MUKHERJEE, T. K.&NAKA, A. 1995. Dynamic relations between macroeconomic variables and the Japanese stock market: an application of a vector error correction model.
Mumcu, F. (2005). Hisse Senedi Fiyatlarını Etkileyen Makroekonomik Faktörler: İMKB Üzerine Bir Uygulama. Süleyman Demirel Üniversitesi, İşletme Bölümü Yüksek Lisans Tezi.
The model becomes a Vector error correction model (VECM) which can be seen as a restricted VAR.
Model, bir Vektör hata düzeltme modeli (VECM) olur ki, bu model kısıtlı bir VAR olarak görülebilir.
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