ORCID "Akdeniz, Coşkun/0000-0002-3973-754X" WoS İndeksli Yayınlar Koleksiyonu için listeleme
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Analyzing Exchange Market Pressure Dynamics with Markov Regime Switching: The Case of Turkey
İlhan, Ali; Akdeniz, Coşkun; Özdemir, Metin (Vilnius Univ, 2022)This study analyzes the dynamics of exchange market pressure in Turkey by employing the Markov regime switching model for the period from January 2006 to December 2019. Our findings show that there are two regimes in the ... -
Inflationary effects of oil price and exchange rate shocks in South Africa: Evidence from time-varying pass-through coefficients
Akdeniz, Coşkun; Çatık, Abdurrahman Nazif; Ballı, Esra (Wiley, 2022)This paper estimates the exchange rate and oil price pass-through to South African domestic prices (ERPT and OPPT, respectively). This study adopts a novel approach to compute pass-through coefficients along the pricing ...