Now showing items 151-152 of 152
A comparative performance analysis for the commonly used time series filters in economics : Hodrick-Prescott versus Baxter-King
(Bilkent University, 2001)
This thesis compares the performance of the Hodrick-Prescott filter commonly employed in economic analysis to separate the trend of a given non-stationary time series from its cyclical components, to that of the Band-Pass ...
Inflation risk and default risk in a dynamic general equilibrium asset pricing model for an emerging market economy
(Bilkent University, 2002)
In this thesis, the difference between the T-Bill returns and common stock returns in Turkey is examined. It is observed that there is a bond premium in Turkey unlike the equity premium observed in developed countries. ...