An analysis of regime shifts in the Turkish economy

Basit Öğe Kaydı
dc.authoridYilmazkuday, Hakan/0000-0002-8629-6230
dc.authorwosidYilmazkuday, Hakan/GXZ-6757-2022
dc.contributor.authorYilmazkuday, Hakan
dc.contributor.authorAkay, Koray
dc.date.accessioned2024-07-18T20:42:33Z
dc.date.available2024-07-18T20:42:33Z
dc.date.issued2008
dc.departmentİstanbul Bilgi Üniversitesien_US
dc.description.abstractWe use a time-varying dynamic factor model with regime switching to construct and estimate the leading indicators of the currency crises in Turkey. After that, we analyze the business cycles of the Turkish economy, by using a three-state univariate Markov-switching model. Both models capture the observed dynamics of the Turkish economy over the period 1987-2002. (C) 2007 Elsevier B.V. All rights reserved.en_US
dc.identifier.doi10.1016/j.econmod.2007.11.013
dc.identifier.endpage898en_US
dc.identifier.issn0264-9993
dc.identifier.issn1873-6122
dc.identifier.issue5en_US
dc.identifier.scopus2-s2.0-47349089155en_US
dc.identifier.scopusqualityQ1en_US
dc.identifier.startpage885en_US
dc.identifier.urihttps://doi.org/10.1016/j.econmod.2007.11.013
dc.identifier.urihttps://hdl.handle.net/11411/7333
dc.identifier.volume25en_US
dc.identifier.wosWOS:000258805900007en_US
dc.identifier.wosqualityQ4en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherElsevieren_US
dc.relation.ispartofEconomic Modellingen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectCurrency Crisisen_US
dc.subjectMarkov-Switchingen_US
dc.subjectTime-Varying Parameteren_US
dc.subjectThree-State Modelen_US
dc.subjectTurkeyen_US
dc.subjectLikelihood Ratio Testen_US
dc.subjectExchange-Ratesen_US
dc.subjectMarkoven_US
dc.subjectSeriesen_US
dc.titleAn analysis of regime shifts in the Turkish economy
dc.typeArticle

Dosyalar

Koleksiyon

Web of Science Indexed Publications
Scopus Indexed Publications