Ibrahim Arısoy

Testing for the Fisher Hypothesis under Regime Shifts in Turkey: New Evidence from Time-Varying Parameters

Testing for the Fisher Hypothesis under Regime Shifts in Turkey: New Evidence from Time-Varying Parameters

International Journal of Economics and Financial Issues

2013-Cilt: 3 Sayı: 2

496-502

Fisher Effect, Cointegration, Regime Shift, Time-Varying Parameters, Kalman Filter

2935