This study investigates the factors influencing food inflation in Turkey, employing both endogenous and exogenous … Turkey's food inflation. …

In this article, we propose a cointegration-based Permanent-Transitory decomposition for nonstationary Dynamic Factor … Models. Our methodology exploits the cointegration relations among the observable variables and assumes they are driven by a …-term stationary one. A Monte Carlo experiment shows that taking into account the cointegration structure in the DFM leads to a much …

order to model the trade between Turkey and the EU, we employ a time series analysis, namely cointegration method with error … Market in aggregate level. Thus it naturally examines the demand for exports and imports for Turkey in relation to the EU. In …

Purpose: This study aims to examine the sustainability of the current account deficit in Turkey for the quarterly data … in Turkey’s economy. Design/methodology/approach: The dynamics related to the sustainability of the current account … long-term dynamics are empirically investigated using the Johansen cointegration test. Econometric analysis is also …