The effect of output growth volatility on output growth: empirical evidence from Turkey

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dc.contributor.authorÜlke, Volkan
dc.contributor.authorVarlık, Serdar
dc.contributor.authorBerument, M. Hakan
dc.date.accessioned2019-05-13T09:03:35Z
dc.date.available2019-05-13T09:03:35Z
dc.date.issued2019
dc.departmentHitit Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, İktisat Bölümü
dc.description.abstractThis article assesses the effect of output growth volatility on output growth within a stochastic-volatility-in-mean model with a time-varying framework for an open small economy: Turkey. Until now, the empirical evidence on industrial production mainly reveals that this relationship is negative. However, in further examining different sectors and sub-sectors of industrial production, we find the sign of the relationship changes depending on the sector. Moreover, there is limited evidence that the sign of the relationship changes over time. Thus, the evidence reveals that the nature of the output growth volatility–output growth relationship is not uniform across sectors. © 2018, © 2018 Informa UK Limited, trading as Taylor & Francis Group.
dc.identifier.citationÜlke, V., Varlık, S., Berument, M. H. (2019). The effect of output growth volatility on output growth: empirical evidence from Turkey. Applied Economics Letters, 26(6), 522-531.
dc.identifier.doi10.1080/13504851.2018.1488035
dc.identifier.endpage531en_US
dc.identifier.issn1350-4851
dc.identifier.issue6en_US
dc.identifier.scopusqualityQ2
dc.identifier.startpage522en_US
dc.identifier.urihttps://doi.org/10.1080/13504851.2018.1488035
dc.identifier.urihttps://hdl.handle.net/11491/1497
dc.identifier.volume26en_US
dc.identifier.wosqualityN/A
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherRoutledge
dc.relation.ispartofApplied Economics Letters
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.subjectOutput Growthen_US
dc.subjectOutput Growth Volatilityen_US
dc.subjectTVP-SVMen_US
dc.titleThe effect of output growth volatility on output growth: empirical evidence from Turkey
dc.typeArticle

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