Multivariate GARCH models and an application: The effect of uncertainty on inflation and output growth in Turkey
Is this your thesis?
This record came from a bulk archive import. If it’s yours, link it to your profile.
Abstract (EN)
The aim of this study is to investigate multivariate GARCH models, theirstatistical properties and methods of estimation; to test different arguments onthe effects of inflation and output uncertainties on both inflation rate and output(growth) for Turkey by using these models. The obtained results indicate thatinflation uncertainty leads to a rise in inflation and the output uncertainty causesa decline in it while the output is not affected by the uncertainties.Keywords: Volatility, Multivariate GARCH, Uncertainty, Inflation, OutputGrowth
Author
Fela Özbey
How to Cite
Fela Özbey (Master Thesis). Multivariate GARCH models and an application: The effect of uncertainty on inflation and output growth in Turkey, 2005, Çukurova University.
Keywords
License
Tüm Hakları Saklıdır
This work is shared under the specified license terms.
More theses from Çukurova University
- An investigation of violent and nonviolent adolescent' families in terms in terms of family fuctioning, anger and anger expression(2006)
- Adolescents who have single parents family and full family were compared in respect to their life satisfaction and quality of life(2009)
- The effects of collaborative video-blog projects on Turkish EFL students' linguistic and digital literacy skills(2025)
- Cultural significance in foreign learning and teaching with special emphasis on reading comprehension through cultural schemata(1992)
- Credit risk management in banking sector: An application of variables determining credit risk in Turkish banking sector(2011)
- Investigation of psychological symptom levels in adolescents according to gender and family functions(2013)