Scopus Q Kategorisi "Q2" İktisat Bölümü Koleksiyonu İçin Listeleme
Toplam kayıt 5, listelenen: 1-5
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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 ... -
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) ... -
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 ... -
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 ... -
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, ...