Random walk, excess smoothness or excess sensitivity? Evidence from literature and an application for Turkish economy
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Faik Bilgili & Hayriye Hilal Baðlýtaþ, 2016. "Testing the Permanent Income and Random Walk Hypotheses for Turkey†," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1371-1378.
More about this item
Keywordsconsumption; fiscal policies; seasonality; stationarity; random walk; excess smoothness; excess sensitivity;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E20 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - General (includes Measurement and Data)
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