econometric estimation of the study is based on the recently developed NARDL Model. This model offers a proper possibility to … 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 …

econometric estimation of the study is based on the recently developed NARDL Model. This model offers a proper possibility to … 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 …

-GARCH ve Asimetrik GARCH modellerinden yararlanılmıştır. 1995-2002 yıllarına ait veriler modellerin tahmininde (estimation … asymmetric price movements. We use the 1995-2002 period of data for the estimation of the models, and the 2003-2004 period for …

tahmininde (estimation), 2004 yılına ait veriler ise modellerin öngörü (forecast) performanslarının değerlendirilmesinde … employed. Stock market data has been analyzed in two parts: the first part is retained for the estimation of parameters while …