Browsing by Author "Berument, Hakan"
Now showing items 21-40 of 111
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The effect of output growth volatility on output growth: empirical evidence from Turkey
(Taylor & Francis, 2019)This article assesses the effect of output growth volatility on output growth within a stochastic-volatility-in-mean model with a time-varying framework for an open small economy: Turkey. Until now, the empirical evidence ... -
Effect of S&P500's return on emerging markets: Turkish experience
(Routledge, 2005)This study assesses the effect of S&P500 return on the Istanbul Stock Exchange within a dynamic framework. In order to capture the effect, a block recursive VAR model is built, allowing that S&P500 affects the ISE returns ... -
The effect of world income on the economic performance of African countries
(International Economic Society, 2007)This paper examines how the output growths of 37 African countries’ are affected by the output growth of the world. The connection between the world output growth and that of each African country is represented by a block ... -
Effectiveness of monetary policy under different levels of capital flows for an emerging economy: Turkey
(Routledge, 2015)This article assesses the effect of tight monetary policy on economic performance under different levels of capital flows. Empirical evidence from Turkey between 1990 and 2013 suggests that tight monetary policy measured ... -
Effectiveness of the reserve option mechanism as a macroeconomic prudential tool: evidence from Turkey
(Routledge, 2015)This article assesses the effectiveness of a novel macroprudential tool – the reserve option mechanism (ROM) – which Turkey’s central bank developed during the post-2008 period and has employed to control the risk associated ... -
Effects of adopting inflation targeting regimes on inflation variability
(Elsevier BV, 2007)This paper investigates whether inflation-targeting programs have altered the pattern of inflation and its variability for five developed countries and four emerging economies implementing inflation-targeting programs. A ... -
The effects of anticipated and unanticipated federal funds target rate changes on domestic interest rates: international evidence
(S.E.I.F at Paris, 2010)This paper assesses the effects of anticipated and unanticipated United States Federal Funds target rate changes on the domestic interest rates of a set of countries for the period from June 1989 to August 2008. The empirical ... -
The effects of capital inflows on Turkish macroeconomic performance
(Springer/Kluwer Academic Publishers, 2015)Capital inflows are important factor affecting macroeconomic performance, such as the real exchange rate, interest rates, output, and price level. However, the components of capital inflows are also important. Capital ... -
The effects of changes in the anticipated and unanticipated fed funds target rate on financial indicators: the case of an emerging market country-Turkey
(European Journals Inc., 2007)This paper puts forward the thesis that neither the changes in FED Funds anticipated target rate nor the FED Funds unanticipated target changes can be expected to affect the financial indicators of all emerging markets. ... -
Effects of daylight saving time changes on stock market volatility: a reply
(Sage Publications, Inc., 2011)There is a rich array of evidence that suggests that changes in sleeping patterns affect an individual's decision-making processes. A nationwide sleeping-pattern change happens twice a year when the Daylight Saving Time ... -
Effects of daylight savings time changes on stock market volatility
(Sage Publications, Inc., 2010)The presence of daylight savings time effects on stock returns and on stock volatility was investigated using an EGARCH specification to model the conditional variance. The evidence gathered from the major United States ... -
The effects of different inflation risk premiums on interest rate spreads
(Elsevier BV, 2004)This paper analyzes how the different types of inflation uncertainty affect a set of interest rate spreads for the UK. Three types of inflation uncertainty - structural uncertainty, impulse uncertainty, and steady-state ... -
The effects of electricity price changes on prices of other goods and services – evidence from Turkey
(Routledge, 2020)This article employs a Factor-Augmented Vector Autoregressive model to assess the effects of electricity price innovations on prices of other goods and services. Using monthly series from Turkish Domestic Producer Price ... -
The effects of exchange rate fluctuations on economic activity in Turkey
(Elsevier BV, 2007)The paper examines the effects of exchange rate fluctuations on real output, the price level, and the real value of components of aggregate demand in Turkey. The theoretical model decomposes movements in the exchange rate ... -
The effects of exchange rate risk on economic performance: the Turkish experience
(Routledge, 2004)This study examines the effects of real exchange rate risk on the economic performance for an emerging, small open economy: Turkey. When the ratios of the total foreign exchange liabilities of the Central Bank of the ... -
Effects of growth volatility on economic performance-empirical evidence from Turkey
(Elsevier BV, 2012)This paper examines the relationship between growth and growth volatility for a small open economy with high growth volatility: Turkey. Quarterly data for the period from 1987Q1 to 2007Q3 suggests that growth volatility ... -
The effects of Japanese economic performance on Indonesia
(Routledge, 2006)This paper assesses how Japanese economic performance affects the Indonesian economy for the 1988 to 2004 period. The empirical evidence provided here suggests that Japanese growth appreciates the local currency in real ... -
Effects of soccer on stock markets: the return-volatility relationship
(Pergamon Press, 2012)This paper assesses the effects of domestic soccer teams' performances against foreign rivals on stock market returns as well as on the return-volatility relationship. Data from Chile, Spain, Turkey and the United Kingdom ... -
Effects of the real exchange rate on output and inflation: evidence from Turkey
(Wiley-Blackwell Publishing Ltd., 2003)This paper assesses the effects of real depreciation on the economic performance of Turkey by considering quarterly data from 1987:I to 2001:III. The empirical evidence suggests that, contrary to classical wisdom, the real ...
