UNCERTAINTY AND ECONOMIC GROWTH: THE CASE OF TURKEY

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Najafzade Amirhossein; ELAHI NASER; Naghizade Aydenloo Mohamad; Khadivi Hossein

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Seminar Paper

Paper Information

Seminar: INTERNATIONAL CONFERENCE ON MODERN RESEARCH’S IN MANAGEMENT, ECONOMIC AND ACCOUNTING
Year:2016 | Issue:6

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Title

UNCERTAINTY AND ECONOMIC GROWTH: THE CASE OF TURKEY

Author(s)

Najafzade Amirhossein | ELAHI NASER | Naghizade Aydenloo Mohamad | Khadivi Hossein

Keywords

OUTPUT VARIABILITY

OUTPUT GROWTH

ECONOMIC GROWTH

VOLATILITY

GARCH MODELS

Abstract

IN THIS RESEARCH THE EMPIRICAL RELATIONSHIP BETWEEN OUTPUT GROWTH AND OUTPUT GROWTH UNCERTAINTY HAS BEEN EXAMINED FOR TURKEY BY USING QUARTERLY DATA OVER THE PERIOD 1960 – 2015. THE ECONOMETRIC METHODOLOGY EMPLOYS GARCH MODELS AND FULL INFORMATION MAXIMUM LIKELIHOOD (FIML) METHOD AND PROXIES OUTPUT UNCERTAINTY BY THE CONDITIONAL VARIANCE OF SHOCKS TO OUTPUT GROWTH. THE RESULTS IS IN LINE WITH IMBS (2002) AND SIMPSON’S FALLACY PHENOMENON IS ACCEPTED.

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APA: Copy

Najafzade, Amirhossein, ELAHI, NASER, Naghizade Aydenloo, Mohamad, & Khadivi, Hossein. (2016). UNCERTAINTY AND ECONOMIC GROWTH: THE CASE OF TURKEY. INTERNATIONAL CONFERENCE ON MODERN RESEARCH'S IN MANAGEMENT, ECONOMIC AND ACCOUNTING. SID. https://sid.ir/paper/937073/en

Vancouver: Copy

Najafzade Amirhossein, ELAHI NASER, Naghizade Aydenloo Mohamad, Khadivi Hossein. UNCERTAINTY AND ECONOMIC GROWTH: THE CASE OF TURKEY. 2016. Available from: https://sid.ir/paper/937073/en

IEEE: Copy

Amirhossein Najafzade, NASER ELAHI, Mohamad Naghizade Aydenloo, and Hossein Khadivi, “UNCERTAINTY AND ECONOMIC GROWTH: THE CASE OF TURKEY,” presented at the INTERNATIONAL CONFERENCE ON MODERN RESEARCH'S IN MANAGEMENT, ECONOMIC AND ACCOUNTING. 2016, [Online]. Available: https://sid.ir/paper/937073/en

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