Revista: | Journal of applied economics |
Base de datos: | CLASE |
Número de sistema: | 000399287 |
ISSN: | 1667-6726 |
Autors: | Berument, M. Hakan1 Sahin, Afsin2 |
Institucions: | 1Bilkent University, Department of Economics, Ankara. Turquía 2Gazi University, School of Banking and Insurance, Ankara. Turquía |
Any: | 2010 |
Període: | May |
Volum: | 13 |
Número: | 1 |
Paginació: | 39-65 |
País: | Argentina |
Idioma: | Inglés |
Tipo de documento: | Artículo |
Enfoque: | Aplicado |
Resumen en inglés | This paper assesses the presence of seasonal volatility in price indexes where a similar type of pattern has been reported in asset prices in financial markets. The empirical evidence from Turkey for the monthly period from 1987:01 to 2007:05 suggests the presence of seasonality in the conditional variance of inflation. Thus, inferences for the models that do not account for the seasonality in the conditional variance will be misleading |
Disciplines | Economía |
Paraules clau: | Precios, Finanzas públicas, Econometría, Volatilidad financiera, Estacionalidad, Turquía, 1987-2007 |
Text complet: | Texto completo (Ver PDF) |