The application of disaggregation methods to the unemployment rate of Turkey

Tüker, Utku Göksel
Modeling and forecasting of the unemployment rate of a country is very important to be able to take precautions on the governmental policies. The available unemployment rate data of Turkey provided by the Turkish Statistical Institute (TURKSTAT) are not in suitable format to have a time series model. The unemployment rate data between 1988 and 2009 create a problem of building a reliable time series model due to the insufficient number and irregular form of observations. The application of disaggregation methods to some parts of the unemployment rate data enables us to fit an appropriate time series model and to have forecasts as a result of the suggested model.


Estimating the neutral real interest rate for Turkey by using an unobserved componenets model
Öğünç, Fethi; Batmaz, İnci; Department of Statistics (2006)
In this study, neutral real interest rate gap and output gap are estimated jointly under two different multivariate unobserved components models with the motivation to provide empirical measures that can be used to analyze the amount of stimulus that monetary policy is passing on to the economy, and to understand historical macroeconomic developments. In the analyses, Kalman filter technique is applied to a small-scale macroeconomic model of the Turkish economy to estimate the unobserved variables for the p...
Multivariate time series modeling of the number of applicants and beneficiary households for conditional cash transfer program in Turkey
Ortakaya, Ahmet Fatih; Yozgatlıgil, Ceylan; Department of Statistics (2009)
Conditional Cash Transfer (CCT) is a social assistance program which aims for investing in human capital by enabling families under risk of poverty to send their children to school and to benefit from health services regularly. CCT aims for decreasing poverty by means of cash transfers in the short run and aims for investing in children’s human capital by providing basic preventative health care, regular school attendance and nutrition in the long run. Under the state of these aims, beginning from 1990s, mo...
Multiple frame sampling theory and applications
Dalçık, Aylin; Ayhan, Hüseyin Öztaş; Department of Statistics (2010)
One of the most important practical problems in conducting sample surveys is the list that can be used for selecting the sample is generally incomplete or out of date. Therefore, sample surveys can produce seriously biased estimates of the population parameters. On the other hand updating a list is a difficult and very expensive operation. Multiple-frame sampling refers to surveys where two or more frames are used and independent samples are taken respectively from each of the frames. It is assumed that the...
Effect of estimation in goodness-of-fit tests
Eren, Emrah; Sürücü, Barış; Department of Statistics (2009)
In statistical analysis, distributional assumptions are needed to apply parametric procedures. Assumptions about underlying distribution should be true for accurate statistical inferences. Goodness-of-fit tests are used for checking the validity of the distributional assumptions. To apply some of the goodness-of-fit tests, the unknown population parameters are estimated. The null distributions of test statistics become complicated or depend on the unknown parameters if population parameters are replaced by ...
Towards a new way of teaching statistics in economics: the case of econophysics
Schınckus, Chrıstophe; Akdere, Çınla (Türkiye Ekonomi Kurumu, 2015-01-01)
The selection of an appropriate way to measure data has long challenged economists. Analogies referring to scientific methods, concepts, and theories coming from the hard sciences (especially chemistry and physics) have repeatedly been used in economics since its earliest days. Today, the ambition of all university economics departments is to offer a thorough-going education in the discipline that is as scientific as possible. In fact, this is what has led academic institutions to incorporate mathematics an...
Citation Formats
U. G. Tüker, “The application of disaggregation methods to the unemployment rate of Turkey,” M.S. - Master of Science, Middle East Technical University, 2010.