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.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
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
More information through EDIRC
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)
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- 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.
- 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.
- 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.
- 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.
- 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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel).
If references are entirely missing, you can add them using this form.