Konu "Markov regime switching" için İktisadi ve İdari Bilimler Fakültesi Koleksiyonu listeleme
Toplam kayıt 3, listelenen: 1-3
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Examining the effect of credit on monetary policy with Markov regime switching: Evidence from Turkey
(Sciendo, 2022)This paper analyses the effect of credit on monetary policy responses for different regimes in Turkey. To do so, the Taylor rule augmented with the credit gap is estimated by using a Markov regime switching model from ... -
Financial conditions and monetary policy in the US
(Elsevier, 2020)We examine the FED's monetary policy rule with financial stability considerations and under asymmetry. We use the National Financial Conditions Index constructed by the Chicago FED in order to test whether financial stability ... -
The validity of the real interest differential model for Turkey with Markov regime switching
(Peter Lang AG, 2021)Factors driving the fluctuations in exchange rates have always been on the agenda of economists. For this purpose, many theories have been developed to find the determinants of exchange rate movements. One of the best known ...