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Seasonality in Inflation Volatility : Evidence from Turkey
Berument, Hakan - 2010
This paper assesses the presence of seasonal volatility in price indexes where a similar type of pattern has been … reported in asset prices in financial markets. The empirical evidence from Turkey for the monthly period from 1987:01 to 2007 …:05 suggests the presence of seasonality in the conditional variance of inflation. Thus, inferences for the models that do not …
Persistent link: https://www.econbiz.de/10013142355
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Seasonality and the relation between volatility and returns : evidence from Turkish financial markets
Tas, Oktay; Ekinci, Cumhur; Iltüzer Samur, Zeynep - In: Stock market volatility, (pp. 499-517). 2009
Persistent link: https://www.econbiz.de/10003830655
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Exchange rate (volatility) and bilateral agricultural trade : Turkey vs. her major trading partners
Nazlioglu, Saban; Erdem, Cumhur - In: International journal of trade and global markets 3 (2010) 3, pp. 295-311
Persistent link: https://www.econbiz.de/10003989814
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Inflation volatility in Indonesia using ARIMA model : before and during COVID-19
Wahyudi, Setyo Tri; Nabella, Rihana Sofie; Sari, Kartika - 2022
Persistent link: https://www.econbiz.de/10013197497
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Treatment of seasonal products and CPI volatility
Atuk, Oguz; Ozmen, M. Utku; Sevinc, Orhun - In: Central Bank review / The Central Bank of the Republic … 13 (2013) 1, pp. 51-82
Persistent link: https://www.econbiz.de/10010340430
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Monetary policy and price responsiveness to aggregate shocks under rational inattention
Paciello, Luigi - In: Journal of money, credit and banking : JMCB 44 (2012) 7, pp. 1375-1399
Persistent link: https://www.econbiz.de/10009693635
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Inflation volatility, government debts, and the fiscal theory of the price level
Kim, So-yŏng - In: Economics letters 85 (2004) 1, pp. 117-121
Persistent link: https://www.econbiz.de/10002215753
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Should the European Central Bank whorry about exchange rates?
Scheide, Joachim - In: Konjunkturpolitik : applied economics quarterly ; … 44 (1998) 1, pp. 31-51
Persistent link: https://www.econbiz.de/10001242756
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A model of greedflation
Scanlon, Paul - 2023
Persistent link: https://www.econbiz.de/10014430069
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Inflationary effects of oil prices in Turkey : a regime-switching approach
Catik, A. Nazif; Önder, A. Özlem - In: Emerging markets finance & trade : a journal of the … 47 (2011) 5, pp. 125-140
Persistent link: https://www.econbiz.de/10009503040