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Toplam kayıt 17, listelenen: 11-17
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, ...
Fiscal spending multipliers over the household leverage cycle
(Elsevier, 2022)
This paper investigates household leverage-dependent fiscal policy effects in a two-agent New
Keynesian DSGE model with occasionally binding borrowing constraints. Our model successfully
replicates empirical evidence ...
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 ...
The Taylor curve: international evidence
(Taylor & Francis Online, 2021)
We use the Taylor curve to gauge deviations of monetary policy from an efficiency locus for the United Kingdom (UK) and the four largest economies of the Eurozone (Germany, France, Italy, Spain) for the period 2000–2018. ...
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 ...