The time-varying effect of inflation uncertainty on inflation for Turkey

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buir.contributor.authorBerument, Hakan
dc.citation.epage967en_US
dc.citation.issueNumber13en_US
dc.citation.spage961en_US
dc.citation.volumeNumber24en_US
dc.contributor.authorVarlik, S.en_US
dc.contributor.authorUlke, V.en_US
dc.contributor.authorBerument, Hakanen_US
dc.date.accessioned2018-04-12T11:05:36Z
dc.date.available2018-04-12T11:05:36Zen_US
dc.date.issued2017en_US
dc.departmentDepartment of Economicsen_US
dc.description.abstractWe investigate the effect of inflation uncertainty on inflation from January 1982 through March 2016 for Turkey by using the Stochastic Volatility in Mean model with time-varying parameters. Our empirical evidence from consumer price index (CPI) inflation suggests that the observed positive relationship between inflation and inflation uncertainty is not robust. This positive relationship diminishes after 2002. This finding is valid for all five subcomponents of CPI inflation; however, for Health Services, Transportation Services, and Recreational and Cultural Services, an inflation-positive association is reported after 2010. © 2016 Informa UK Limited, trading as Taylor & Francis Group.en_US
dc.identifier.doi10.1080/13504851.2016.1243206en_US
dc.identifier.eissn1466-4291
dc.identifier.issn1350-4851
dc.identifier.urihttp://hdl.handle.net/11693/37194en_US
dc.language.isoEnglishen_US
dc.publisherRoutledgeen_US
dc.relation.isversionofhttp://dx.doi.org/10.1080/13504851.2016.1243206en_US
dc.source.titleApplied Economics Lettersen_US
dc.subjectInflationen_US
dc.subjectInflation uncertainty and TVP-SVMen_US
dc.subjectEmpirical analysisen_US
dc.subjectStochasticityen_US
dc.subjectUncertainty analysisen_US
dc.subjectTurkeyen_US
dc.titleThe time-varying effect of inflation uncertainty on inflation for Turkeyen_US
dc.typeArticleen_US

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