THE CASUAL RELATIONSHIP BETWEEN INFLATION UNCERTAINTY AND INTEREST RATE IN TURKEY: ROLLING WINDOW CAUSALITY TEST
The aim of this study is to analyse the impact ofinflation uncertainty on the volatility of benchmark interest rate which is themarket indicator. In this context, the interest rate of two-year governmentbonds, which shows general interest rate in the economy and which occurs as aresult of the prefer...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Mehmet Akif Ersoy University
2018-12-01
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Series: | Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi |
Subjects: | |
Online Access: | https://dergipark.org.tr/en/download/article-file/607835 |