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Asset Returns, Inflation and Real Activity: The Case of Mexico and Turkey

Kamil Yilmaz () and Sumru Altug ()

Working Papers from Koc University

Abstract: This study seeks to uncover the factors determining the dynamic behavior of key macroeconomic variables in two emerging market economies, Turkey and Mexico, from the late 1980's to the present. For this purpose, we analyze the behavior of real interest rates, real stock returns, inflation, industrial production, and the real exchange rate using a multivariate vector autoregression (VAR) model.

Keywords: INFLATION; TURKEY; MEXICO; INTEREST RATE; STOCK MARKET (search for similar items in EconPapers)
JEL-codes: E20 E30 (search for similar items in EconPapers)
Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:fth:kocuni:1998/03

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