The relationship between inflation, output growth, and their uncertainties: Nonlinear Multivariate GARCH-M evidence
| dc.authorscopusid | 23978235900 | |
| dc.contributor.author | Omay, Tolga | |
| dc.contributor.author | Omay, Tolga | |
| dc.contributor.other | Çankaya Meslek Yüksekokulu | |
| dc.date.accessioned | 2023-02-09T06:42:12Z | |
| dc.date.available | 2023-02-09T06:42:12Z | |
| dc.date.issued | 2011 | |
| dc.department | Çankaya University | en_US |
| dc.department-temp | [Omay, Tolga] Cankaya Univ, Dept Econ, Ankara, Turkey | en_US |
| dc.description.abstract | In this paper, we propose a nonlinear multivariate GARCH-M model. We have illustrated the actual modelling by applying the models to inflation and output growth variables and found that the effects of real and nominal uncertainties are regime-dependent. | en_US |
| dc.description.woscitationindex | Emerging Sources Citation Index | |
| dc.identifier.citation | Omay, Tolga (2011). "The relationship between inflation, output growth, and their uncertainties: Nonlinear Multivariate GARCH-M evidence", Economics Bulletin, Vol. 31, No. 4, pp. 3006-3015. | en_US |
| dc.identifier.endpage | 3015 | en_US |
| dc.identifier.issn | 1545-2921 | |
| dc.identifier.issue | 4 | en_US |
| dc.identifier.scopus | 2-s2.0-84855302314 | |
| dc.identifier.scopusquality | Q2 | |
| dc.identifier.startpage | 3006 | en_US |
| dc.identifier.volume | 31 | en_US |
| dc.identifier.wos | WOS:000219584500028 | |
| dc.identifier.wosquality | N/A | |
| dc.institutionauthor | Omay, Tolga | |
| dc.language.iso | en | en_US |
| dc.publisher | Economics Bulletin | en_US |
| dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.scopus.citedbyCount | 9 | |
| dc.title | The relationship between inflation, output growth, and their uncertainties: Nonlinear Multivariate GARCH-M evidence | tr_TR |
| dc.title | The Relationship Between Inflation, Output Growth, and Their Uncertainties: Nonlinear Multivariate Garch-M Evidence | en_US |
| dc.type | Article | en_US |
| dc.wos.citedbyCount | 8 | |
| dspace.entity.type | Publication | |
| relation.isAuthorOfPublication | 2eec9bdd-f887-42b5-aa52-cbcfa309b891 | |
| relation.isAuthorOfPublication.latestForDiscovery | 2eec9bdd-f887-42b5-aa52-cbcfa309b891 | |
| relation.isOrgUnitOfPublication | 7c88ca73-4d3e-47ac-8ae4-4af974598186 | |
| relation.isOrgUnitOfPublication.latestForDiscovery | 7c88ca73-4d3e-47ac-8ae4-4af974598186 |
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