Multivariate time series modeling of the number of applicants and beneficiary households for conditional cash transfer program in Turkey


Tezin Türü: Yüksek Lisans

Tezin Yürütüldüğü Kurum: Orta Doğu Teknik Üniversitesi, Fen Edebiyat Fakültesi, İstatistik Bölümü, Türkiye

Tezin Onay Tarihi: 2009

Öğrenci: AHMET FATİH ORTAKAYA

Danışman: CEYLAN YOZGATLIGİL

Özet:

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, more than 20 countries in the world started their own CCT program by the mediation or leadership of World Bank. CCT program in Turkey started so as to decrease the adverse effects of economic crisis in 2001 within the Social Risk Mitigation Project which was financially supported by the World Bank loan and constituted under the Social Assistance and Solidarity Foundation. CCT program in Turkey has been adopted by poor families in recent years, and demands and overall payments within the program have been increased significantly in a consideration of years. The need for examining and predicting the increase in these demands scientifically; and considering the fact that CCT is being applied over 20 countries, and such a study being never done before made this study necessary. In this thesis study, the change of CCT applications and number of beneficiary household over time were modeled using multivariate time series models according to geographical regions. Using the vector autoregressive models with exogenous variables (VARX), the forecasts were obtained for the number of CCT applications and beneficiary households in the future.