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