The effect of output growth volatility on output growth: empirical evidence from Turkey

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buir.contributor.authorBerument, Hakan
dc.citation.epage531en_US
dc.citation.issueNumber6en_US
dc.citation.spage522en_US
dc.citation.volumeNumber26en_US
dc.contributor.authorÜlke, V.en_US
dc.contributor.authorVarlık, S.en_US
dc.contributor.authorBerument, Hakanen_US
dc.date.accessioned2019-02-25T09:13:20Z
dc.date.available2019-02-25T09:13:20Z
dc.date.issued2019en_US
dc.departmentDepartment of Economicsen_US
dc.description.abstractThis 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 on industrial production mainly reveals that this relationship is negative. However, in further examining different sectors and sub-sectors of industrial production, we find the sign of the relationship changes depending on the sector. Moreover, there is limited evidence that the sign of the relationship changes over time. Thus, the evidence reveals that the nature of the output growth volatility–output growth relationship is not uniform across sectors.en_US
dc.description.provenanceSubmitted by Taner Korkmaz (tanerkorkmaz@bilkent.edu.tr) on 2019-02-25T09:13:20Z No. of bitstreams: 1 The_effect_of_output_growth_volatility_on_output_growth_empirical_evidence_from_Turkey.pdf: 1934271 bytes, checksum: c115ca90b227f66242828731e6b2e700 (MD5)en
dc.description.provenanceMade available in DSpace on 2019-02-25T09:13:20Z (GMT). No. of bitstreams: 1 The_effect_of_output_growth_volatility_on_output_growth_empirical_evidence_from_Turkey.pdf: 1934271 bytes, checksum: c115ca90b227f66242828731e6b2e700 (MD5) Previous issue date: 2018-07en
dc.identifier.doi10.1080/13504851.2018.1488035en_US
dc.identifier.eissn1466-4291
dc.identifier.issn1350-4851
dc.identifier.urihttp://hdl.handle.net/11693/50603
dc.language.isoEnglishen_US
dc.publisherTaylor & Francisen_US
dc.relation.isversionofhttps://doi.org/10.1080/13504851.2018.1488035en_US
dc.source.titleApplied Economics Lettersen_US
dc.subjectOutput growth volatilityen_US
dc.subjectOutput growthen_US
dc.subjectTVP-SVMen_US
dc.titleThe effect of output growth volatility on output growth: empirical evidence from Turkeyen_US
dc.typeArticleen_US

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