Modelling Seasonality An Extension of the HEGY Approach in the Presence of Two Structural Breaks
Year of publication: |
2008
|
---|---|
Authors: | Tasseven, Ozlem |
Published in: |
Panoeconomicus. - Savez ekonomista Vojvodine, Novi Sad, Serbia. - Vol. 55.2008, 4, p. 465-484
|
Publisher: |
Savez ekonomista Vojvodine, Novi Sad, Serbia |
Subject: | HEGY Seasonal unit root test | Deterministic seasonality | Structural breaks | Money demand | Turkish economy |
Extent: | application/pdf |
---|---|
Type of publication: | Article |
Language: | English |
Classification: | C01 - Econometrics ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C51 - Model Construction and Estimation ; C88 - Other Computer Software ; E41 - Demand for Money |
Source: |
-
MULTIRANK COINTEGRATION ANALYSIS OF TURKISH M1 MONEY DEMAND (1987Q1-2006Q3)
KORAP, H. LEVENT, (2007)
-
Levent, Korap, (2007)
-
Testing homogeneity for real income and prices in a money demand equation: the case of Turkey
Korap, Levent, (2010)
- More ...
-
Tasseven, Ozlem, (2009)
-
The link between dollarization and its determinants in Turkey
Tasseven, Ozlem, (2017)
-
Tasseven, Ozlem, (2017)
- More ...