The effects of capital inflows on Turkish macroeconomic performance

被引：1

作者：

Berument, M. Hakan ^{[1
]}

Denaux, Zulal S. ^{[2
]}

Emirmahmutoglu, Furkan ^{[3
]}

机构：

[1] Bilkent Univ, Dept Econ, TR-06800 Ankara, Turkey

[2] Valdosta State Univ, Dept Econ & Finance, Valdosta, GA 31698 USA

[3] Gazi Univ, Dept Econometr, TR-06500 Ankara, Turkey

来源：

EMPIRICA | 2015年 / 42卷 / 04期

关键词：

Capital flows; Vector autoregression model;

D O I：

10.1007/s10663-015-9278-2

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Capital inflows are important factor affecting macroeconomic performance, such as the real exchange rate, interest rates, output, and price level. However, the components of capital inflows are also important. Capital inflows in the forms of portfolio investment liabilities, foreign direct investment, and other investment liabilities may affect these macroeconomic variables differently. The main focus of this study is to analyze the behavior of key macroeconomic variables in response to the different components of capital inflow shocks for Turkey using monthly data from 2000:1 to 2012:12 by utilizing a vector autoregression model.

引用

页码：813 / 824

页数：12

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