An evaluation of inflation expectations in Turkey
Tài liệu tham khảo
Abdioğlu, 2013, Rasyonel beklentiler hipotezinin testi: Enflasyon, faiz ve kur, Çukurova Üniversitesi İİBF Derg., 17, 17
Ang, 2007, Do macro variables, asset markets, or surveys forecast inflation better?, J. Monetary Econ., 54, 1163, 10.1016/j.jmoneco.2006.04.006
Başkaya, 2012, Inflation expectations and central bank communication in Turkey, Cent. Bank. Rev., 12, 1
Başkaya, 2010
Başkaya, 2008
Çiçek, 2014, Do inflation expectations converge toward inflation target or actual inflation? Evidence from expectation gap persistence, Cent. Bank. Rev., 14, 15
Çiçek, 2011, Türkiye’de enflasyon beklentilerinin çapalanması ve güvenilirlik, İktisat İşletme ve Finans., 26, 37, 10.3848/iif.2011.304.3044
Diebold, 2015, Comparing predictive accuracy, twenty years later: A personal perspective on the use and abuse of Diebold–Mariano tests, J. Bus. Econ. Stat., 33, 10.1080/07350015.2014.983236
Diebold, 1995, Comparing predictive accuracy, J. Bus. Econ. Stat., 13, 253
El-Shagi, 2014
Gil-Alana, 2012, Exploring survey-based inflation forecasts, J. Forecast., 31, 524, 10.1002/for.1235
Grothe, 2015
Holden, 1990, On testing for unbiasedness and efficiency of forecasts, Manch. Sch., 58, 120, 10.1111/j.1467-9957.1990.tb00413.x
Kara, 2008, Turkish experience with implicit inflation targeting, Cent. Bank. Rev., 8, 1
Kara, 2005
Kara, 2010, Inflation expectations in Turkey: learning to be rational, Appl. Econ., 42, 2725, 10.1080/00036840801964559
Merton, 1981, On market timing and investment performance. I. an equilibrium theory of value for market forecasts, J. Bus., 54, 363
Mincer, 1969, 1
Newey, 1987, A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix, Econometrica, 55, 703, 10.2307/1913610
Oral, 2011, Inflation expectations in Turkey: Evidence from panel data, OECD J. J. Bus. Cycle Meas. Anal., 2011, 5, 10.1787/jbcma-2011-5kgg5k53np7c
Pesaran, 1992, A simple nonparametric test of predictive performance, J. Bus. Econ. Stat., 10, 561
Pesaran, 2004, How costly is it to ignore breaks when forecasting the direction of a time series?, Int. J. Forecast., 20, 411, 10.1016/S0169-2070(03)00068-2
Schnader, 1990, Evaluating predictions of change, J. Bus., 63, 99
Sinclair, 2010, Directional forecasts of GDP and inflation: a joint evaluation with an application to Federal Reserve predictions, Appl. Econ., 42, 2289, 10.1080/00036840701857978
Tsuchiya, 2013, Are government and IMF forecasts useful? An application of a new market-timing test, Econ. Lett., 118, 118, 10.1016/j.econlet.2012.10.005