Asset Returns, Inflation and Real Activity: The Case of Mexico and Turkey
AbstractThis study seeks to uncover the factors determining the dynamic behavior of key macroeconomic variables in two emerging market economies, Turkey and Mexico, from the late 1980's to the present. For this purpose, we analyze the behavior of real interest rates, real stock returns, inflation, industrial production, and the real exchange rate using a multivariate vector autoregression (VAR) model.
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Bibliographic InfoPaper provided by Koc University in its series Papers with number 1998/03.
Length: 23 pages
Date of creation: 1998
Date of revision:
Contact details of provider:
Postal: Koc University. Intinye 80860. Istanbul Turkey
Web page: http://case.ku.edu.tr/tr/econ/home
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INFLATION ; TURKEY ; MEXICO ; INTEREST RATE ; STOCK MARKET;
Find related papers by JEL classification:
- E20 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - General (includes Measurement and Data)
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
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- Sumru Altug & Melike Bildirici, 2010.
"Business Cycles around the Globe: A Regime Switching Approach,"
KoÃ§ University-TUSIAD Economic Research Forum Working Papers
1009, Koc University-TUSIAD Economic Research Forum.
- Altug, Sumru G. & Bildirici, Melike, 2010. "Business Cycles around the Globe: A Regime-switching Approach," CEPR Discussion Papers 7968, C.E.P.R. Discussion Papers.
- Sumru Altuğ & Melike Bildirici, 2010. "Business Cycles around the Globe: A Regime Switching Approach," Working Papers 0032, Yildiz Technical University, Department of Economics, revised Mar 2010.
- Levent, Korap, 2006. "An essay upon the business cycle facts: the Turkish case," MPRA Paper 21717, University Library of Munich, Germany.
- Levent, Korap, 2007. "Structural VAR identification of the Turkish business cycles," MPRA Paper 21971, University Library of Munich, Germany.
- Korap, Levent, 2010. "A small scaled business-cycle analysis of the Turkish economy: some counter-cyclical evidence using new income series," MPRA Paper 28647, University Library of Munich, Germany.
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