Investigating the Time Varying Nature of the Link between Inflation and Currency Substitution in the Turkish Economy
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More about this item
Keywords
Currency substitution; M-GARCH;JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2012-02-01 (All new papers)
- NEP-ARA-2012-02-01 (MENA - Middle East & North Africa)
- NEP-MON-2012-02-01 (Monetary Economics)
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