Multivariate Time Series Modeling Of The Number Of Applicants For Turkey Conditional Cash Transfer Program in
Öz
Conditional Cash Transfer (CCT) is a social assistance program which aims for investing in human capital by enabling families
under risk of poverty to send their children to school and to benefit from health services regularly. CCT program in Turkey was
spread among poor families, and demands for the program were increased. The need for examining these demands scientifically
made this study necessary. In this study, the change of CCT applications over time was modeled by using multivariate time
series modeling namely vector autoregressive models with exogenous variables (VARX) according to geographical regions.
Anahtar Kelimeler
Conditional Cash Transfer (CCT) Systems of Dynamic Simultaneous Equations (SEM) Multivariate Time Series Analysis VARX models
Kaynakça
- Adato, M. (2000), “The Impact of PROGRESA on Community Social Relationships”, Interna- tional Food Policy Research Institute, Washington, D.C.
- Adato, M., Coady, D., and Ruel, M. (2000), “Final Report: An Operations Evaluation of PROGRESA from the Perspective of Beneficiaries, Promotoras, School Directors, and Health Staff”, Inter- national Food Policy Research Institute, Washington, D.C.
- Bollerslev, T., Engle, R.F., and Wooldridge, J.M. (1988), “A Capital Asset Pricing Model with Time-varying Covariances”, Journel of Political Economy, 96, 116-31.
- Brooks, C., Burke, S., and Persan, G. (2003), “Multivariate GARCH models: Software Choice and Estimation Issues”, ISMA Center Discussion Papers in Finance 2003-07, The Univer- sity of Reading.
- Castañeda, T., and Lindert, K. (2005), “Designing and Implementing Household Targeting Sys- tems: Lessons from Latin America and the United States”, The World Bank, Social Protection Discussion Paper, 526, Washington, D.C.
- Comte, F., and Lieberman, O. (2003), “Asymptotic theory for multivariate GARCH process”, Journal of Multivariate Analysis, 21, 535-557.
- Doornik, J.A., and Hansen, H. (1997), Modeling Dynamic systems Using PcFiml 9.0 for Win- dows, International Thomson Business Press, London.
- Engle, R.F. (2002), “Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroscedasticity models”, Journal of Business and Eco- nomic Statistics, 20: 339-350.
- Engle, R.F., and Kroner, K.F. (1995), “Multivariate simultaneous Generalized GARCH”, Econo- metric Theory, 11: 122-150.
- Granger, C. W. J. (1969), “Investigating Causal Relations by Econometric Models and Cross-Spec- tral Methods”. Econometrica, 37: 424-438.
- Lütkephol, H. (2005), New Introduction to Multiple Time Series Analysis, Springer Berlin: He- dielberg, Germany.
- Ortakaya, A. F. (2010a), “ŞNT Programı İçin Yapılan Başvuruların Zaman Serileri İle Modellen- mesi”, SYDGM, Published Expertise Thesis, Ankara, ISBN:978-975-19-4794-9
- Ortakaya, A. F. (2010b), “Sosyal Yardım Yararlanıcılarının Belirlenmesine Yönelik Olarak Kul- lanılan Hedefleme Yöntemleri: Latin Amerika ve Türkiye Örnekleri”, Journal of Social Assistance and Solidarity,1: January-June 2010: 69-79. ISSN:1309-6702
- Özcan, Y. Z., and Ayata S., (2001), “Final Report: Assessment of Social Solidarity Fund Beneficia- ries”, Middle East Technical University Department of Sociology, Ankara.
- SYDGM, (2007), Social Risk Mitigation Project, SYDGM, Ankara.
- SYDTF, (2005), Handbook of Conditional Cash Transfer Program, SYDTF, Ankara.
- TUIK, (2008), Results of Poverty Study in 2007, TUIK, News Bulletin: 192: 5 December 2008. Turk- ish Statistical Institute, Ankara.
TÜRKIYE'DEKİ ŞARTLI NAKIT TRANSFERI PROGRAMI BAŞVURULARININ ÇOK BOYUTLU ZAMAN SERİLERİ İLE MODELLENMESİ
Öz
Şartlı Nakit Transferi (ŞNT), yoksulluk riski altında bulunan ailelerin çocuklarının düzenli olarak eğitim ve sağlık hizmetlerine
erişiminin sağlanması ile bu ailelerin beşeri sermayelerini desteklemeyi amaçlayan bir sosyal yardım programıdır. Türkiye'deki
ŞNT programı yoksul haneler arasında hızlı bir şekilde yayılmış ve bahse konu yardım programı için talep artmıştır. Yardım
programı için bu talebin bilimsel olarak incelenmesi ihtiyacı bu çalışmayı gerekli kılmıştır. Bu çalışma ile Şartlı Nakit Transferi
Programı için yapılan yardım başvuruları bağımlı değişkenli vektör otoregresif zaman serileri isimli çok boyutlu zaman serileri
analizi ile coğrafi bölgeler temelinde modellenmiştir.
Anahtar Kelimeler
Şartlı Nakit Transferi (ŞNT) Dinamik Eşzamanlı Denklem Sistemleri Çok Boyutlu Zaman Serileri Analizi VARX modeller.
Kaynakça
- Adato, M. (2000), “The Impact of PROGRESA on Community Social Relationships”, Interna- tional Food Policy Research Institute, Washington, D.C.
- Adato, M., Coady, D., and Ruel, M. (2000), “Final Report: An Operations Evaluation of PROGRESA from the Perspective of Beneficiaries, Promotoras, School Directors, and Health Staff”, Inter- national Food Policy Research Institute, Washington, D.C.
- Bollerslev, T., Engle, R.F., and Wooldridge, J.M. (1988), “A Capital Asset Pricing Model with Time-varying Covariances”, Journel of Political Economy, 96, 116-31.
- Brooks, C., Burke, S., and Persan, G. (2003), “Multivariate GARCH models: Software Choice and Estimation Issues”, ISMA Center Discussion Papers in Finance 2003-07, The Univer- sity of Reading.
- Castañeda, T., and Lindert, K. (2005), “Designing and Implementing Household Targeting Sys- tems: Lessons from Latin America and the United States”, The World Bank, Social Protection Discussion Paper, 526, Washington, D.C.
- Comte, F., and Lieberman, O. (2003), “Asymptotic theory for multivariate GARCH process”, Journal of Multivariate Analysis, 21, 535-557.
- Doornik, J.A., and Hansen, H. (1997), Modeling Dynamic systems Using PcFiml 9.0 for Win- dows, International Thomson Business Press, London.
- Engle, R.F. (2002), “Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroscedasticity models”, Journal of Business and Eco- nomic Statistics, 20: 339-350.
- Engle, R.F., and Kroner, K.F. (1995), “Multivariate simultaneous Generalized GARCH”, Econo- metric Theory, 11: 122-150.
- Granger, C. W. J. (1969), “Investigating Causal Relations by Econometric Models and Cross-Spec- tral Methods”. Econometrica, 37: 424-438.
- Lütkephol, H. (2005), New Introduction to Multiple Time Series Analysis, Springer Berlin: He- dielberg, Germany.
- Ortakaya, A. F. (2010a), “ŞNT Programı İçin Yapılan Başvuruların Zaman Serileri İle Modellen- mesi”, SYDGM, Published Expertise Thesis, Ankara, ISBN:978-975-19-4794-9
- Ortakaya, A. F. (2010b), “Sosyal Yardım Yararlanıcılarının Belirlenmesine Yönelik Olarak Kul- lanılan Hedefleme Yöntemleri: Latin Amerika ve Türkiye Örnekleri”, Journal of Social Assistance and Solidarity,1: January-June 2010: 69-79. ISSN:1309-6702
- Özcan, Y. Z., and Ayata S., (2001), “Final Report: Assessment of Social Solidarity Fund Beneficia- ries”, Middle East Technical University Department of Sociology, Ankara.
- SYDGM, (2007), Social Risk Mitigation Project, SYDGM, Ankara.
- SYDTF, (2005), Handbook of Conditional Cash Transfer Program, SYDTF, Ankara.
- TUIK, (2008), Results of Poverty Study in 2007, TUIK, News Bulletin: 192: 5 December 2008. Turk- ish Statistical Institute, Ankara.
Ayrıntılar
| Birincil Dil | Türkçe |
|---|---|
| Bölüm | Makaleler |
| Yazarlar | |
| Yayımlanma Tarihi | 1 Mart 2013 |
| Yayımlandığı Sayı | Yıl 2013 Cilt: 7 Sayı: 30 |