Oil prices and monetary policy in emerging markets: structural shifts in causal linkages

S Nazlioglu, A Gormus, U Soytas - Emerging Markets Finance and …, 2019 - Taylor & Francis
This study tests the causal relationships between oil prices and monetary policy for the
emerging markets (Brazil, India, Indonesia, South Africa, and Turkey). In particular, we …

Asymmetric effects of industrial production, money supply and exchange rate changes on stock returns in Turkey

A Tiryaki, R Ceylan, L Erdoğan - Applied Economics, 2019 - Taylor & Francis
The aim of this article is twofold: First, it examines the asymmetric effects of industrial
production, money supply and RER on stock returns in Turkey by using the non-linear …

[HTML][HTML] How does the monetary transmission mechanism work? Evidence from Turkey

U Can, ME Bocuoglu, ZG Can - Borsa Istanbul Review, 2020 - Elsevier
This paper reveals how monetary transmission works in Turkey under an explicit inflation-
targeting regime implemented since the beginning of 2006. We build various vector …

[HTML][HTML] Pass-through of crude oil prices at different stages in Turkey

F Akcelik, F Öğünç - Central Bank Review, 2016 - Elsevier
This paper examines the degree of oil price pass-through to domestic prices at different
stages of supply chain in Turkey. Our results, based on vector autoregressive models, point …

International transmission of monetary and global commodity price shocks to Turkey

I Civcir, DE Varoglu - Journal of Policy Modeling, 2019 - Elsevier
This paper explores the international transmission mechanisms on the macroeconomic and
monetary variables of Turkey and hence proposes some particular policy implications. The …

Monetary policy and house prices in emerging markets

C Tunc, A Gunes - International Journal of Housing Markets and …, 2023 - emerald.com
Purpose This study aims to focus on two-way interaction between monetary policy and
house prices in emerging economies. Design/methodology/approach This study uses panel …

Do oil price shocks differently matter for oil exporter and importer developing countries?

S Değirmen, C Tunç, Ö Saltık… - Journal of Economic …, 2023 - emerald.com
Purpose The authors empirically aim to study the implications of uncertainty generated by oil
price volatility on some key macroeconomic variables, including production, exchange rates …

Exchange Rate Pass‐Through In A Small Open Economy: A Structural Var Approach

C Tunc, M Kilinc - Bulletin of Economic Research, 2018 - Wiley Online Library
Studying exchange rate pass‐through in Turkey for the period of 2006m1‐2015m6, we first
show that the commonly used recursive VAR model generates unrealistic dynamics like …

The asymmetric effects of monetary policy on economic activity in Turkey

M Kilinc, C Tunc - Structural Change and Economic Dynamics, 2019 - Elsevier
In this paper, we examine the asymmetric effects of monetary policy shocks on economic
activity in Turkey. We use quarterly data for the gross domestic product (GDP) and industrial …

Risk Algısının Türkiye'de Bankacılık Sektörüne Etkileri: Bankacılık Sağlamlık Endeksi İle Bir Değerlendirme (The Effects of Risk Perception on Banking Sector in …

N Varlık, S Varlık - Yönetim ve Ekonomi Dergisi, 2016 - dergipark.org.tr
Türkiye ekonomisi için 2004M1-2015M6 dönemini kapsayan bu çalışmada, Türkiye'ye
yönelik risk algısının Temel Bileşenler Analizi (Principal Component Analysis; PCA) yöntemi …