The relationship between inflation, output growth, and their uncertainties: Nonlinear Multivariate GARCH-M evidence

dc.contributor.author	Omay, Tolga
dc.date.accessioned	2023-02-09T06:42:12Z
dc.date.available	2023-02-09T06:42:12Z
dc.date.issued	2011
dc.identifier.citation	Omay, Tolga (2011). "The relationship between inflation, output growth, and their uncertainties: Nonlinear Multivariate GARCH-M evidence", Economics Bulletin, Vol. 31, No. 4, pp. 3006-3015.	tr_TR
dc.identifier.issn	1545-2921
dc.identifier.uri	http://hdl.handle.net/20.500.12416/6152
dc.description.abstract	In this paper, we propose a nonlinear multivariate GARCH-M model. We have illustrated the actual modelling by applying the models to inflation and output growth variables and found that the effects of real and nominal uncertainties are regime-dependent.	tr_TR
dc.language.iso	eng	tr_TR
dc.rights	info:eu-repo/semantics/closedAccess	tr_TR
dc.title	The relationship between inflation, output growth, and their uncertainties: Nonlinear Multivariate GARCH-M evidence	tr_TR
dc.type	article	tr_TR
dc.relation.journal	Economics Bulletin	tr_TR
dc.identifier.volume	31	tr_TR
dc.identifier.issue	4	tr_TR
dc.identifier.startpage	3006	tr_TR
dc.identifier.endpage	3015	tr_TR
dc.contributor.department	Çankaya Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, Uluslararası Ticaret Bölümü	tr_TR

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