Asset Returns, Inflation and Real Activity: The Case of Mexico and Turkey

This study seeks to uncover the factors determining the dynamic behavior of key macroeconomic variables in two emerging market economies, Turkey and Mexico, from the late 1980's to the present. For this purpose, we analyze the behavior of real interest rates, real stock returns, inflation, industrial production, and the real exchange rate using a multivariate vector autoregression (VAR) model.

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Year of publication:	1998
Authors:	Yilmaz, K. ; Altug, S.
Institutions:	İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
Subject:	INFLATION \| TURKEY \| MEXICO \| INTEREST RATE \| STOCK MARKET

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Series:	Koc University.
Type of publication:	Book / Working Paper
Notes:	23 pages
Classification:	E20 - Consumption, Saving, Production, Employment, and Investment. General ; E30 - Prices, Business Fluctuations, and Cycles. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005777168