The effects of capital inflows on Turkish macroeconomic performance

Date
2015
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Source Title
Empirica
Print ISSN
0340-8744
Electronic ISSN
1573-6911
Publisher
Springer/Kluwer Academic Publishers
Volume
42
Issue
4
Pages
813 - 824
Language
English
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Abstract

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 inflows in the forms of portfolio investment liabilities, foreign direct investment, and other investment liabilities may affect these macroeconomic variables differently. The main focus of this study is to analyze the behavior of key macroeconomic variables in response to the different components of capital inflow shocks for Turkey using monthly data from 2000:1 to 2012:12 by utilizing a vector autoregression model. © 2015, Springer Science+Business Media New York.

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