Author/Authors
AYVAZ KIZILGÖL, Özlem Balıkesir Üniversitesi - Bandırma Iktisadi ve Idari Bilimler Fakültesi - Ekonometri Bölümü, Turkey
Title Of Article
MEVSİMSEL EŞBÜTÜNLEŞME TESTİ: TÜRKİYE’NİN MAKROEKONOMİK VERİLERİYLE BİR UYGULAMA
شماره ركورد
36631
Abstract
In this study, by using the quarterly of the 1987:1-2007:3 period, it is investigated whether or not the series of GDP, export, consumption and investment have seasonal unit roots and seasonal cointegration relationship. To this end, HEGY (1990) and Engle, Granger, Hylleberg and Lee (1993) tests are used. Although there isn’t any cointegration relationship detected among the series in the zero and biannual frequencies, in a quarterly frequency when there is one constant term an one dummy variable in the model, cointegration relationship is detected between GDP and consumption series.
From Page
13
NaturalLanguageKeyword
Seasonal Unit Root , Seasonal Cointegration and HEGY test.
JournalTitle
Journal Of Economics and Administrative Sciences, Ataturk University
To Page
25
JournalTitle
Journal Of Economics and Administrative Sciences, Ataturk University
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