The study focuses on analyzing an economy that applies inflation targeting rule where the policy interest rate is determined actively by the Taylor rule. However, following the interest rate rule, the policy maker involuntarily becomes the affirmant of inflation. As a result, the apriori target...

The study analyzes the family of regime switching GARCH neural network models, which allow the generalization of MS type RS-GARCH models to MS-GARCH-NN models by incorparating with neural network architectures with different dynamics and forecasting capabilities both in addition to the family of...

The Turkish version of this paper can be found at: "http://ssrn.com/abstract=2222071" http://ssrn.com/abstract=2222071The study aims to investigate linear GARCH, fractionally integrated FI-GARCH and Asymmetric Power APGARCH models and their nonlinear counterparts based on Support Vector...

The English version of this paper can be found at: "http://ssrn.com/abstract=2227747" http://ssrn.com/abstract=2227747Çalışma, temel GARCH modelinin Destek Vektör Makinesi ve Yapay Sinir Ağları ile iyileştirilmiş modellerin incelenerek GARCH modelinin tahmin performansının...

In Economic theory, the impact of government debt through wealth effects that enhance the likelihood of real effects in an economy, in which the Ricardian Equivalence fail to hold, is investigated in many studies.Under active fiscal policies as puth foth by Leeper (1991), to equate the...