Güncel Gönderiler: İktisadi ve İdari Bilimler Fakültesi
Toplam kayıt 202, listelenen: 201-202
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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 ... -
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 ...