Bazı Makro Ekonomik Zaman Dizilerinde Değişen Varyanslılığın İncelenmesi

Home Page
About
Submit A Journal
Submit A Conference
Submit Paper/Book
- Submit a Preprint
- Submit a Book
Contact

Ankara Hacı Bayram Veli Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
Volume:3 Issue:1
Bazı Makro Ekonomik Zaman Dizilerinde Değişen Varyanslılığın İncelenmesi

Bazı Makro Ekonomik Zaman Dizilerinde Değişen Varyanslılığın İncelenmesi

Authors : Sabri Serkan KIZILSU, Sezgin AKSOY, Reşat KASAP

Pages : 1-18

View : 22 | Download : 10

Publication Date : 2001-06-01

Article Type : Research Paper

Abstract :This study has contained the application of models which is autoregressive conditional heteroscedasticity insert ignore into journalissuearticles values(ARCH); that improvised by Engle insert ignore into journalissuearticles values(1982); and its derivation models. At this research, firstly, theoretical structure of non-linear time series models are given and then their applications are introduced. In the application part, the modelling of time series which have different fluctuations has been done. These series are annual growth rates of the gross national product insert ignore into journalissuearticles values(GNP);, rates of monthly consumer price index, monthly values of Istanbul Stock Exchange insert ignore into journalissuearticles values(1SE); National-100 index insert ignore into journalissuearticles values(based on Turkish Lira); for the end of term, and overnight interest rate of Esbank.
Keywords :

ORIGINAL ARTICLE URL

VIEW PAPER (PDF)

* There may have been changes in the journal, article,conference, book, preprint etc. informations. Therefore, it would be appropriate to follow the information on the official page of the source. The information here is shared for informational purposes. IAD is not responsible for incorrect or missing information.