Akdeniz, Coşkun - In: Handbook of research on emerging theories, models, and …, (pp. 215-228). 2021
a monetary conditions index (MCI) for Turkey based on the weighted sum approach covering the period of 1986 …:05-2018:10. As a novelty time-varying parameter vector autoregressive (TVP-VAR) models allowing the change of index weights is used … over time. The results suggest that the weights of the index components varied substantially over the analysis period and …