New time series evidence for the causality relationship between inflation and inflation uncertainty in the Turkish economy
Year of publication: |
2009-07
|
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Authors: | Korap, Levent ; Saatçioğlu, Cem |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Inflation | Inflation uncertainty | Granger causality analysis | EGARCH modelling | Impulse response analysis |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Doğuş University Journal 2.10(2009): pp. 235-248 |
Classification: | C51 - Model Construction and Estimation ; C32 - Time-Series Models ; E31 - Price Level; Inflation; Deflation |
Source: |
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Korap, Levent, (2010)
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Živkov, Dejan, (2014)
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Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices
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