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On the nonlinear causality between inflation and inflation uncertainty in the G3 countries
Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Cakan, Esin - In: Journal of applied economics 14 (2011) 2, pp. 269-296
Persistent link: https://www.econbiz.de/10009538217
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Does inflation cause gold market price changes? : evidence on the G7 countries from the tests of nonparametric quantile causality in mean and variance
Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Shahbaz, Muhammad - In: Applied economics 50 (2018) 17, pp. 1891-1909
Persistent link: https://www.econbiz.de/10011849618
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On the Nonlinear Causality between Inflation and Inflation Uncertainty in the G3 Countries
Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Cakan, Esin - 2011
This study examines the dynamic relationship between monthly inflation and inflation uncertainty in Japan, the US and the UK by employing linear and nonlinear Granger causality tests for the 1957:01-2006:10 period. Using a generalised autoregressive conditional heteroskedasticity (GARCH) model...
Persistent link: https://www.econbiz.de/10014175586
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On the Nonlinear Causality between Inflation and Inflation Uncertainty in the G3 Countries
Balcilar, Mehmet - 2012
This study examines the dynamic relationship between monthly inflation and inflation uncertainty in Japan, the US and the UK by employing linear and nonlinear Granger causality tests for the 1957:01-2006:10 period. Using a generalised autoregressive conditional heteroskedasticity (GARCH) model...
Persistent link: https://www.econbiz.de/10013106168
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Dynamics of inflation, output growth and their uncertainty in the UK : an empirical analysis
Ozdemir, Zeynel Abidin - In: The Manchester School 78 (2010) 6, pp. 511-537
Persistent link: https://www.econbiz.de/10008903554
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On the inflation-uncertainty hypothesis in Jordan, Philippines and Turkey : a long memory approach
Ozdemir, Zeynel Abidin; Fisunoğlu, Mahir - In: International review of economics & finance : IREF 17 (2008) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10003749775
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Moving out of the linear rut : a period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries
Balcilar, Mehmet; Roubaud, David; Usman, Ojonugwa; … - In: Energy economics 98 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012822329
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The ability of the term spread to predict output growth, recessions, and inflation : a survey
Wohar, Mark E. - In: Liquidity, interest rates and banking, (pp. 35-56). 2009
Persistent link: https://www.econbiz.de/10008654519
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Convergence in interest rates and inflation rates across countries and over time
Siklos, Pierre L. - In: Review of international economics 5 (1997) 1, pp. 129-141
Persistent link: https://www.econbiz.de/10001256059
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Deficit monetisation, output and inflation in the United States, 1923 - 1982
Burdekin, Richard C. K. - In: Journal of economic studies 17 (1990) 6, pp. 50-63
Persistent link: https://www.econbiz.de/10001107126