Asset Returns, Inflation and Real Activity: The Case of Mexico and Turkey
This 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.
To our knowledge, this item is not available for
download. To find whether it is available, there are three
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.
|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
When requesting a correction, please mention this item's handle: RePEc:fth:kocuni:1998/03. See general information about how to correct material in RePEc.
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.