DISCUSSIONS BETWEEN ECONOMIC AGENTS: Time Series Analysis in Social Sciences

This book is the third one of “Discussions between Economic Agents” series. The subject- time series analysis- is

totally used as a key point in each paper. A time series data set consists of two or more variables over time. So, time series data can have different time frequencies, such as hourly, weekly, quarterly and annual. Moreover, these data have to be

arranged in chronological order. Most of the economic variable has been influenced by the past values of itself. That is these variables are integrated according to the influenced period times. If there is only one lag, we say it is I(1) i.e. integrated in first difference. Otherwise, if there is no influence from past to nominal value, the variable is called as stationary. To see whether the variable is stationary or has a unit root, a unit root test has to be applied. Such as, Augmented Dickey Fuller),  Phillips Perron, Kwiatkowski-Phillips-Schmidt-Shin, Ng-Perron, Lee-Strazicich and etc. Following this test, according to the variables properties ordinary least square, cointegration and error correction analysis are done. In this context, the articles mentioned in the following paragraphs are related via the time series. There are seven valuable works in the book.

DISCUSSIONS BETWEEN ECONOMIC AGENTS Time Series Analysis in Social Sciences

  • EDITOR: 
  • ASSOC. PROF. OKYAY UÇAN
  • AUTHORS:
  • ASSOC. PROF. CENGİZ AYTUN
  • ASSOC. PROF. CEMİL SERHAT AKIN
  • ASIST. PROF. FİLİZ GUNEYSU ATASOY
  • ASIST. PROF. MEHMET LEVENT ERDAŞ
  • ASSIST. PROF. ÖMER FARUK BİÇEN
  • RESEARCH ASSISTANT DR. MEHMET TEMİZ
  • RESEARCH ASSISTANT GÖKHAN KONAT
  • RESEARCH ASSISTANT RABİA EFEOĞLU
  • PHD STUDENT CEREN PEHLİVAN