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Now showing items 1-8 of 8
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An application of seasonal cointegration and error correction models on monthly data
(Bilkent University, 1995)In this study, I try to analyze and show the monthly changes and their effects on each other of Istanbul Stock Exchange (ISE), TL / $ Exchange Rate (E), M l, M2, price level (P), Interest rate on securities (R) and ... -
Econometric modelling of import demand and export supply in Turkey
(Bilkent University, 2001)In this thesis, I estimate the export supply and import demand equations for Turkey using quarterly data over the period 1989-2000. Unlike the previous studies done for Turkey, in this study the sub-items of the total ... -
Econometric modelling of the monetary aggregates in Turkey
(Bilkent University, 1998)The aim of this thesis is modelling the demand for money in Turkey with cointegration techniques. For this purpose, monetary aggregates of M l, M2, M2y, M3a, M3, and LO are tested with differing variables for the period ... -
Forecasting stock prices by using alternative time series models: The case of Istanbul Securities Exchange
(Bilkent University, 1996)This study compares the forecast performance of alternative time series models at the Istanbul Securities Exchange (ISE). Considering the emerging market characteristics of ISE, stock prices are estimated by using money ... -
Forecasting the Turkish private manufacturing sector price index: several VAR models vs single equation modeling
(Bilkent University, 1996)T he purpose of this study is to forecast private manufacturing sector price index (WPIman) in the period 1982(1)-1996(5) using the public sector wholesale price index (WPIp), TL/Dollar Exchange Rate (E), M2Y and ... -
Modelling the public sector deficit and inflation relationship in Turkey
(Bilkent University, 1997)This study assesses the empirical relationship between the public sector deficit and inflation in Turkey using the cointegration analysis. Since 1986, the Treasury set a consistent, well defined institutional framework ... -
Money demand, the Cagan model, testing rational expectations vs adaptive expectations: the case of Turkey
(Bilkent University, 1995)This thesis considers the demand for money under conditions of high inflation in Turkey during the period 1986; 1-1995:3. We test whether the monetary and inflationary experiences of Turkey can be adequately characterized ... -
Stock return and monetary variables in Istanbul Securities Exchange: a cointegration analysis
(Bilkent University, 1995)This study investigates the long run relationship between stock prices and monetary variables and examines the different aspects of the relation for the period between 1988 and 1995, and for three subperiods within this ...
