| Journal: | Journal of applied economics |
| Database: | CLASE |
| System number: | 000399287 |
| ISSN: | 1667-6726 |
| Authors: | Berument, M. Hakan1 Sahin, Afsin2 |
| Institutions: | 1Bilkent University, Department of Economics, Ankara. Turquía 2Gazi University, School of Banking and Insurance, Ankara. Turquía |
| Year: | 2010 |
| Season: | May |
| Volumen: | 13 |
| Number: | 1 |
| Pages: | 39-65 |
| Country: | Argentina |
| Language: | Inglés |
| Document type: | Artículo |
| Approach: | Aplicado |
| English abstract | 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 |
| Keyword: | Precios, Finanzas públicas, Econometría, Volatilidad financiera, Estacionalidad, Turquía, 1987-2007 |
| Full text: | Texto completo (Ver PDF) |
