| dc.contributor.author | Akdeniz, Coşkun | |
| dc.date.accessioned | 2023-05-06T17:22:07Z | |
| dc.date.available | 2023-05-06T17:22:07Z | |
| dc.date.issued | 2021 | |
| dc.identifier.isbn | 9783030541088 | |
| dc.identifier.isbn | 9783030541071 | |
| dc.identifier.uri | https://doi.org/10.1007/978-3-030-54108-8_9 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.11776/12034 | |
| dc.description.abstract | As an important indicator for the central banks that adopting inflation targeting regime, this paper aims to construct a monetary conditions index (MCI) for Turkey based on the weighted sum approach covering the period of 1986:05-2018:10. As a novelty time-varying parameter vector autoregressive (TVP-VAR) models allowing the change of index weights is used over time. The results suggest that the weights of the index components varied substantially over the analysis period and the constructed index is able to capture the crisis periods accurately. © The Authors 2021. All rights reserved. | en_US |
| dc.language.iso | eng | en_US |
| dc.publisher | Springer | en_US |
| dc.identifier.doi | 10.1007/978-3-030-54108-8_9 | |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.subject | Monetary conditions index | en_US |
| dc.subject | Turkish economy | en_US |
| dc.subject | TVP-VAR | en_US |
| dc.title | Construction of the monetary conditions index with TVP-VAR Model: Empirical evidence for Turkish economy | en_US |
| dc.type | booPart | en_US |
| dc.relation.ispartof | Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics | en_US |
| dc.department | Fakülteler, İktisadi ve İdari Bilimler Fakültesi, İktisat Bölümü | en_US |
| dc.identifier.startpage | 215 | en_US |
| dc.identifier.endpage | 228 | en_US |
| dc.institutionauthor | Akdeniz, Coşkun | |
| dc.relation.publicationcategory | Kitap Bölümü - Uluslararası | en_US |
| dc.authorscopusid | 57200762540 | |
| dc.identifier.scopus | 2-s2.0-85146479367 | en_US |
