Browsing by Keywords "Inflation"
Now showing items 1-20 of 51
-
3+1 Essays on the Turkish economy
(Bilkent University, 2005)This dissertation comprise of four essays. The first essay studies the relationship between treasury auction maturity and auction interest rates. Using the Turkish auction data from 1988 to 2004, a reciprocal linkage ... -
Application of periodogram-based cointegration test for the analysis of the services and goods sector inflations
(Econometric Research Association, 2010)The differing dynamics of the inflations of the services and goods sectors has been of major concern in Turkey. The persistence of the services sector inflation during disinflation periods hampered the efforts of the ... -
Asymmetric behavior of exchange rate pass through in Turkey
(Bilkent University, 2009)This thesis investigates the presence of asymmetry in pass through from exchange rates to manufacturing industry prices in Turkey. In the analysis, to detect a possible nonlinear response of prices, threshold regression ... -
Asymmetric effects of monetary policy shocks on economic performance: empirical evidence from Turkey
(Routledge, 2016)This study investigates the asymmetric effects of monetary policy shocks on the macroeconomic variables of exchange rate, output and inflation for an emerging economy ‒ Turkey ‒ by using monthly data between 1990 and 2014. ... -
Central bank independence and economic performance in eastern Europe
(Elsevier BV, 2001)Following the breakdown of central planning by the early 1990s, transition economies faced varying measures of the need for economic restructuring and stabilisation. This paper examines both the trends in economic performance ... -
Central bank independence, financial market development and inflation
(Bilkent University, 2008)Central bank independence (CBI) and inflation relation has long been a debate and is established in many studies, such as Bade and Parkin (1982), Alesina (1988, 1989), Grilli, Masciandaro, and Tabellini (1991), and ... -
Central bank reform, liberalization and inflation in transition economies-an international perspective
(Elsevier BV, 2002)This paper develops extensive new indices of legal independence (central bank indepedence (CBI) for new central banks (CBs) in 26 former socialist economies. The indices reveal that CB reform in the FSE during the 1990s ... -
Comparison of the forecast performances of linear time series and artificial neural network models within the context of Turkish inflation
(Bilkent University, 2001)This thesis compares a variety of linear and nonlinear models to find the one with the best inflation forecast performance for the Turkish Economy. These comparisons are performed by considering the type of series whether ... -
Depository banks were trapped high inflation into cost inefficiency: The Turkish experience
(2010)Turkey embraced its worst banking crisis in the year 2001 after a long history of high inflation. Only one-third of the private domestic banks could survive immediately before and then after the crisis, mainly because of ... -
Determinants of workers' remittances: Turkish evidence from high-frequency data
(Routledge, 2006)The potential importance of workers remittances (WR) as a relatively stable source of foreign exchange has been growing across the world. We present time-series evidence on the determinants of WR in a large developing ... -
The dynamics of a newly floating exchange rate: the Turkish case
(Routledge, 2006)In recent years, many emerging market economies have switched or are in the process of switching to a floating exchange rate regime. Most of these economies have a history of high inflation and a high level of foreign ... -
The effect of foreign income on economic performance of a small-open economy: evidence from Turkey
(Routledge, 2004)The effect of a shock in the foreign economic performance on the domestic economy is an attractive research area. It has consistently been found that this effect is non-negligible. However, the countries examined are mostly ... -
The effect of inflation uncertainty on inflation: stochastic volatility in mean model within a dynamic framework
(Elsevier BV, 2009)This paper investigates the effect of inflation uncertainty innovations on inflation over time by considering the monthly United States data for the time period 1976-2006. In order to investigate the effect of inflation ... -
The effects of aid on inflation : the role of financial market development
(Bilkent University, 2005)This thesis investigates the relationship between foreign aid and inflation considering the effect of financial market development (FMD) on this relationship. The main hypothesis is that aid has a significant positive ... -
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 ... -
The effects of social security systems on macroeconomic performance: a cross-sectional analysis
(Bilkent University, 1999)Developments in demographic factors affect the magnitude of several Social Security attributes, and have recently lead many countries to reform their systems. The most marked one of such reforms is the transition from ... -
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 ... -
Effects of USD-Euro parity on a small open economy: evidence from Turkey
(Routledge, 2008)This study assesses the effect of USD-Euro parity on a small open economy where exports are predominantly denominated in Euros and imports are denominated in USD. Empirical evidence from Turkey suggests that a positive ... -
The Fisher hypothesis: a multi-country analysis
(Bilkent University, 1999)There is a long tradition of testing the Fisher hypothesis on the long run relationship between inflation and nominal interest rates. In this study, we examine the before tax strong version of the Fisher hypothesis for ...
