001), “Testing an Augmented Fisher Hypothesis for a Small Open Economy: The Case of Finland”, Journal of Macroeconomics, 23(4), 577-599.
• Kane, A., L. Rosenthal ve G. Ljung (1983), “Tests of the Fisher Hypothesis with International Data: Theory and Evidence”, Journal of Finance, 38(2), 539-551.
• Kasman, S., A. Kasman ve E. Turgutlu (2006), “Fisher Hypothesis Revisited: A Fractional Cointegration Analysis”, Emerging Markets Finance and Trade, 42(6), 59-76.
• Kesriyeli, M. (1994), “Policy Regime Changes and Testing for the Fisher and UIP Hypotheses: The Turkish Evidence”, The Central Bank of Republic of Turkey Discussion Paper, No: 9411.
• Kıran, B. (2013), “A Fractional Cointegration Analysis of Fisher Hypothesis: Evidence from Turkey”, Quality and Quantity, 47(2), 1077-1084.
• Köse, N., F. Emirmahmutoğlu ve S. Aksoy (2012), “The Interest Rate-Inflation Relationship Under Inflation Targeting Regime: The Case of Turkey”, Journal of Asian Economics, 23(4), 476-485.
• Kutan, A. M. ve T. Aksoy (2003), “Public Information Arrival and the Fisher Effect in Emerging Markets: Evidence from Stock and Bond Markets in Turkey”, Journal of Financial Services Research, 23(3), 225-239.
• Kutlar, A. (2007), Ekonometriye Giris, Ankara: Nobel Yayinlari.
• Kwiatkowski, D., P. C. B. Phillips, P. Schmidt ve Y. Shin (1992), “Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have A Unit Root?”, Journal of Econometrics, 54(1- 3), 159-178.
• Lardic, S. ve V. Mignon (2003), “Fractional Cointegration between Nominal Interest Rates and Inflation: A Re-Examination of the Fisher Relationship in the G7 Countries”, Economics Bulletin, 3(14), 1-10.
• Linden, M. (1995), “Interest Rate and Inflation Expectations in Finland 1987-1994: A Case for the Inverted Fisher Hypothesis”, Finnish Economic Papers, 8(2), 108- 115.
• Lopcu, K., N. Coşkun ve S. Değirmen (2013), “Do Tax Implications Change the Fisher Effect for the Turkish Economy?”, Topics in Middle Eastern and African Economies, 15(2), 1-21.
• Mackinnon, J. G. (1991), “Critical Values for Cointegration Tests”, R. F. Engle ve C. W. J. Granger (eds.), Long-run Economic Relationship: Readings in Cointegration, New York: Oxford University Press.
• Madsen, J. B. (2005), “The Fisher Hypothesis and the Interaction between Share Returns, Inflation and Supply Shocks”, Journal of International Money and Finance, 24(1), 103-120.
• McDonald, R. ve P. D. Murphy (1989), “Testing for the Long Run Relationship between Nominal Interest Rates and Inflation Using Cointegration Techniques”, Applied Economics, 21(4), 439-447.
• Million, N. (2004), “Central Bank’s Interventions and the Fisher Hypothesis: A Threshold Cointegration Investigation”, Economic Modeling, 21(6), 1051-1064.
• Mishkin, F. S. (1993), “Is the Fisher Effect for Real? A Reexamination of the Relationship between Inflation and Interest Rates”, NBER Working Paper, No: 3632.
• Moazzami, B. (1991), “The Fisher Equation Controversy Re-Examined”, Applied Financial Economics, 1(3), 129-133.
• Olekalns, N. (1996), “Further Evidence on the Fisher Effect”, Applied Economics, 28(7), 851-856.
• Payne, J. E. ve B. T. Ewing (1997), “Evidence from Lesser Developed Countries on the Fisher Hypothesis: A Cointegration Analysis”, Applied Economics Letters, 4(11), 683-687.
• Pelaez, R. F. (1995), “The Fisher effect: reprise”, Journal of Macroeconomics, 17(2), 333-346.
• Peng, W. (1995), “The Fisher Hypothesis and Inflation Persistence: Evidence from Five Major Industrial Countries”, IMF Woking Paper, No: 95/118.
• Phylaktis, K. ve D. Blake (1993), “The Fisher Hypothesis: Evidence from Three High Inflation Economies”, Review of World Economics, 129(3), 591-599.
• Seyidoglu, H. (2009), Uluslararasi Iktisat: Teori, Politika Ve Uygulama, 17. Baskı., Istanbul: Guzem Can Yayinlari.
• Sheefeni, J. P. S. (2013), “Testing for the Fisher Hypothesis in Namibia”, Journal of Emerging Issues in Economics, Finance and Banking, 2(1), 571-582.
• Summers, L. H. (1982), “The Non-Adjustment of Nominal Interest Rates: A Study of the Fisher Effect”. NBER Working Paper, No: 836.
• Sun, Y. ve P. C. B. Phillips (2004), “Understanding the Fisher equation”, Journal of Applied Econometrics, 19(7), 869-886.
• Simsek, M. ve C. Kadilar (2006), “Fisher Etkisinin Turkiye Verileri ile Testi”, Dogus Universitesi Dergisi, 7(1), 99-111.
• Tari, R. (2005), Ekonometri, 3. Baskı, Istanbul: Kocaeli Universitesi Yayinlari.
• Tsong, C. C. ve A. Hachicha (2014), “Revisiting the Fisher Hypothesis for Several Selected Developing Economies: A Quantile Cointegration Approach”, Economic Issues, 19(1), 57-72.
• Turgutlu, E. (2004), “Fisher Hipotezinin Tutarliliginin Testi: Parcali Duraganlik ve Parcali Koentegrasyon Analizi”, Dokuz Eylul Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi, 19(2), 55-74.
• Wong, K. F. ve H. J. WU (2003), “Testing Fisher Hypothesis in Long Horizons for G7 and Eight Asian Countries”, Applied Economics Letters, 10(14), 917-923.
• Woodward, G. T. (1992), “Evidence of the Fisher Effect from U.K. Indexed Bonds”, Review of Economics and Statistics, 74(2), 315-320.
• Wooldridge, J. M. (2001), “Applications of Generalized Method of Moments Estimation”, Journal of Economic Perspectives, 15(4), 87-100.
• Yamak, N. ve Y. Kucukkale (1997), “Turkiye’de Kamu Harcamalarinin Ekonomik Buyume Iliskisi”, Iktisat, Isletme ve Finans, 12(131), 5-15.
• Yavuz, N. C. (2004), “Duraganligin Belirlenmesinde KPSS ve ADF Testleri: IMKB Ulusal-100 Endeksi ile Bir Uygulama”, Iktisat Fakultesi Mecmuasi, 54(1), 239-247.
• Yilanci, V. (2009), “Fisher Hipotezinin Turkiye Icin Sinanmasi: Dogrusal Olmayan Esbutunlesme Analizi”, Ataturk Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi, 23(4), 205-213
• Yilmaz, O. ve M. Akinci (2011), “Iktisadi Buyume Ile Cari Islemler Bilancosu Arasindaki Iliski: Turkiye Ornegi”, Ataturk Universitesi Sosyal Bilimler Enstitusu Dergisi, 15(2), 363-377.