Browsing İktisat Bölümü Koleksiyonu by Publisher "Elsevier B.V."

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Inflation persistence in Turkey: a TVP-estimation approach

Bilici, Berk; Çekin, Semih Emre (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) ...
The relationship between monetary policy and uncertainty in advanced economies: evidence from time- and frequency-domains

Çekin, Semih Emre; Hkiri, Besma; Tiwari, Aviral Kumar; Gupta, Rangan (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, ...