Caner OZDURAK, Cengiz KARATAS

TÜRKİYE EKONOMİSİ’NDE ENFLASYON ATALETİ: DİNAMİK KOŞULLU KORELASYON-GENELLEŞTİRİLMİŞ OTOREGRESİF KOŞULLU DEĞİŞEN VARYANS (DCC-GARCH) VE DALGACIK (WAVELET) ANALİZİ

INFLATION INERTIA IN TURKISH ECONOMY: DYNAMIC CONDITIONAL CORRELATION-GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY (DCC-GARCH) AND WAVELET ANALYSIS

Journal of Economics Finance and Accounting

2020-Cilt: 7 - Sayı: 4

324-337

Enflasyon, DCC-GARCH, impulse-response, wavelet analizi, para politikası

inflation, DCC-GARCH, impulse-response, wavelet analysis

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