Now showing items 1-2 of 2

    • Free float and stochastic volatility: the experience of a small open economy 

      Selçuk, F. (Elsevier BV, 2004)
      Following a dramatic collapse of a fixed exchange rate based inflation stabilization program, Turkey moved into a free floating exchange rate system in February 2001. In this paper, an asymmetric stochastic volatility model ...
    • Inflation and inflation uncertainty: a dynamic framework 

      Berument, M. H.; Yalcin, Y.; Yildirim J. (Elsevier BV, 2012)
      This paper aims to investigate the direct relationship between inflation and inflation uncertainty by employing a dynamic method for the monthly country-region-place United States data for the time period 1976-2007. While ...