Reassessment of the PPP by error correction mechanism for the Turkish case
buir.advisor | Togan, Sübidey | |
dc.contributor.author | Özyıldırım, Süheyla | |
dc.date.accessioned | 2016-01-08T20:09:06Z | |
dc.date.available | 2016-01-08T20:09:06Z | |
dc.date.copyright | 1990 | |
dc.date.issued | 1990 | |
dc.description | Cataloged from PDF version of article. | en_US |
dc.description | Includes bibliographical references (leaves 31-34). | en_US |
dc.description.abstract | In 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.provenance | Made available in DSpace on 2016-01-08T20:09:06Z (GMT). No. of bitstreams: 1 1.pdf: 78510 bytes, checksum: d85492f20c2362aa2bcf4aad49380397 (MD5) | en |
dc.description.statementofresponsibility | by Süheyla Özyıldırım | en_US |
dc.format.extent | viii, 34 leaves : charts ; 30 cm. | en_US |
dc.identifier.uri | http://hdl.handle.net/11693/17309 | |
dc.language.iso | English | en_US |
dc.rights | info:eu-repo/semantics/openAccess | en_US |
dc.subject | Purchasing power parity | |
dc.subject | Long-run equilibrium | |
dc.subject | Autoregressive distributed lag model, | |
dc.subject | Cointegartion test | |
dc.subject | Error-correction mechanism | |
dc.title | Reassessment of the PPP by error correction mechanism for the Turkish case | en_US |
dc.title.alternative | Sap'ı hata düzeltme mekanizması ile türkiye durumu açan yeniden değerlendirme | |
dc.type | Thesis | en_US |
thesis.degree.discipline | Economics | |
thesis.degree.grantor | Bilkent University | |
thesis.degree.level | Master's | |
thesis.degree.name | MA (Master of Arts) |
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