Threshold GARCH modeling of the inflation & inflation uncertainty relationship: historical evidence from the Turkish economy
Year of publication: |
2010
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Authors: | Korap, Levent |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Inflation | Inflation Uncertainty | Threshold GARCH Modeling | Granger Causality Analysis | Turkish Economy |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in İstanbul Üniversitesi İktisat Fakültesi Mecmuası 2.60(2010): pp. 157-172 |
Classification: | C51 - Model Construction and Estimation ; C32 - Time-Series Models ; E31 - Price Level; Inflation; Deflation |
Source: |
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Korap, Levent, (2009)
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Živkov, Dejan, (2014)
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