Please use this identifier to cite or link to this item: https://hdl.handle.net/11499/47543
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dc.contributor.authorNazlioglu, Saban-
dc.contributor.authorGurel, SinemPinar-
dc.contributor.authorGunes, Sevcan-
dc.contributor.authorKilic, Emre-
dc.date.accessioned2023-01-09T21:25:25Z-
dc.date.available2023-01-09T21:25:25Z-
dc.date.issued2022-
dc.identifier.issn1350-4851-
dc.identifier.issn1466-4291-
dc.identifier.urihttps://doi.org/10.1080/13504851.2021.1967859-
dc.descriptionKilic, Emre/0000-0003-2900-5123; Nazlioglu, Saban/0000-0002-3607-3434en_US
dc.description.abstractWe test Fisher hypothesis in 14 inflation targeting emerging countries by quantile co-integration approach allowing asymmetric behaviour of long-run co-integration relationship. While conventional co-integration methods do not support Fisher hypothesis for any country, quantile co-integration approach confirms Fisher hypothesis in nine countries with time-varying behaviour of Fisher coefficient. Our results thereby can shed light on Fisher puzzle in inflation targeting emerging markets and provide insightful implications. The findings suggest that inflation targeting in emerging markets would lead to an asymmetric adjustment, implying heterogeneous effects of negative and positive shocks. Monetary authorities, in particular, tend to increase short-term interest rates by a larger amount during high inflation period than low inflation period.en_US
dc.language.isoenen_US
dc.publisherRoutledge Journals, Taylor & Francis Ltden_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectFisher Hypothesisen_US
dc.subjectInflation Targetingen_US
dc.subjectEmerging Marketsen_US
dc.subjectQuantile Co-Integrationen_US
dc.titleAsymmetric Fisher Effect in Inflation Targeting Emerging Markets: Evidence From Quantile Co-Integrationen_US
dc.typeArticleen_US
dc.identifier.volume29en_US
dc.identifier.issue21en_US
dc.identifier.startpage2007en_US
dc.identifier.endpage2014en_US
dc.departmentPamukkale Universityen_US
dc.authoridKilic, Emre/0000-0003-2900-5123-
dc.authoridNazlioglu, Saban/0000-0002-3607-3434-
dc.identifier.doi10.1080/13504851.2021.1967859-
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.authorwosidKilic, Emre/Jns-3806-2023-
dc.identifier.scopus2-s2.0-85113774884en_US
dc.identifier.scopus2-s2.0-85113774884-
dc.identifier.wosWOS:000687079700001-
dc.identifier.scopusqualityQ2-
dc.description.woscitationindexSocial Science Citation Index-
dc.identifier.wosqualityQ3-
item.languageiso639-1en-
item.openairetypeArticle-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.fulltextNo Fulltext-
item.grantfulltextnone-
item.cerifentitytypePublications-
crisitem.author.dept08.07. International Trade and Finance-
crisitem.author.dept08.03. Economics-
Appears in Collections:İktisadi ve İdari Bilimler Fakültesi Koleksiyonu
Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection
WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection
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