Search Results - subject:"Bi-variate GARCH"

THE RELATIONSHIP BETWEEN OUTPUT GROWTH AND INFLATION: EVIDENCE FROM TURKEY

OMAY, Tolga; ALUFTEKIN, Nilay; KARADAGLI, Ece C. - In: Journal of Applied Economic Sciences 5 (2010) 1(11)_Spring2010, pp. 55-63

In this study, a bi-variate Generalized Autoregressive Conditional Heteroscedasticty model is used in order to investigate the Granger causality relationships between output growth, inflation rate and their uncertainties. Our test results show that the existence of Granger-causality is observed...

Persistent link: https://www.econbiz.de/10008644980

The relationship between output growth and inflation: Evidence from Turkey

Omay, Tolga; Aluftekin, Nilay; Karadagli, Ece C. - Volkswirtschaftliche Fakultät, … - 2009

Persistent link: https://www.econbiz.de/10008561157

Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data

Égert, Balázs; Kocenda, Evžen - William Davidson Institute, University of Michigan - 2007

Keywords: stock markets, intraday data, comovements, bi-variate GARCH, European integration a …

Persistent link: https://www.econbiz.de/10005784632

Time-varying synchronization of European stock markets

Égert, Balázs; Kočenda, Evžen - In: Empirical Economics 40 (2011) 2, pp. 393-407

Persistent link: https://www.econbiz.de/10008925383