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dc.contributor.authorVarlık, Serdar
dc.contributor.authorÜlke, Volkan
dc.contributor.authorBerument, M. Hakan
dc.date.accessioned2019-05-13T09:03:35Z
dc.date.available2019-05-13T09:03:35Z
dc.date.issued2017
dc.identifier.citationVarlık, S., Ülke, V., Berument, H. (2017). The time-varying effect of inflation uncertainty on inflation for Turkey. Applied Economics Letters, 24(13), 961-967.en_US
dc.identifier.issn1350-4851
dc.identifier.urihttps://doi.org/10.1080/13504851.2016.1243206
dc.identifier.urihttps://hdl.handle.net/11491/1498
dc.description.abstractWe investigate the effect of inflation uncertainty on inflation from January 1982 through March 2016 for Turkey by using the Stochastic Volatility in Mean model with time-varying parameters. Our empirical evidence from consumer price index (CPI) inflation suggests that the observed positive relationship between inflation and inflation uncertainty is not robust. This positive relationship diminishes after 2002. This finding is valid for all five subcomponents of CPI inflation; however, for Health Services, Transportation Services, and Recreational and Cultural Services, an inflation-positive association is reported after 2010. © 2016 Informa UK Limited, trading as Taylor & Francis Group.en_US
dc.language.isoeng
dc.publisherRoutledgeen_US
dc.relation.isversionof10.1080/13504851.2016.1243206en_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectInflationen_US
dc.subjectInflation Uncertainty and TVP-SVMen_US
dc.titleThe time-varying effect of inflation uncertainty on inflation for Turkeyen_US
dc.typearticleen_US
dc.relation.journalApplied Economics Lettersen_US
dc.departmentHitit Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, İktisat Bölümüen_US
dc.identifier.volume24en_US
dc.identifier.issue13en_US
dc.identifier.startpage961en_US
dc.identifier.endpage967en_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US


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