期刊名称：Ömer Halisdemir Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
电子版ISSN：2564-6931
出版年度：2013
卷号：6
期号：2
DOI：10.25287/ohuiibf.211433
语种：English
出版社：Ömer Halisdemir Üniversitesi
摘要：The aim of this study is to manifest the relationship between oil and natural gas prices,and the indices of ISE manufacturing industry and chemical-petroleum-plastic industry. Unit root and cointegration tests,with and without breaks,are employed in the study where the period between 02.01.1997-31.12.2009 is analyzed. As the results of the tests that are taking the breaks into consideration indicate cointegration between oil prices and indices of ISE manufacturing industry and chemical-petroleum-plastic industry;the tests ignoring breaks do not ascertain any relations between analyzed variables. The results of the study are important in the way that,the unit root tests with structural breaks have superiority over the conventional unit root tests for the used data.
其他摘要：TÜRKGülüzar KURT GÜMÜŞF. Dilvin TAŞKINEfe Çağlar ÇAĞLI ÖZ Çalışmanın amacı,petrol ve doğal gaz fiyatları ile İMKB imalat sektörü ve kimya-petrol-plastik sektörü endeksleri arasındaki ilişkiyi ortaya koymaktır. 02.01.1997-31.12.2009 döneminin incelendiği ç
关键词：Cointegration; ISE; Oil; Natural gas.JEL Codes: G 00
其他关键词：Eşbütünleşme; İMKB; Petrol; Doğal gaz.JEL Kodu: G 00
