Erçoşkun, Güliz2016-01-082016-01-081995http://hdl.handle.net/11693/17691Ankara : The Department of Economics and the Institute of Economics and Social Sciences of Bilkent Univ., 1995.Thesis (Master's) -- İhsan Doğramacı Bilkent University, 1995.Includes bibliographical references leaves 58-59.In this study, I try to analyze and show the monthly changes and their effects on each other of Istanbul Stock Exchange (ISE), TL / $ Exchange Rate (E), M l, M2, price level (P), Interest rate on securities (R) and Advances o f the central bank to the treasury (A) by developed techniques in time series econometrics, namely unit roots, seasonal cointegration and error correction. The long run relationship between stock prices and exchange rate, price level. M l, M2 investigated by using these techniques of time series. Conclusions are made for future use o f models for monthly time series. To our knowledge, this is among the pioneering studies conducted in an emerging market that uses an updated econometric methodology to allow for an analysis o f monthly data for long run steady state properties together with short run dynamics.59 leaves, [47] leaves, tables, graphicsEnglishinfo:eu-repo/semantics/openAccessUnit RootSeasonal CointegrationError CorrectionIstanbul Stock ExchangeHG5706.5.I88 E76 1995Foreign exchange rates--Econometric models.Correlation(Statistics).Time-series analysis.Thesis