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

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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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