The Relationship Between Inflation, Output Growth, and Their Uncertainties: Nonlinear Multivariate Garch-M Evidence
| dc.contributor.author | Omay, Tolga | |
| dc.contributor.author | Omay, Tolga | |
| dc.contributor.other | Çankaya Meslek Yüksekokulu | |
| dc.date.accessioned | 2025-09-23T12:50:28Z | |
| dc.date.available | 2025-09-23T12:50:28Z | |
| dc.date.issued | 2011 | |
| 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.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.issn | 1545-2921 | |
| dc.identifier.scopus | 2-s2.0-84855302314 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.12416/15521 | |
| dc.language.iso | en | en_US |
| dc.publisher | Economics Bulletin | en_US |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.title | The Relationship Between Inflation, Output Growth, and Their Uncertainties: Nonlinear Multivariate Garch-M Evidence | en_US |
| dc.title | The relationship between inflation, output growth, and their uncertainties: Nonlinear Multivariate GARCH-M evidence | tr_TR |
| dc.type | Article | en_US |
| dspace.entity.type | Publication | |
| gdc.author.institutional | Omay, Tolga | |
| gdc.author.scopusid | 23978235900 | |
| gdc.coar.access | metadata only access | |
| gdc.coar.type | text::journal::journal article | |
| gdc.description.department | Çankaya University | en_US |
| gdc.description.departmenttemp | [Omay, Tolga] Cankaya Univ, Dept Econ, Ankara, Turkey | en_US |
| gdc.description.endpage | 3015 | en_US |
| gdc.description.issue | 4 | en_US |
| gdc.description.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
| gdc.description.scopusquality | Q4 | |
| gdc.description.startpage | 3006 | en_US |
| gdc.description.volume | 31 | en_US |
| gdc.description.woscitationindex | Emerging Sources Citation Index | |
| gdc.description.wosquality | Q4 | |
| gdc.identifier.wos | WOS:000219584500028 | |
| gdc.scopus.citedcount | 9 | |
| gdc.virtual.author | Omay, Tolga | |
| gdc.wos.citedcount | 8 | |
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