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Döviz kuru volatilitesi modelleri: Türkiye uygulaması

GÜR, Timur Han; ERTUĞRUL, Hasan Murat - In: Iktisat Isletme ve Finans 27 (2012) 310, pp. 53-77

Bu çalışma, Türkiye’de döviz kuru volatilitesini literatürde yaygın olarak kullanılan ARCH, GARCH ve SWARCH modelleri çerçevesinde Temmuz 2001-Mayıs 2010 dönemine ait günlük veri seti ile modellemektedir. Çalışmanın ortaya çıkardığı sonuç, SWARCH modelinin gerek model...

Persistent link: https://www.econbiz.de/10009399324

Exchange rate versus monetary aggregate targeting: the Turkish case

Peren Arin, Kerim; Han Gur, Timur - In: Applied economics 41 (2009) 16, pp. 2085-2092

Persistent link: https://www.econbiz.de/10008265164

Exchange rate versus monetary aggregate targeting: the Turkish case

Peren Arin, Kerim; Han Gur, Timur - In: Applied economics 41 (2009) 16-18, pp. 2085-2092

Persistent link: https://www.econbiz.de/10008284474

Exchange rate versus monetary aggregate targeting: the Turkish case

Arin, Kerim Peren; Gur, Timur Han - In: Applied Economics 41 (2009) 16, pp. 2085-2092

This article compares and contrasts the macroeconomic effects of exchange rate targeting and money supply targeting by using quarterly data from Turkey for the period February 1986-March 2000. The results of the VAR analysis show that the exchange rate does not have the traditional 'hump-shaped...

Persistent link: https://www.econbiz.de/10004967037