Seasonality in inflation volatility: evidence from Turkey
| buir.contributor.author | Berument, Hakan | |
| dc.citation.epage | 65 | en_US |
| dc.citation.issueNumber | 1 | en_US |
| dc.citation.spage | 39 | en_US |
| dc.citation.volumeNumber | 13 | en_US |
| dc.contributor.author | Berument, Hakan | en_US |
| dc.contributor.author | Sahin, A. | en_US |
| dc.date.accessioned | 2015-07-28T11:59:38Z | |
| dc.date.available | 2015-07-28T11:59:38Z | |
| dc.date.issued | 2010 | en_US |
| dc.department | Department of Economics | en_US |
| dc.description.abstract | This paper assesses the presence of seasonal volatility in price indexes where a similar type of pattern has been reported in asset prices in financial markets. The empirical evidence from Turkey for the monthly period from 1987:01 to 2007:05 suggests the presence of seasonality in the conditional variance of inflation. Thus, inferences for the models that do not account for the seasonality in the conditional variance will be misleading. | en_US |
| dc.description.provenance | Made available in DSpace on 2015-07-28T11:59:38Z (GMT). No. of bitstreams: 1 10.1016-S1514-0326(10)60003-7.pdf: 279063 bytes, checksum: 0e5502107e55d118ae8ab2969601fc03 (MD5) | en |
| dc.identifier.doi | 10.1016/S1514-0326(10)60003-7 | en_US |
| dc.identifier.issn | 1514-0326 | |
| dc.identifier.uri | http://hdl.handle.net/11693/12000 | |
| dc.language.iso | English | en_US |
| dc.publisher | Universidad del CEMA | en_US |
| dc.relation.isversionof | http://dx.doi.org/10.1016/S1514-0326(10)60003-7 | en_US |
| dc.source.title | Journal of Applied Economics | en_US |
| dc.subject | Inflation volatility | en_US |
| dc.subject | Seasonality | en_US |
| dc.subject | EGARCH | en_US |
| dc.title | Seasonality in inflation volatility: evidence from Turkey | en_US |
| dc.type | Article | en_US |
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