dc.contributor.advisor | Sayan, Serdar | |
dc.contributor.author | Uçar, Nuri | |
dc.date.accessioned | 2016-01-08T18:08:02Z | |
dc.date.available | 2016-01-08T18:08:02Z | |
dc.date.issued | 2001 | |
dc.identifier.uri | http://hdl.handle.net/11693/14786 | |
dc.description | Ankara : The Department of Economics, Bilkent University, 2001. | en_US |
dc.description | Thesis (Master's) -- Bilkent University, 2001. | en_US |
dc.description | Includes bibliographical refences. | en_US |
dc.description.abstract | This thesis compares a variety of linear and nonlinear models to find the one with the best
inflation forecast performance for the Turkish Economy. These comparisons are performed
by considering the type of series whether or not stationary. Different combination
techniques are applied to improve the forecasts. It is observed that the combination
forecasts based on nonstationary vector autoregressive (VAR) and artificial neural network
(ANN) models are better than the ones generated by other models. Furthermore, the
forecast values combined with ANN technique produce lower root mean square errors
(RMSE) than the other combination techniques. | en_US |
dc.description.statementofresponsibility | Uçar, Nuri | en_US |
dc.format.extent | 40 leaves, tables | en_US |
dc.language.iso | English | en_US |
dc.rights | info:eu-repo/semantics/openAccess | en_US |
dc.subject | Artificial Neural Network | en_US |
dc.subject | Inflation | en_US |
dc.subject | Forecast | en_US |
dc.subject | Time Series | en_US |
dc.subject.lcc | HC492 .U23 2001 | en_US |
dc.subject.lcsh | Economic forecasting--Turkey--Mathematical models. | en_US |
dc.subject.lcsh | Econometrics. | en_US |
dc.subject.lcsh | Time-series analysis. | en_US |
dc.subject.lcsh | Neural networks (Computer sciences). | en_US |
dc.subject.lcsh | Inflation (Finance)--Turkey. | en_US |
dc.title | Comparison of the forecast performances of linear time series and artificial neural network models within the context of Turkish inflation | en_US |
dc.type | Thesis | en_US |
dc.department | Department of Economics | en_US |
dc.publisher | Bilkent University | en_US |
dc.description.degree | M.S. | en_US |