Measuring the impacts of monetary policy in Turkey: an extended structural vector autoregressive model with structural breaks-Reference-Cited by-同舟云学术

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

Published:2022-11-16 Issue:1 Volume:17 Page:117-132
ISSN:2524-4892
Container-title:International Journal of Economic Policy Studies
language:en
Short-container-title:IJEPS

Author:

Bulut Umit^ORCID

Publisher

Springer Science and Business Media LLC

Subject

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

Link

https://link.springer.com/content/pdf/10.1007/s42495-022-00095-4.pdf

Reference63 articles.

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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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