Essays about: "Var oil turkey"

Found 2 essays containing the words Var oil turkey.

1. 1. Do global oil prices drive domestic food prices? : evidence from the Middle East countries

   University essay from SLU/Dept. of Economics

   Author : Madina Alieva; [2019]
   Keywords : food price; crude oil price; cointegration; VECM; Middle East;

   Abstract : This study investigates the dynamic relationship between global oil prices and domestic food prices across 11 countries of the Middle East. Using monthly data covering the period from January 2010 to October 2018, the study employs long-run cointegration tests, vector error correction model (VECM) and vector autoregression (VAR) model to examine the effect of global oil prices on domestic food prices in a sample of Middle East countries. READ MORE

3. 2. OIL PRICES AND MACROECONOMIC VARIABLES IN A VAR MODEL: THE CASE OF TURKEY

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Selin Düz; [2010]
   Keywords : Oil price shock; Vector Autoregressive Model; Impulse Response; Turkey; Business and Economics;

   Abstract : This study analyzes the effects of real crude oil prices on the macroeconomic variables in Turkey by discussing the effects in the short run (3-6 months) and more persistent effects (2-5 years) on business cycles using Hodrick-Prescott filter method. There is an investigation about the relationship between world crude oil prices and real aggregate output, inflation, monetary aggregate, short term interest rate and nominal exchange rate of a small, open, oil importing economy, Turkey. READ MORE