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UN Sustainable Development : Decent work and econ ... ✕Subject Headings : inflation ✕
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Decent work and economic growthPromote sustained, inclusive and sustainable economic growth, full and productive employment and decent work for all
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Persistence in inflation: Does Aggregation Cause Long Memory?

Mehmet BALCILAR

This paper examines persistence in Turkish inflation rates using data from consumer and wholesale price indices. The inflationary process in Turkey is believed to be highly inertial, which should lead to strongly persistent inflation series. Persistence of seventy-five inflation series at various aggregation levels is examined by estimating models that allow long memory through fractional differencing. The order of fractional differencing is estimated using several semiparametric and maximum likelihood methods. Persistence of each series is evaluated using the time required for a given percent ...More

Proceedings Paper 2004 İktisadi ve İdari Bilimler Fakültesi Emerging Markets Finance and Trade40 ( 5 ) 41 Views
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The Relationship between Inflation and Interest Rate: Panel Regression and Causality Analyses on OECD Countries = Enflasyon ve Faiz İlişkisi: OECD Ülkeleri Üzerine Panel Regresyon ve Nedensellik Analizleri

İbrahim Halil SUGÖZÜ

The relationship between the interest rate and inflation is one of the most discussed issues in macroeconomic studies, especially within the scope of the Fisher and Neo-Fisher effect. In this study, panel causality analyzes are applied by using a quarterly dataset between 2001 and 2019 in 32 OECD countries, and the form and power of this relationship are tried to be explained by a regression analysis. With the existence of cross-section dependence, the Hausman test, autocorrelation and heteroscedasticity tests are performed, and the stationarity of the variables are analyzed by the CADF test. ...More

Article 2020 İktisadi ve İdari Bilimler Fakültesi Maliye Dergisi ( 179 ) 79 Views
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