New time series evidence for the causality relationship between inflation and inflation uncertainty in the Turkish economy
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- HAVVANUR FEYZA ERDEM & Rahmi Yamak, 2014. "The Relationship Between Inflation And Inflation Uncertainty In Turkey," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(4), pages 246-254.
More about this item
KeywordsInflation ; Inflation uncertainty; Granger causality analysis ; EGARCH modelling ; Impulse response analysis ;
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- 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
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-12-19 (All new papers)
- NEP-ARA-2009-12-19 (MENA - Middle East & North Africa)
- NEP-CWA-2009-12-19 (Central & Western Asia)
- NEP-MAC-2009-12-19 (Macroeconomics)
- NEP-MON-2009-12-19 (Monetary Economics)
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