Seasonality in Inflation Volatility : Evidence from Turkey

This paper assesses the presence of seasonal volatility in price indexes where a similar type of pattern has been reported in asset prices in financial markets. The empirical evidence from Turkey for the monthly period from 1987:01 to 2007:05 suggests the presence of seasonality in the conditional variance of inflation. Thus, inferences for the models that do not account for the seasonality in the conditional variance will be misleading

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Year of publication:	2010
Authors:	Berument, Hakan
Other Persons:	Sahin, Afsin (contributor)
Publisher:	[2010]: [S.l.] : SSRN
Subject:	Inflation \| Türkei \| Turkey \| Volatilität \| Volatility \| Saisonale Schwankungen \| Seasonal variations \| Preisniveau \| Price level
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Journal of Applied Economics. Vol. 13, No. 1, pp. 39-65, May 2010 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 1, 2010 erstellt Volltext nicht verfügbar
Classification:	E31 - Price Level; Inflation; Deflation ; E37 - Forecasting and Simulation ; E30 - Prices, Business Fluctuations, and Cycles. General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013142355