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A Structural VAR Analysis of the Determinants of Capital Flows into Turkey

английская версия

Опубликовано на портале: 29-10-2007
Central Bank Review (Central Bank of the Republic of Turkey). 2006.  No. 6. P. 1-25. 
Тематический раздел:
Since the beginning of 1992. Turkey has been exposed to large amounts of capital flow with significant effect on the economic performance. This article examines the determination on capital flows into Turkey in the traditional "push-pull" factor approach. To this end, a structural vector autoregression(SVAR) model has been employed and impulse - response and variance decomposition functions have been produced covering the period from 1992 upto 2005. The empirical evidence suggests that the relative roles of some of the factors have changed considerably in the post crises period and pull factors are in general dominant over push factors in determining capital flows into Turkey.

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