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Toplam kayıt 6, listelenen: 1-6
Inflation volatility and inflation in the wake of the great recession
(Physica-Verlag Gmbh & Co, 2020)
A reduced-form investigation reveals that the relationship between the level of inflation and its volatility in the USA may not have been monotonic. This paper quantifies a reversal of the relationship by considering linear ...
Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas
(Elsevier Science Inc, 2020)
We analyze the dependence structure of economic policy uncertainty in four Latin American economies (Brazil, Chile, Colombia, Mexico) using vine copula modeling with various forms of tail dependence. Our results suggest ...
Forecasting with second-order approximations and markov-switching DSGE models
(Springer, 2020)
This paper considers the out-of-sample forecasting performance of first- and second-order perturbation approximations for DSGE models that incorporate Markov-switching behaviour in the policy reaction function and the ...
The relationship between monetary policy and uncertainty in advanced economies: evidence from time- and frequency-domains
(Elsevier B.V., 2020)
In this work we offer new insight into the relationship between interest rates and uncertainty for several advanced economies (Canada, Euro Area, Japan, UK, US) for the period 2003?2018. For this purpose, we utilize wavelets, ...
Inflation persistence in Turkey: a TVP-estimation approach
(Elsevier B.V., 2020)
We analyze inflation dynamics in Turkey by estimating inflation persistence for the period 1990–2018. Inflation persistence is defined as the speed with which inflation returns to its equilibrium level (long-term mean) ...
Ticaret savaşlarının uluslararası ticaret ve reel ekonomiye etkisi
(2020)
Uluslararası ticarette korumacılık akımları bazı dönemlerde azalmakta, bazı dönemlerde ise artmaktadır. Bu çalışma, 2008 yılından itibaren dünya ticaretinde düzeyi gittikçe artan korumacılık hakkında kapsamlı bir literatür ...