A NOTE ON THE EXAMINATION OF THE FISHER HYPOTHESIS BY USING PANEL CO-INTEGRATION TESTS WITH BREAK

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dc.authoridHasanli, Mubariz/0000-0003-0216-9531
dc.authorwosidHasanov, Mübariz/AAT-7120-2021
dc.authorwosidYuksel, Aydin/D-1694-2019
dc.contributor.authorOmay, Tolga
dc.contributor.authorHasanov, Mubariz
dc.contributor.authorYuksel, Asli
dc.contributor.authorYuksel, Aydin
dc.date.accessioned2024-10-15T20:21:18Z
dc.date.available2024-10-15T20:21:18Z
dc.date.issued2016
dc.departmentOkan Universityen_US
dc.department-temp[Omay, Tolga] Turk Hava Kurumu Univ, Dept Management, Ankara, Turkey; [Hasanov, Mubariz] Okan Univ, Dept Banking & Finance, Istanbul, Turkey; [Yuksel, Asli] Bahcesehir Univ, Dept Management, Istanbul, Turkey; [Yuksel, Aydin] Isik Univ, Dept Management, TR-34980 Istanbul, Turkeyen_US
dc.descriptionHasanli, Mubariz/0000-0003-0216-9531en_US
dc.description.abstractOne problem encountered when examining the Fisher hypothesis is that various policy changes and economic shocks may induce structural shifts in the long-run relation. We explore the argument that panel cointegration tests based on common correlated effect estimators have reasonably good power and size properties, even in the presence of structural breaks, if the timing of structural shifts roughly coincide to each other across individual group members. Using the data from Omay et al.. (2015), which pays special attention to cross-section dependence issue but ignores the possibility of structural break in the data, we provide support to the argument above.en_US
dc.description.woscitationindexSocial Science Citation Index
dc.identifier.citation4
dc.identifier.doi[WOS-DOI-BELIRLENECEK-133]
dc.identifier.endpage26en_US
dc.identifier.issn1582-6163
dc.identifier.issue2en_US
dc.identifier.scopusqualityQ2
dc.identifier.startpage13en_US
dc.identifier.urihttps://hdl.handle.net/20.500.14517/6622
dc.identifier.volume19en_US
dc.identifier.wosWOS:000379378000002
dc.identifier.wosqualityQ4
dc.language.isoen
dc.publisherinst Economic Forecastingen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectFisher hypothesisen_US
dc.subjectpanel cointegration with structural breaken_US
dc.subjectcross section dependencyen_US
dc.subjectcommon correlated effect estimatorsen_US
dc.subjectsieve bootstrapen_US
dc.titleA NOTE ON THE EXAMINATION OF THE FISHER HYPOTHESIS BY USING PANEL CO-INTEGRATION TESTS WITH BREAKen_US
dc.typeArticleen_US
dspace.entity.typePublication

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