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~subject:"Time-varying parameter VAR"
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Time-varying parameter VAR
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Catik, A. Nazif
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Karacuka, Mehmet
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Gök, Baris
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Journal of quantitative economics
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Panoeconomicus
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The time-varying impact of external shocks on the consumer price components : evidence from an emerging market
Catik, A. Nazif
;
Karacuka, Mehmet
;
Özlem Önder, A.
- In:
Journal of quantitative economics
20
(
2022
)
4
,
pp. 781-807
Persistent link: https://www.econbiz.de/10013488909
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2
A time-varying parameter VAR investigation of the exchange rate pass-through in Turkey
Catik, A. Nazif
;
Karacuka, Mehmet
;
Gök, Baris
- In:
Panoeconomicus
63
(
2016
)
3
,
pp. 563-579
Persistent link: https://www.econbiz.de/10011658200
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