Measuring the impacts of monetary policy in Turkey: an extended structural vector autoregressive model with structural breaks

Author:

Bulut UmitORCID

Publisher

Springer Science and Business Media LLC

Subject

Political Science and International Relations,Sociology and Political Science,Economics and Econometrics

Reference63 articles.

1. Akbaş, Y., Zeren, F., & Özekicioğlu, H. (2013). Money transmission mechanism in Turkey: Structural VAR analysis (in Turkish). Cumhuriyet Üniversitesi İktisadi ve İdari Bilimler Dergisi, 14(2), 187–198.

2. Allegret, J. P., Couharde, C., & Guillaumin, C. (2012). The impact of external shocks in East Asia: Lessons from a structural VAR model with block exogeneity. Economie Internationale, 132(4), 35–89.

3. Altavilla, C., Brugnolini, L., Gürkaynak, R. S., Motto, R., & Ragusa, G. (2019). Measuring Euro Area monetary policy. Journal of Monetary Economics, 108, 162–179.

4. Apergis, N., Bulut, U., Ucler, G., & Ozsahin, S. (2021). The causal linkage between inflation and inflation uncertainty under structural breaks: Evidence from Turkey. The Manchester School, 89(3), 259–275.

5. Banerjee, P., Arčabić, V., & Lee, H. (2017). Fourier ADL cointegration test to approximate smooth breaks with new evidence from crude oil market. Economic Modelling, 67, 114–124.

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1. Monetary policy regimes;Reference Module in Social Sciences;2023

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