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Toplam kayıt 8, listelenen: 1-8
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 ...
Turkey and Germany in the Balkans: competing with each other?
(Seta Foundation, 2019)
This paper aims to see whether there is a commercial and financial rivalry between Turkey and Germany in the Balkans by examining the export volumes, exported items, and foreign direct investments of these two countries ...
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) ...
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, ...
Competing specifications of the gravity equation: a three-way model, bilateral interaction effects, or a dynamic gravity model with time-varying country effects?
(Physica-Verlag Gmbh & Co, 2014)
We investigate bilateral trade flows across the EU-15 countries from 1962 to 2003 by different specifications of the gravity model. We augment the basic gravity model with population and exchange rate variables, and then ...
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 ...
Monetary policy co-movement and spillover of shocks among BRICS economies
(Routledge Journals, Taylor & Francis Ltd, 2019)
The 2008 global financial crisis has revealed the possibility of cross-border spillover effects of domestic Monetary Policy (MP) on financial stability and capital flows around the world. Recognizing these facts, Central ...