Modelling Inflation Uncertainty with Structural Breaks Case of Turkey (1994–2013)
المؤلفون المشاركون
المصدر
Mathematical Problems in Engineering
العدد
المجلد 2014، العدد 2014 (31 ديسمبر/كانون الأول 2014)، ص ص. 1-19، 19ص.
الناشر
Hindawi Publishing Corporation
تاريخ النشر
2014-09-11
دولة النشر
مصر
عدد الصفحات
19
التخصصات الرئيسية
الملخص EN
In recent years, the importance attached to the concept of volatility has increased and become a phenomenon frequently encountered in every field ranging from financial markets to macroeconomic indicators.
In this study, inflation data obtained from CPI index for the period of 1994:01–2013:12 in Turkey was used to determine the best representative of the inflation uncertainty.
To realize this, both symmetric and asymmetric GARCH-type models were employed.
Since there are many factors that may lead to structural change within the economic course of Turkey, a structural break in the series has first been investigated.
By administering Bai-Perron structural break test, two different break points both in mean and variance have been detected to be in February 2002 and in June 2001, respectively.
The inclusion of those break points to the related equations, appropriate forecasting models were projected.
Moreover it was found that, while in the periods prior to the break in both variance and mean the inflation itself was the reason for inflation uncertainty, following the dates of the break, the relationship changed bidirectionally.
In the meantime, when the series was taken as a whole without considering the break, bidirectional causality relationship was also detected in the series.
نمط استشهاد جمعية علماء النفس الأمريكية (APA)
Göktaş, Pınar& Dişbudak, Cem. 2014. Modelling Inflation Uncertainty with Structural Breaks Case of Turkey (1994–2013). Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-19.
https://search.emarefa.net/detail/BIM-1044144
نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)
Göktaş, Pınar& Dişbudak, Cem. Modelling Inflation Uncertainty with Structural Breaks Case of Turkey (1994–2013). Mathematical Problems in Engineering No. 2014 (2014), pp.1-19.
https://search.emarefa.net/detail/BIM-1044144
نمط استشهاد الجمعية الطبية الأمريكية (AMA)
Göktaş, Pınar& Dişbudak, Cem. Modelling Inflation Uncertainty with Structural Breaks Case of Turkey (1994–2013). Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-19.
https://search.emarefa.net/detail/BIM-1044144
نوع البيانات
مقالات
لغة النص
الإنجليزية
الملاحظات
Includes bibliographical references
رقم السجل
BIM-1044144
قاعدة معامل التأثير والاستشهادات المرجعية العربي "ارسيف Arcif"
أضخم قاعدة بيانات عربية للاستشهادات المرجعية للمجلات العلمية المحكمة الصادرة في العالم العربي
تقوم هذه الخدمة بالتحقق من التشابه أو الانتحال في الأبحاث والمقالات العلمية والأطروحات الجامعية والكتب والأبحاث باللغة العربية، وتحديد درجة التشابه أو أصالة الأعمال البحثية وحماية ملكيتها الفكرية. تعرف اكثر