Zobrazeno 1 - 10
of 43
pro vyhledávání: '"M. Ege Yazgan"'
Publikováno v:
Entropy, Vol 19, Iss 12, p 638 (2017)
We evaluate the performances of wavelet jump detection tests by using simulated high-frequency data, in which jumps and some other non-standard features are present. Wavelet-based jump detection tests have a clear advantage over the alternatives, as
Externí odkaz:
https://doaj.org/article/13d051bc88fe43f99be8049ca89019ea
Publikováno v:
Empirical Economics. 61:743-771
This paper explores the link between output growth and volatility using several macroeconomic variables for a panel of countries for the period of 1971–2014. Using an augmented panel GARCH-M model, we allow for the first time in the literature for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4a5a01633d1784a6fcc5ab312c81ecc3
https://doi.org/10.1007/s00181-020-01878-4
https://doi.org/10.1007/s00181-020-01878-4
Autor:
Hatice Karahan, M. Ege Yazgan
Publikováno v:
The Singapore Economic Review. 68:197-215
This paper explores the relationship between inflation and relative price variability (RPV) in Turkey for the period 2004–2017 to shed further light on the issue with relatively recent data. For this purpose, we use monthly price data for 12 main i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f1f49ec3f4288710c4ab8ef6452a99fb
https://doi.org/10.1142/s0217590819500231
https://doi.org/10.1142/s0217590819500231
Autor:
Serda Selin Ozturk, M. Ege Yazgan
Publikováno v:
Open Economies Review. 30:343-373
In this paper, we re-examine the relationship between trade flows, real effective exchange rates, and incomes by using the bilateral trade flows of 33 countries that form more than two-thirds of total world trade. For each country, we consider the bi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e4d3b6751d3f3d3ad139647fae435c2b
https://doi.org/10.1007/s11079-018-9510-3
https://doi.org/10.1007/s11079-018-9510-3
Publikováno v:
Macroeconomic Dynamics. 24:629-669
The convergence hypothesis, which is developed in the context of growth economics, asserts that the income differences across countries are transitory, and developing countries will eventually attain the level of income of developed ones. On the othe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::299f35173ff8e5d78c2f1295585d37d9
https://doi.org/10.1017/s1365100518000391
https://doi.org/10.1017/s1365100518000391
Publikováno v:
Economics Letters. 168:94-97
Cross sectional dependence may lead to inconsistent and inefficient estimators and as such misleading inferences when standard panel data techniques such as fixed/random effects are employed. Pesaran (2006) suggests incorporating cross sectional aver
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::70f52832b4e1ae14fbb384a3c0033fae
https://doi.org/10.1016/j.econlet.2018.04.021
https://doi.org/10.1016/j.econlet.2018.04.021
Publikováno v:
Bulletin of Economic Research. 70:119-138
In this paper, we examine the convergence hypothesis using a long memory framework that allows for structural breaks and does not rely on a benchmark country using both univariate and multivariate estimates of the long memory parameter d. Using per c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c5826bf3889af43bf5f7088294cbf9d6
https://doi.org/10.1111/boer.12130
https://doi.org/10.1111/boer.12130
Publikováno v:
Empirical Economics
This paper derives optimal forecast combinations based on stochastic dominance efficiency (SDE) analysis with differential forecast weights for different quantiles of forecast error distribution. For the optimal forecast combination, SDE will minimiz
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4ca8d88d65cf13f094e9546f3b363f45
https://doi.org/10.1007/s00181-017-1343-1
https://doi.org/10.1007/s00181-017-1343-1