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Merkez Bankasi Uc Aylik Makroekonometrik Modeli

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  • Fatih Ozatay

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  • Fatih Ozatay, 1990. "Merkez Bankasi Uc Aylik Makroekonometrik Modeli," Discussion Papers 9018, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  • Handle: RePEc:tcb:dpaper:9018
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    File URL: http://www.tcmb.gov.tr/wps/wcm/connect/b2f5de87-f0a6-4e28-89f6-c355b79e813a/9018tur.pdf?MOD=AJPERES&CACHEID=ROOTWORKSPACE-b2f5de87-f0a6-4e28-89f6-c355b79e813a-m3fw6rI
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    References listed on IDEAS

    as
    1. Breusch, T S, 1978. "Testing for Autocorrelation in Dynamic Linear Models," Australian Economic Papers, Wiley Blackwell, vol. 17(31), pages 334-355, December.
    2. Ercan Uygur, 1989. "Central Bank Quarterly Economic Model of Turkey : A First Draft," Discussion Papers 8903, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    3. Giles, D. E. A. & King, M. L., 1978. "Fourth-order autocorrelation : Further significance points for the Wallis test," Journal of Econometrics, Elsevier, vol. 8(2), pages 255-259, October.
    4. Dufour, Jean-Marie, 1982. "Recursive stability analysis of linear regression relationships: An exploratory methodology," Journal of Econometrics, Elsevier, vol. 19(1), pages 31-76, May.
    5. Durbin, J, 1970. "Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables," Econometrica, Econometric Society, vol. 38(3), pages 410-421, May.
    6. Godfrey, Leslie G, 1978. "Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables," Econometrica, Econometric Society, vol. 46(6), pages 1293-1301, November.
    7. Breusch, T S & Pagan, A R, 1979. "A Simple Test for Heteroscedasticity and Random Coefficient Variation," Econometrica, Econometric Society, vol. 47(5), pages 1287-1294, September.
    8. Dufour, Jean-Marie, 1980. "Dummy variables and predictive tests for structural change," Economics Letters, Elsevier, vol. 6(3), pages 241-247.
    9. Jarque, Carlos M. & Bera, Anil K., 1980. "Efficient tests for normality, homoscedasticity and serial independence of regression residuals," Economics Letters, Elsevier, vol. 6(3), pages 255-259.
    10. Koenker, Roger, 1981. "A note on studentizing a test for heteroscedasticity," Journal of Econometrics, Elsevier, vol. 17(1), pages 107-112, September.
    11. Hatanaka, Michio, 1978. "On the efficient estimation methods for the macro-economic models nonlinear in variables," Journal of Econometrics, Elsevier, vol. 8(3), pages 323-356, December.
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