This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Turkiye'de Istikrarsiz Buyumenin Var Modelleri Ile Analizi (1991.1-2004.3)

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Prof. Dr. Recep Tari; Asst. Prof. Hilal Bozkurt (University Of Kocaeli; University Of Kocaeli)
Abstract

Unstable growth process has been observed in Turkish economy. This process has started 1980 and has increased after 1990. The aim of this study is to investigate resources of unstable growth. Quarterly data between 1991.1-2004.3 has been analysed. As a result of stationary review, variables have not been seen as a stationary at same degree. Thus they have been examined with VAR model. According to results of inpulse-response and variance decomposition analysis, effective variables are psbr, current deficit and interest rate. We can say that the most effective variable is interest rate.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://eidergisi.istanbul.edu.tr/sayi4/iueis4m1.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Article provided by Department of Econometrics, Faculty of Economics, Istanbul University in its journal Istanbul University Econometrics and Statistics e-Journal.

Volume (Year): 4 (2006)
Issue (Month): 1 (DEC)
Pages: 1-16
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:ist:ancoec:v:4:y:2006:i:1:p:1-16

Contact details of provider:
Web page: http://eidergisi.istanbul.edu.tr
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Kutluk Kagan Sumer).

Related research
Keywords: Unstable growth rate; stationarity; Vector Autoregression (VAR) model; inpulse-response analysis; variance decomposition; Granger causality test; CUSUM test; interest rate;

Statistics
Access and download statistics

Did you know? You can include your works in the database easily by uploading them on the Munich Personal RePEc Archive (MPRA) if you do not have access to an institutional RePEc archive.

This page was last updated on 2009-10-27.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.