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VAR VS SEM MODELIG OF THE TURKISH ECONOMY: FORECAST COMPARISONS

Year 1995, Volume: 13 , 65 - 84, 31.12.1995

Abstract

Makaleye ait öz bulunmamaktadır.

References

  • Banerjee. A, J. Dolado, J. W- Galbraith and D.F. Hendry (1992) Co-integration, Error Correction and the Econometric Analysis of non-stationary data, OUP, Oxford.
  • Clements. M,P. and Hendry, D.F. (1992), Towards a Theory of Economic Forecasting"", Unpublished paper, Oxford Institute of Economics and Statistics.
  • Clements, M.P.and Hendry, D.F. (1993a), "On the Limitations of Comparing Mean Square Forecast Errors". Journal of Forecasting, forthcoming.
  • Clements, M.P.and Hendry, D.F. (1993b). " Forecasting in Cointegrated Svtems", Unpublished paper, Oxford Institute of Economics and Statistics.
  • Chong, YN. and DE. hendw (1986), "Econometric Evaluation of Linear Macroeconomic Models" Review of Economic Studies, 53. pp. 671-690.
  • Dickev. D.A. and W.A. Fuller (1981), "Likelihood Ratio Statistics for Autoregressive Time Series With a Unit Root", Econometrica, 49. pp. 1057-72.
  • Engle, R.F. and C.W. Granger (1987), "Co-integration and Error Correcuon:representation, estimation and testing", Econometrica 55, pp.251-276,
  • Engle. R.F. and B.S Yoo (1987), "Forecasting and Testing in Co-integrated Systems", Journal of Econometrics 35. PO. 143-159.
  • Fuller, W.A. (1976), Introduction to Statistical Time Series, J, Wiley and Sons, Inc., New York. Litterma_n. R.B . (1986), "Forecast-ing with Bayesian Vector Autoregressions: Five Years of Experience" Journal of Business and Economic Statistics 4, pp. 25-38.
  • Mizon, G.E. (1984), 'The Encompassing Approach in Econometrics" in Hendry. D.F. and K.F.Wallis (Eds), Econometrics and guantitative Economics, Basil Blackwell, Oxford.
  • Mizon G.E. and J.-F. Richard (1986). "The encompassing principle and its Application to Testing Non-nested Hypothesis, Econometrica, 54, pp.657-678.
  • Sampson, M.(1991) " The Effect of Parametre uncertainity on Forecast variances and confidence interval for unit root an Trend stationary time series Models "Jornal of Applied Econometric 6. 67-76.
  • Sims, C.A. (1980), "Macroeconomics and Reality", Econometrica, 48, pp. 1-48.
  • The Central Bank of Turkey (1992), Research Dept. A note on the inflation forecast"
Year 1995, Volume: 13 , 65 - 84, 31.12.1995

Abstract

References

  • Banerjee. A, J. Dolado, J. W- Galbraith and D.F. Hendry (1992) Co-integration, Error Correction and the Econometric Analysis of non-stationary data, OUP, Oxford.
  • Clements. M,P. and Hendry, D.F. (1992), Towards a Theory of Economic Forecasting"", Unpublished paper, Oxford Institute of Economics and Statistics.
  • Clements, M.P.and Hendry, D.F. (1993a), "On the Limitations of Comparing Mean Square Forecast Errors". Journal of Forecasting, forthcoming.
  • Clements, M.P.and Hendry, D.F. (1993b). " Forecasting in Cointegrated Svtems", Unpublished paper, Oxford Institute of Economics and Statistics.
  • Chong, YN. and DE. hendw (1986), "Econometric Evaluation of Linear Macroeconomic Models" Review of Economic Studies, 53. pp. 671-690.
  • Dickev. D.A. and W.A. Fuller (1981), "Likelihood Ratio Statistics for Autoregressive Time Series With a Unit Root", Econometrica, 49. pp. 1057-72.
  • Engle, R.F. and C.W. Granger (1987), "Co-integration and Error Correcuon:representation, estimation and testing", Econometrica 55, pp.251-276,
  • Engle. R.F. and B.S Yoo (1987), "Forecasting and Testing in Co-integrated Systems", Journal of Econometrics 35. PO. 143-159.
  • Fuller, W.A. (1976), Introduction to Statistical Time Series, J, Wiley and Sons, Inc., New York. Litterma_n. R.B . (1986), "Forecast-ing with Bayesian Vector Autoregressions: Five Years of Experience" Journal of Business and Economic Statistics 4, pp. 25-38.
  • Mizon, G.E. (1984), 'The Encompassing Approach in Econometrics" in Hendry. D.F. and K.F.Wallis (Eds), Econometrics and guantitative Economics, Basil Blackwell, Oxford.
  • Mizon G.E. and J.-F. Richard (1986). "The encompassing principle and its Application to Testing Non-nested Hypothesis, Econometrica, 54, pp.657-678.
  • Sampson, M.(1991) " The Effect of Parametre uncertainity on Forecast variances and confidence interval for unit root an Trend stationary time series Models "Jornal of Applied Econometric 6. 67-76.
  • Sims, C.A. (1980), "Macroeconomics and Reality", Econometrica, 48, pp. 1-48.
  • The Central Bank of Turkey (1992), Research Dept. A note on the inflation forecast"
There are 14 citations in total.

Details

Primary Language English
Journal Section Articles
Authors

Kıvılcım Metin

Publication Date December 31, 1995
Submission Date January 1, 1995
Published in Issue Year 1995 Volume: 13

Cite

APA Metin, K. (1995). VAR VS SEM MODELIG OF THE TURKISH ECONOMY: FORECAST COMPARISONS. Hacettepe Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi, 13, 65-84.
AMA Metin K. VAR VS SEM MODELIG OF THE TURKISH ECONOMY: FORECAST COMPARISONS. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. December 1995;13:65-84.
Chicago Metin, Kıvılcım. “VAR VS SEM MODELIG OF THE TURKISH ECONOMY: FORECAST COMPARISONS”. Hacettepe Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi 13, December (December 1995): 65-84.
EndNote Metin K (December 1, 1995) VAR VS SEM MODELIG OF THE TURKISH ECONOMY: FORECAST COMPARISONS. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 13 65–84.
IEEE K. Metin, “VAR VS SEM MODELIG OF THE TURKISH ECONOMY: FORECAST COMPARISONS”, Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, vol. 13, pp. 65–84, 1995.
ISNAD Metin, Kıvılcım. “VAR VS SEM MODELIG OF THE TURKISH ECONOMY: FORECAST COMPARISONS”. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 13 (December 1995), 65-84.
JAMA Metin K. VAR VS SEM MODELIG OF THE TURKISH ECONOMY: FORECAST COMPARISONS. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. 1995;13:65–84.
MLA Metin, Kıvılcım. “VAR VS SEM MODELIG OF THE TURKISH ECONOMY: FORECAST COMPARISONS”. Hacettepe Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi, vol. 13, 1995, pp. 65-84.
Vancouver Metin K. VAR VS SEM MODELIG OF THE TURKISH ECONOMY: FORECAST COMPARISONS. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. 1995;13:65-84.

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