VAR VS SEM MODELIG OF THE TURKISH ECONOMY: FORECAST COMPARISONS
Öz
Anahtar Kelimeler
Kaynakça
- 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 M,P. and Hendry, D.F. (1992), Towards a Theory of Economic Forecasting"", Unpublished paper, Oxford Institute of Economics and Statistics.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 " Forecasting in Cointegrated Svtems", Unpublished paper, Oxford Institute of Economics and Statistics.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.
Ayrıntılar
Birincil Dil
İngilizce
Konular
-
Bölüm
Araştırma Makalesi
Yazarlar
Yayımlanma Tarihi
31 Aralık 1995
Gönderilme Tarihi
1 Ocak 1995
Kabul Tarihi
-
Yayımlandığı Sayı
Yıl 1995 Cilt: 13