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Sosyal Bilimler Enstitüsü

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Browsing Sosyal Bilimler Enstitüsü by Department "Çankaya Üniversitesi / Sosyal Bilimler Enstitüsü / İktisat Anabilim Dalı"

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    Master Thesis
    Can gold act as a hedge against inflation? Evidence from Iraq
    (Çankaya Üniversitesi, 2018) Faraj, Bha Aldan Abdul Sattar
    This study investigates the relationship between gold returns and the inflation in Iraq. Monthly data spanning the period from January 2007 to December 2015 were used. Analysis was done by using the Autoregressive Distributed Lag Model (ARDL) (Pesaran et al., 2001). The results show that there is no relationship between gold returns and inflation in the long run, but there is one in the short run. Specifically, the results from the error correction representation of the model indicate that 90.66 percent of the disequilibrium is corrected within one month. Results obtained by using the Toda-Yamamoto approach to causality show evidence of two-way Granger Causality between gold returns to inflation rate.
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    Master Thesis
    Money supply, inflation and economic growth in Libya
    (Çankaya Üniversitesi, 2018) Krouso, Ahmed İrmid
    The aim of this study is to exam the relationship between money supply, inflation and economic growth in Libya. Vector Auto-regression Model, Johansen co-integration test and Granger causality were used in the analysis for the sample period 1960-2016. The results shown that all the variables are co-integrated in long term. Furthermore, the increase in economic growth by 1% decreases Inflation by 1.55%. While the growth in money supply by 1 percent will increase the price level by 1.15 %. According to the results of causality test, there is no causality direction in short run between the study variables except unidirectional causality among economic growth and money supply running from RGDP to RM2 according to 5% significance level. In addition, the response of inflation on the economic growth is negative all throughout the ten periods, also the same applies to money supply and economic growth. Also besides, economic growth had an early and positive impact on money supply.