Search Results - subject:"Cointegration Test with Multiple Structural Breaks"

Empirical analysis of the relationship between purchasing managers index and bist industrial index under structural breaks

Şahin, Emrah; Güngör, Selim; Karaca, Süleyman Serdar - In: Financial Studies 24 (2020) 3 (89), pp. 6-22

The purpose of the study is to put forward the long-term and causality relationship between the BIST Industrial Index and the Purchasing Managers Index (PMI) for the period January 2008-December 2018 in Turkey. First of all,the existence of a long-run relationship between variables has been...

Persistent link: https://www.econbiz.de/10012484804

Empirical analysis of the relationship between purchasing managers index and bist industrial index under structural breaks

Şahin, Emrah; Güngör, Selim; Karaca, Süleyman Serdar - In: Financial studies 24 (2020) 3, pp. 6-22

Persistent link: https://www.econbiz.de/10012421676

The Effects of Real Exchange Rate Changes on Turkey's Foreign Trade Performance within the Framework of the Extended Marshall-Lerner Condition: Time Series Analysis with Multiple Structural Breaks

GOCER, Ismet; ELMAS, Bekir - In: Journal of BRSA Banking and Financial Markets 7 (2013) 1, pp. 137-157

structural breaks of Carrion-i-Silvestre (2009). Cointegration relationship between series was tested via cointegration test with … multiple structural breaks of Maki (2012). Cointegration coefficients were estimated by means of dynamic ordinary least square …

Persistent link: https://www.econbiz.de/10010700717