Oil Price Uncertainty and Its Asymmetric Effects on Output Growth An Application of GARCH in Mean Asymmetric BEKK Model


DEMİRGİL H., ATAY KAYIŞ A., SEZGİN A.

16th International Symposium on Economometrics, Operations research and Statistics, Edirne, Turkey, 7 - 12 May 2015

  • Publication Type: Conference Paper / Summary Text
  • City: Edirne
  • Country: Turkey