Reassessment of the PPP by error correction mechanism for the Turkish case

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buir.advisorTogan, Sübidey
dc.contributor.authorÖzyıldırım, Süheyla
dc.date.accessioned2016-01-08T20:09:06Z
dc.date.available2016-01-08T20:09:06Z
dc.date.copyright1990
dc.date.issued1990
dc.descriptionAnkara : The 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 31-34).en_US
dc.descriptionCataloged from PDF version of article.
dc.description.abstractIn this study, most popular exchange determination policy, PPP has been tested for the long-run equilibrium. For the test of long-run equilibrium, autoregressive distributed lag model is constructed and the model is estimated using cointegration test and error correction frameworks. The present study tests PPP within the time periods January 1980 to December 1989 for the TL/USD and the TL/DM cases separately. The findings of the study suggest that in Turkey, PPP will not hold even in the long-run.
dc.description.provenanceMade available in DSpace on 2016-01-08T20:09:06Z (GMT). No. of bitstreams: 1 1.pdf: 78510 bytes, checksum: d85492f20c2362aa2bcf4aad49380397 (MD5)en
dc.description.statementofresponsibilityby Süheyla Özyıldırımen_US
dc.format.extentviii, 34 leaves : charts ; 30 cm.en_US
dc.identifier.urihttp://hdl.handle.net/11693/17309
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectPurchasing power parity
dc.subjectLong-run equilibrium
dc.subjectAutoregressive distributed lag model,
dc.subjectCointegartion test
dc.subjectError-correction mechanism
dc.titleReassessment of the PPP by error correction mechanism for the Turkish caseen_US
dc.title.alternativeSap'ı hata düzeltme mekanizması ile türkiye durumu açan yeniden değerlendirme
dc.typeThesisen_US
thesis.degree.disciplineEconomics
thesis.degree.grantorBilkent University
thesis.degree.levelMaster's
thesis.degree.nameMA (Master of Arts)

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