Zaman serileri ile ilgili bir uygulama Kıbrıs örneği


Tezin Türü: Yüksek Lisans

Tezin Yürütüldüğü Kurum: Marmara Üniversitesi, İktisat Fakültesi, Ekonometri Bölümü, Türkiye

Tezin Onay Tarihi: 2000

Tezin Dili: Türkçe

Öğrenci: ZEHRA KUTLAY

Danışman: ŞEVKET IŞIL AKGÜL

Özet:

ABSTRACT Time series analysis takes an important place in econometric time series and developments continuously. It is very important that the most of the data are time series. The regressions with time series possibilities correct estimations. Turkish Republic of North Cyprus has an small island economics. After 1974 the economy of TRNC effects Turkey's economy. So the inflation in Cyprus is very high same as the Turkey's inflation. The aim of this study is to construct time series analysis with the budget deficits, inflation rate, exchange and the spending of the government of Cyprus. In first chapter, there is the definition of inflation and the general economy of Cyprus. In second chapter, there is the definition of time series analysis, stationary, co-integration, Granger causality test and error correction mechanism. In last chapter there is an analysis for the economy of Cyprus for the time period of 1988-1999. There are four data in this analysis. The budget deficits, inflation rate, exchange and the spending of the government of Cyprus.