Now showing items 1-6 of 6
How does the exchange rate movement affect macroeconomic performance? a VAR analysis with sign restriction approach – evidence from Turkey
(Economics Bulletin, 2012)
In this paper, we assess the effect of exchange rate movement on macroeconomic performance by differentiating the source of exchange rate movement as either an expansionary monetary policy or a portfolio preference shock ...
Inflation and inflation uncertainty: a dynamic framework
(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 ...
The effects of US stock markets on the Istanbul stock exchange and its components
(International Academy of Business and Economics, 2011)
With increasing financial integration (globalization), the performance of the emerging financial market has been substantially affected by the performances of major developed financial markets. This study explores how one ...
The inflation and inflation uncertainty relationship for Turkey: a dynamic framework
This article assesses the interaction between inflation and inflation uncertainty in a dynamic framework for Turkey by using monthly data for the time period 1984-2009. The bulk of previous studies investigating the link ...
Turkish monetary policy and components of aggregate demand: a VAR analysis with sign restrictions model
This article estimates the effects of monetary policy on components of aggregate demand using quarterly data on Turkish economy from 1987-2008 by means of structural Vector Autoregression (VAR) methodology. This study ...
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 ...