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English Abstract: This paper investigates the inflation targeting experience of Turkey in terms of the degree of …
Persistent link: https://www.econbiz.de/10012963501
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
there is a pass-through from international oil and food prices to domestic prices or inflation rate in an asymmetrical sense … negative commodity price shocks from the 'Asymetric Dynamic Multipliers'. Hence, domestic inflation rates' response to …
Persistent link: https://www.econbiz.de/10011882658
Persistent link: https://www.econbiz.de/10010320475
Persistent link: https://www.econbiz.de/10009666826
there is a pass-through from international oil and food prices to domestic prices or inflation rate in an asymmetrical sense … negative commodity price shocks from the “Asymetric Dynamic Multipliers”. Hence, domestic inflation rates’ response to …
Persistent link: https://www.econbiz.de/10011447204
Turkish Abstract: Çalışmada, İMKB 100 endeksinin 1995-2004 dönemine ait günlük ve haftalık verileri kullanılarak, finansal verilerde sıkça rastlanan volatilite kümelenmesi, asimetrik fiyat hareketleri, kaldıraç etkisi ve kalın kuyruk özellikleri araştırılmış, volatiliteyi...
Persistent link: https://www.econbiz.de/10012951155
Turkish Abstract: Çalışmada, 15 adet simetrik ve asimetrik GARCH modeli ile İMKB Bileşik, Mali, Hizmet ve Sınai endekslerindeki volatilite modellenerek, örneklem dışı öngörülerde bulunulmakta ve öngörülerin güvenilirliği ele alınmaktadır. Bu amaçla öncelikle 1997-2004...
Persistent link: https://www.econbiz.de/10012951259