Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/1742
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dc.contributor.authorTaş, Bedri Kamil Onur-
dc.contributor.authorErtuğrul, Hasan Murat-
dc.date.accessioned2019-07-08T13:24:02Z
dc.date.available2019-07-08T13:24:02Z
dc.date.issued2013-12
dc.identifier.citationTas, B. K. O., & Ertugrul, H. M. (2013). Effect of inflation targeting on inflation uncertainty: a SWARCH analysis. Australian Economic Review, 46(4), 444-459.en_US
dc.identifier.issn0004-9018
dc.identifier.urihttps://doi.org/10.1111/1467-8462.12036-
dc.identifier.urihttps://hdl.handle.net/20.500.11851/1742-
dc.description.abstractWe 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 Conditional Heteroscedastic methodology to model inflation volatility. After determining the unbiased conditional variances of inflation in each inflation?targeting country, we investigate structural breaks in inflation variability by both analysing individual countries and conducting a panel data analysis. All of these methods conclude that IT helps most of the countries to achieve lower inflation uncertainty (volatility). We also examine the country?specific factors that determine the effectiveness of inflation?targeting adoption.en_US
dc.language.isoenen_US
dc.publisherWiley-Blackwellen_US
dc.relation.ispartofAustralian Economic Reviewen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectAutoregressive Conditional Heteroskedasticityen_US
dc.subject Output Growthen_US
dc.subject Monetary-Policyen_US
dc.subject Emerging Economiesen_US
dc.subject United-Kingdomen_US
dc.subject Countriesen_US
dc.subject Volatilityen_US
dc.subject Regimeen_US
dc.subject Impacten_US
dc.subject Panelen_US
dc.titleEffect of Inflation Targeting on Inflation Uncertainty: a Swarch Analysisen_US
dc.typeArticleen_US
dc.departmentFaculties, Faculty of Economics and Administrative Sciences, Department of Economicsen_US
dc.departmentFakülteler, İktisadi ve İdari Bilimler Fakültesi, İktisat Bölümütr_TR
dc.identifier.volume46
dc.identifier.issue4
dc.identifier.startpage444
dc.identifier.endpage459
dc.authorid0000-0001-5418-777X-
dc.identifier.wosWOS:000327441900002en_US
dc.identifier.scopus2-s2.0-84888420637en_US
dc.institutionauthorTaş, Bedri Kamil Onur-
dc.identifier.doi10.1111/1467-8462.12036-
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.identifier.scopusqualityQ3-
item.openairetypeArticle-
item.languageiso639-1en-
item.grantfulltextnone-
item.fulltextNo Fulltext-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.cerifentitytypePublications-
crisitem.author.dept04.01. Department of Economics-
Appears in Collections:İktisat Bölümü / Department of Economics
Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection
WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection
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