| dc.contributor.author | YURTTAGÜLER, İpek Melahat | |
| dc.contributor.author | Kutlu, Sinem | |
| dc.date.accessioned | 2022-02-18T08:59:47Z | |
| dc.date.available | 2022-02-18T08:59:47Z | |
| dc.date.issued | 2013 | |
| dc.identifier.citation | YURTTAGÜLER İ. M. , Kutlu S., "The Analysis of the Real Interest Rate with Long Memory Model: The Case of Turkey", MALIYE DERGISI, sa.164, ss.208-219, 2013 | |
| dc.identifier.other | vv_1032021 | |
| dc.identifier.other | av_0f98ced3-1e25-4fe9-a1ea-94d6be89061b | |
| dc.identifier.uri | http://hdl.handle.net/20.500.12627/176286 | |
| dc.description.abstract | In this study, long memory property of the real interest rate is analyzed for Turkey by using the monthly data for the period 2003:02-2012:03. In this respect, firstly the stationarity of the real interest rate is tested by using the ADF, Phillips Perron and KPSS unit root tests. Afterwards real interest rate is proved to be fractionally integrated by using the ARFIMA model. The findings of the study indicate that the real interest rate in Turkey exhibits long memory and is highly persistent during the period considered. | |
| dc.language.iso | eng | |
| dc.subject | Accounting | |
| dc.subject | Business, Management and Accounting (miscellaneous) | |
| dc.subject | Finance | |
| dc.subject | Social Sciences & Humanities | |
| dc.subject | Çalışma Ekonomisi ve Endüstri ilişkileri | |
| dc.subject | Çalışma Ekonomisi | |
| dc.subject | Sosyal ve Beşeri Bilimler | |
| dc.subject | Sosyal Bilimler (SOC) | |
| dc.subject | Ekonomi ve İş | |
| dc.subject | İŞ FİNANSI | |
| dc.title | The Analysis of the Real Interest Rate with Long Memory Model: The Case of Turkey | |
| dc.type | Makale | |
| dc.relation.journal | MALIYE DERGISI | |
| dc.contributor.department | İstanbul Teknik Üniversitesi , İktisat Fakültesi , İktisat Bölümü | |
| dc.identifier.issue | 164 | |
| dc.identifier.startpage | 208 | |
| dc.identifier.endpage | 219 | |
| dc.contributor.firstauthorID | 3380505 | |
