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Browsing by Subject "Autoregressive Conditional Heteroskedasticity"

Browsing by Subject "Autoregressive Conditional Heteroskedasticity"

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  • Taş, Bedri Kamil Onur; Ertuğrul, Hasan Murat (Wiley-Blackwell, 2013-12)
    We analyse the success of inflation targeting (IT) in decreasing inflation volatility by investigating inflation variance before and after IT. We contribute to the literature by implementing Markov?Switching AutoRegressive ...