Estimation of velocity function for Turkey using Engle-Granger two-step method

buir.advisorTogan, Subidey
dc.contributor.authorYülek, Murat Ali
dc.date.accessioned2016-01-08T20:08:47Z
dc.date.available2016-01-08T20:08:47Z
dc.date.issued1990
dc.departmentDepartment of Economicsen_US
dc.descriptionAnkara : Department of Economics and the Institute of Economics and Social Sciences of Bilkent University, 1990.en_US
dc.descriptionThesis (Master's) -- Bilkent University, 1990.en_US
dc.descriptionIncludes bibliographical references leaves 40-41en_US
dc.description.abstractThis study aims at estimating the velocity function, for Turkey using quarterly data. Estimation is done using cointegration and error correction methods. This enabled incorporating short-term disequilibria moments in long run equilibrium. The analysis starts with examination of level of integration of series in question. Then a number of cointegrating regressions are run. Cointegrated series are employed in different "lag-rich" error correction formulations. Finally using a general to specific approach, parsimonious models are reached dropping insignificant regressors.en_US
dc.description.degreeM.A.en_US
dc.description.statementofresponsibilityYülek, Murat Alien_US
dc.format.extent42 leavesen_US
dc.identifier.itemidBILKUTUPB023078
dc.identifier.urihttp://hdl.handle.net/11693/17276
dc.language.isoEnglishen_US
dc.publisherBilkent Universityen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectCointegrationen_US
dc.subjectLevel of integrationen_US
dc.subjectStationarityen_US
dc.subjectError correction modelen_US
dc.subjectReparameterisationen_US
dc.subjectAdaptive Expectationsen_US
dc.subjectAuto-regressive distributed lag modelen_US
dc.subjectVector auto-regressionen_US
dc.subject.lccHG226.5 .Y85 1990en_US
dc.subject.lcshDemand for money--Econometric models.en_US
dc.subject.lcshDemand for money--Turkey.en_US
dc.subject.lcshMoney supply--Turkey.en_US
dc.subject.lcshCointegration.en_US
dc.titleEstimation of velocity function for Turkey using Engle-Granger two-step methoden_US
dc.typeThesisen_US
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