The interest rate channel in Turkey : an investigation with Kalman Filter approach
Taha Bahadır Sarac; Okyay Ucan
| Year of publication: |
2013
|
|---|---|
| Authors: | Sarac, Taha Bahadır ; Ucan, Okyay |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 3.2013, 4, p. 874-884
|
| Subject: | Kalman Filter | Markov Switching | Monetary Policy | Turkey | Türkei | Zustandsraummodell | State space model | Geldpolitik | Monetary policy | Markov-Kette | Markov chain | Zins | Interest rate | Geldpolitische Transmission | Monetary transmission | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010519366