[1. Ahmad, S. (2010). The Long Run Fisher Effect in Developing Countries. Studies in Economics and Finance, 27(4), 268-275.10.1108/10867371011085129]Search in Google Scholar
[2. Atkins, F. J. and Coe, P. J. (2002). An ARDL Bounds Test of the Long-run Fisher Effect in the United States and Canada. Journal of Macroeconomics, 24(2), 255-266.10.1016/S0164-0704(02)00019-8]Apri DOISearch in Google Scholar
[3. Bajo-Rubio, O., Díaz-Roldán, C. and Esteve, V. (2005). Is the Fisher Effect Non-Linear? Some Evidence for Spain, 1963–2002. Applied Financial Economics, 15(12), 849-854.10.1080/09603100500123187]Search in Google Scholar
[4. Bayat, T. (2011). Türkiye’de Fisher Etkisinin Geçerliliği: Doğrusal Olmayan Eşbütünleşme Yaklaşimi. Erciyes Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi, (38), 47-60.]Search in Google Scholar
[5. Breusch, T. and Pagan, A. (1980). The Lagrange Multiplier Test and Its Application to Model Specification in Econometrics. Rev. Econ. Stud., 47, 239–253.10.2307/2297111]Apri DOISearch in Google Scholar
[6. Bulut, U. (2016). How Far Ahead Does the Central Bank of the Republic of Turkey Look? Journal of Central Banking Theory and Finance, 5 (1), 99 – 111.10.1515/jcbtp-2016-0005]Search in Google Scholar
[7. Cagan, P. (1956). “The Monetary Dynamics of Hyper –Inflation”, in Studies in the Quantity Theory of Money ed. M. Friedman, Chicago: University of Chicago Press.]Search in Google Scholar
[8. Carlson, J. (1977). Short Term Interest Rates as Predictors of Inflation: Comment. American Economic Review, 67, 132–134.]Search in Google Scholar
[9. Dutt, S. and Ghosh, D. (1995). The Fisher Hypothesis: Examining the Canadian Experience. Applied Economics, 27, 1025–1030.10.1080/00036849500000084]Apri DOISearch in Google Scholar
[10. Emirmahmutoğlu, F. and Kose, N. (2011). Testing for Granger Causality in Heterogeneous Mixed Panels. Economic Modelling, 28, 870–876.10.1016/j.econmod.2010.10.018]Search in Google Scholar
[11. Fama, E. (1970) Efficient Capital Markets: A Review of Theory and Empirical Work. Journal of Finance, 25, 383–417.10.2307/2325486]Search in Google Scholar
[12. Fabris, J. (2015). Inflation Targeting in Serbia. Journal of Central Banking Theory and Finance, 4 (2), 59 – 74.10.1515/jcbtp-2015-0009]Search in Google Scholar
[13. Fisher, I. (1930). The Theory of Interest. New York: Macmillan.]Search in Google Scholar
[14. Garcia, M. (1993). The Fisher Effect in a Signal Extraction Framework: The Recent Brazilian Experience. Journal of Development Economics, 41, 71–79.10.1016/0304-3878(93)90037-N]Search in Google Scholar
[15. Granville, B. and Mallick, S. (2004). Fisher Hypothesis: UK Evidence Over a Century. Applied Economics Letters, 11(2), 87-90.10.1080/1350485042000200169]Apri DOISearch in Google Scholar
[16. Gül, E. and Açikalin, S. (2007) An Examination of the Fisher Hypothesis: The Case of Turkey. Applied Economics, 99 (1), 87–90.]Search in Google Scholar
[17. Hess, P. and Bicksler, J. (1975). Capital Asset Prices Versus Time Series Model as Predictors of Inflation: The Expected real Rate of Interest and Market Efficiency. Journal of Financial Economics, 2, 341-360.10.1016/0304-405X(75)90009-4]Apri DOISearch in Google Scholar
[18. Joines, D. (1977). Short Term Interest Rates as Predictors of Inflation: Comment. American Economic Review, 67, 469–475.]Search in Google Scholar
[19. Im, K. S., Lee, J., and Tieslau, M. (2005). Panel LM Unit-root Tests with Level Shifts. Oxford Bulletin of Economics and Statistics, 67(3), 393-419.10.1111/j.1468-0084.2005.00125.x]Search in Google Scholar
[20. Kruskovic, B. D. (2017). Exchange Rate and Interest Rate in the Monetary Policy Reaction Function. Journal of Central Banking Theory and Finance, 6 (1), 55 – 86.10.1515/jcbtp-2017-0004]Search in Google Scholar
[21. Lee, J., and Strazicich, M. C. (2003). Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks. Review of Economics and Statistics, 85(4), 1082-1089.10.1162/003465303772815961]Search in Google Scholar
[22. Lee, J., and Strazicich, M. C. (2004). Minimum LM Unit Root Test with One Structural Break. Manuscript, Department of Economics, Appalachian State University, 1-16.]Search in Google Scholar
[23. Macdonald, R., and Murphy, P. (1989). Testing for the Long Run Relationship Between Nominal Interest Rate and Inflation Using Co-integration Techniques. Applied Economics, 21, 439-447.10.1080/758519711]Apri DOISearch in Google Scholar
[24. Meiselman, D. (1962). The Term Structure of Interest Rates. New Jersey: Prentice-Hall.]Search in Google Scholar
[25. Mishkin, F. (1992). Is the Fisher Effect or Real? A Reexamination of The Relationship Between Inflation And Interest Rate. Journal of Monetary Economics, 30, 195-215.10.1016/0304-3932(92)90060-F]Apri DOISearch in Google Scholar
[26. Mishkin,F., and Simon, J. (1995). An Empirical Examination of the Fisher Effect in Australia, NBER Working Paper, No:5080.10.3386/w5080]Search in Google Scholar
[27. Mitchell-Innes, H.A. (2006). The Relationship Between Interest Rates and Inflation in South Africa: Revisiting Fisher’s Hypothesis. Thesis of Master of Commerce in Financial Markets, Rhodes University.]Search in Google Scholar
[28. Nam, J-H. (1993). The Liquidity, Income and Fisher Effects of Money on Interest: The Case of Developing Country. Seoul Journal of Economics, 6, 223–239.]Search in Google Scholar
[29. Payne, J., and Ewing, B. (1997). Evidence from Lesser Developed Countries on the Fisher Hypothesis: A Co-integration Analysis. Applied Economics Letters, 4, 683–687.10.1080/758530649]Apri DOISearch in Google Scholar
[30. Peng, W. (1995). The Fisher Hypothesis and Inflation Persistence Evidence From Five Major Industiral Countries. IMF Working Paper, No. 95/118.10.5089/9781451940824.001]Search in Google Scholar
[31. Pesaran, H. M. (2004). General Diagnostic Tests for Cross Section Dependence in Panels. Working Paper No:0435, University of Cambridge.]Search in Google Scholar
[32. Pesaran, M. H. (2007). A Simple Panel Unit Root Test in the Presence of Cross Section Dependence. Journal of Applied Econometrics, 22(2), 265-312.10.1002/jae.951]Apri DOISearch in Google Scholar
[33. Pesaran, M.H., Ullah, A. and Yamagata, T. (2008). A Bias-adjusted LM Test of Error Cross Section Independence. Econometrics Journal,11, 105–127.10.1111/j.1368-423X.2007.00227.x]Apri DOISearch in Google Scholar
[34. Pesaran, M. H., and Yamagata, T. (2008). Testing Slope Homogeneity in Large Panels. Journal of Econometrics, 142(1), 50-93.10.1016/j.jeconom.2007.05.010]Search in Google Scholar
[35. Phylaktis, K., and Blake, D. (1993). The Fisher Hypothesis: Evidence from Three High Inflation Countries. Welwirtschaftliches Archiv, 129, 591–599.10.1007/BF02708004]Search in Google Scholar
[36. Sargent, T. (1969). “Commodity Price Expectations and the Interest Rate”, in Monetary Economics: Readings on Current Issues, ed. W.E. GIBSON and G.G. KAUFMAN, New York: MacGraw Hill.]Search in Google Scholar
[37. Şimşek, M., Kadilar, C. (2006). Fisher Etkisinin Türkiye Verileri ile Testi. Doğuş Üniversitesi Dergisi, 7 (1), 99–111.10.31671/dogus.2019.265]Search in Google Scholar
[38. Thornton, J. (1996). The Adjustment of Nominal Interest Rates in Mexico: a Study of the Fisher Effect. Applied Economics Letters, 3(4), 255-257.10.1080/758520875]Apri DOISearch in Google Scholar
[39. Turgutlu, E. (2004). Fisher Hipotezinin Tutarlılığının Testi: Parçalı Durağanlık ve Parçalı Koentegrasyon Testi. Dokuz Eylül Üniversitesi İİBF Dergisi, 19 (2), 55–74.]Search in Google Scholar
[40. Westerlund, J. (2007). Testing for Error Correction in Panel Data. Oxford Bulletin of Economics and Statistics, 69(6), 709-748.10.1111/j.1468-0084.2007.00477.x]Search in Google Scholar
[41. Yılancı, V. (2009). Fisher Hipotezinin Türkiye için Sınanması: Doğrusal Olmayan Eşbütünleşme Analizi. Atatürk Üniversitesi İİBF Dergisi, 23 (4), 205–213.]Search in Google Scholar
[42. Yuhn, Ky-H. (1996). Is The Fisher Effect Robust? Further Evidence. Applied Economics Letters, 3, 41-44.10.1080/758525514]Search in Google Scholar
[43. Zilberfarb, B-Z. (1989). Interest Rate Determination in a High Inflation Economy. Journal of Macroeconomics, 11, 533–549.10.1016/0164-0704(89)90004-9]Apri DOISearch in Google Scholar