Nonlinear economic variables have been tested for many years with linear models, thus making them insufficient in providing an explanation for real life. As a result of the recently conducted studies, nonlinear time series analyses are observed to be more successful in forming especially the...

Logit model and the signal approach are two analysis methods being commonly used to forecast and explain currency crises. Logit model is successful to determine explaining variables of crisis and to calculate the probability of crisis in particular during the period experienced with a crisis. On...

In this paper, Turkish high and persistent inflation experience and its impact on inflation uncertainty and growth have been investigated. GARCH models are used to generate a measure of inflation uncertainty and quarterly data covers the period of 1987:1-2003:3. According to the results from...

In this paper, Turkish high and persistent inflation experience and its impact on inflation uncertainty and growth have been investigated. GARCH models are used to generate a measure of inflation uncertainty and quarterly data covers the period of 1987:1-2003:3. According to the results from...

In this paper, Turkish high and persistent inflation experience and its impact on inflation uncertainty and growth have been investigated. GARCH models are used to generate a measure of inflation uncertainty and quarterly data covers the period of 1987:1-2003:3. According to the results from...