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Enflasyon dinamiklerindeki değişim: döviz kuru geçişkenliği güçleniyor mu?

Kara, Hakan; Sarıkaya, Çağrı - 2021

Persistent link: https://www.econbiz.de/10012694646

Enflasyon dinamiklerindeki değişim: Döviz kuru geçişkenliği güçleniyor mu?

Kara, Hakan; Sarıkaya, Çağrı - 2021

Persistent link: https://www.econbiz.de/10013373850

Alternative Approaches for Estimating Value at Risk

Ural, Mert - In: Journal of BRSA Banking and Financial Markets 3 (2009) 2, pp. 63-86

In this paper the alternative value-at-risk (VaR) and expected shortfall (ES) analysis were made according to different error distribution assumptions by using stock market daily return series of Turkey (ISE100), United Kingdom (FTSE100), Japan (NIKKEI225) and France (CAC40). The backtesting...

Persistent link: https://www.econbiz.de/10008464850

An Empirical Analysis of Short Term Interest Rate Models for Turkey

Sahin, Hasan; Genç, Ismail H. - In: Journal of BRSA Banking and Financial Markets 3 (2009) 2, pp. 107-119

Interest rate is one of the most observed and forecasted variables in financial markets. Interest rates and the volatility of interest rates play a crucial role in pricing financial instruments. In this empirical study, we try to investigate which short term interest rate model is appropriate...

Persistent link: https://www.econbiz.de/10008464863

Gorunmez Ama Hissedilmez Degil : Turkiye'de Cikti Acigi

Ogunc, Fethi; Sarikaya, Cagri - In: Central Bank Review 11 (2011) 2, pp. 15-28

factor exerting downward pressure on inflation during this period. On the other hand, the results point out that the …

Persistent link: https://www.econbiz.de/10009293993

Turkiye Icin Para Bazi Ve Parasal Denetim Model Denemesi (Monetary Base Analysis and Control Model)

Gursel, Haluk Ferden - 2019

Turkish Abstract: Bu metin, bugün dahi gecerli olan ve zaman içerisinde daha da gelistirilmis bulunan, örneğin halen Uluslararası Para Fonu (IMF) tarafından kullanılan, para bazı analizi ve parasal kontrol modeli üzerine yapilmis ilk araştırmalardandır.Çalısmada para bazı...

Persistent link: https://www.econbiz.de/10012891834

Türkiye'nin finansal piyasa likiditesi, ölçümü ve analizi

Yıldırım, Burcu Deniz - In: Central Bank review / The Central Bank of the Republic … 11 (2011) 1, pp. 11-28

Persistent link: https://www.econbiz.de/10009315618

Türkiye'de reel ücretlerin tar modeli ile analizi ve birim kök sınaması

Alp, Elc̜in Aykac̜ (contributor) - 2008

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...

Persistent link: https://www.econbiz.de/10003753640

Türkiye'nin turizm gelirlerinin ödemeler dengesine katkısının analizi

Çakır, Pembegül - 1999

Persistent link: https://www.econbiz.de/10001432991

Türkiye'de Enflasyon, Enflasyon Belirsizliği ve Büyüme - Inflation, Inflation Uncertainty and Growth in Turkey

Artan, Seyfettin - 2006

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 this study, inflation and inflation uncertainty are of negative …

Persistent link: https://www.econbiz.de/10010322130