Forecasting the Turkish private manufacturing sector price index: several VAR models vs single equation modeling

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buir.advisorMetin, Kıvılcım
dc.contributor.authorKara, A. Hakan
dc.date.accessioned2016-01-08T20:13:46Z
dc.date.available2016-01-08T20:13:46Z
dc.date.issued1996
dc.departmentDepartment of Economicsen_US
dc.descriptionAnkara : Department of Economics and the Institute of Economics and Social Sciences of Bilkent University, 1996.en_US
dc.descriptionThesis (Master's) -- Bilkent University, 1996.en_US
dc.descriptionIncludes bibliographical references leaves 30-31.en_US
dc.description.abstractT 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 the private manufacturing sector production index (Qman) as the explanatory variables. Time series properties of these variables are tested and cointegration relationships are determined. Several VAR models are introduced and at the end a single equation analysis is conducted which utilized the long-run properties of data. Forecast parameter constancy is used as the main design criterion where the special interest is on 1994 crisis.en_US
dc.description.degreeM.A.en_US
dc.description.statementofresponsibilityKara, A Hakanen_US
dc.format.extentviii, [80] leavesen_US
dc.identifier.urihttp://hdl.handle.net/11693/17823
dc.language.isoEnglishen_US
dc.publisherBilkent Universityen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectUnit rooten_US
dc.subjectOrder of Integrationen_US
dc.subjectSeasonal Unit Rooten_US
dc.subjectCointegrationen_US
dc.subjectVector Autoregressionen_US
dc.subjectVector Autoregressionen_US
dc.subjectEquilibrium Correction.en_US
dc.subject.lccHB225 .K37 1996en_US
dc.subject.lcshPrice indexes.en_US
dc.subject.lcshPrice indexes--Mathematical models.en_US
dc.subject.lcshPrices.en_US
dc.subject.lcshEconomics, Mathematical.en_US
dc.titleForecasting the Turkish private manufacturing sector price index: several VAR models vs single equation modelingen_US
dc.typeThesisen_US

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Dept. of Economics - Master's degree