Akademik Veri Yönetim Sistemi
10th International Days of Statistics and Economics, Prague, Çek Cumhuriyeti, 8 - 10 Eylül 2016, ss.903-914
Real gross domestic product as economic performance and deposit interest rates and nominal exchange rates as monetary policy variables have been used to discuss the effects of inflation and the output growth uncertainties on these variables. The common effects of the uncertainty in these two indicators on monetary policy variables and economic performance were examined in contradistinction to other studies. An empirical study investigating the common effects of inflation and output growth uncertainty using the Turkish data set will be important and informative because the data cover both high-and low-inflation periods. This study uses multivariate generalized autoregressive conditional heteroscedasticity models to determine how inflation uncertainty and output growth uncertainty affect economic performance and monetary policy variables.