Multivariate Time Series Modeling of the Number of Applicants and Beneficiary Households for Conditional Cash Transfer Program in Turkey
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MULTIVARIATE TIME SERIES MODELING OF THE NUMBER OF APPLICANTS AND BENEFICIARY HOUSEHOLDS FOR CONDITIONAL CASH TRANSFER PROGRAM IN TURKEY A THESIS SUBMITTED TO THE GRADUATE SCHOOL OF NATURAL AND APPLIED SCIENCES OF MIDDLE EAST TECHNICAL UNIVERSITY BY AHMET FATİH ORTAKAYA IN PARTIAL FULFILLMENT OF THE REQUIREMENTS FOR THE DEGREE OF MASTER OF SCIENCE IN STATISTICS SEPTEMBER 2009 Approval of the thesis: MULTIVARIATE TIME SERIES MODELING OF THE NUMBER OF APPLICANTS AND BENEFICIARY HOUSEHOLDS FOR CONDITIONAL CASH TRANSFER PROGRAM IN TURKEY submitted by AHMET FATİH ORTAKAYA in partial fulfillment of the requirements for the degree of Master of Science in Statistics Department, Middle East Technical University by, Prof. Dr. Canan Özgen Dean, Graduate School of Natural and Applied Sciences ___________________ Prof. Dr. Ali Uzun Head of Department, Statistics ___________________ Dr. Ceylan Yozgatlıgil Supervisor, Statistics Department, METU ___________________ Examining Committee Members: Assoc. Prof. Dr. İnci Batmaz Department of Statistics, METU ___________________ Dr. Ceylan Yozgatlıgil Department of Statistics, METU ___________________ Assoc. Prof. Dr. Sibel Kalaycıoğlu Department of Sociology, METU ___________________ Dr. Berna Burçak Başbuğ Erkan Department of Statistics, METU ___________________ Dr. Özlem İlk Department of Statistics, METU ___________________ Date: 09.09.2009 I hereby declare that all information in this document has been obtained and presented in accordance with academic rules and ethical conduct. I also declare that, as required by these rules and conduct, I have fully cited and referenced all material and results that are not original to this work. Name, Last name: Ahmet Fatih ORTAKAYA Signature : iii ABSTRACT MULTIVARIATE TIME SERIES MODELING FOR THE NUMBER OF APPLICANTS AND BENEFICIARY HOUSEHOLDS FOR CONDITIONAL CASH TRANSFER PROGRAM IN TURKEY Ortakaya, Ahmet Fatih M.Sc., Department of Statistics Supervisor: Dr. Ceylan Yozgatlıgil September 2009, 113 pages 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 iv 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. Keywords: Conditional Cash Transfer (CCT), Proxy Means Testing (PMT), Systems of Dynamic Simultaneous Equations (SEM), Multivariate Time Series Analysis, VARX models. v ÖZ TÜRKIYE’DEKI ŞARTLI NAKİT TRANSFERİ PROGRAMI BAŞVURULARI VE HAK SAHİBİ HANE SAYILARI İÇİN ÇOK DEĞİŞKENLİ ZAMAN SERİSİ MODELLEMESİ Ortakaya, Ahmet Fatih Yüksek Lisans, İstatistik Bölümü Tez Yöneticisi: Dr. Ceylan Yozgatlıgil Eylül 2009, 113 sayfa Temel olarak Şartlı Nakit Transferi (ŞNT), beşeri sermayeye yatırım yapmak amacıyla yoksulluk riski altındaki ailelerin eğitim çağındaki çocuklarını düzenli okula göndermelerini ve temel sağlık hizmetlerinden düzenli olarak faydalanmalarını hedefleyen nakit bir sosyal yardım programıdır. ŞNT ile kısa vadede nakit desteği yoluyla yoksulluğun hızlı bir şekilde azaltılması, uzun vadede ise yoksul ailelerin temel sağlık, eğitim ve gıda gereksinimlerinin karşılanması yoluyla insani sermayelerine yatırım yapılması amaçlanmıştır. Bu amaçlar doğrultusunda ŞNT programları 1990’lı yıllardan başlamak suretiyle dünya üzerinde 20 den fazla ülkede Dünya Bankası aracılığı ya da öncülüğü ile uygulanmaya başlanmıştır. ŞNT uygulaması Türkiye’de ise 2001 krizi sonrası yaşanılan olumsuz etkileri azaltmak amacıyla, Dünya Bankası kredisiyle Sosyal Yardımlaşma ve Dayanışmayı Teşvik Fonu bünyesinde oluşturulan Sosyal Riski Azaltma Projesi kapsamında başlatılmıştır. Ülkemizde uygulanan Şartlı Nakit Transferi programı kısa zamanda ihtiyaç sahibi vatandaşlar tarafından benimsenmiş, bu yardımlar için gelen talepler ve verilen destekler yıllar itibariyle fark edilir düzeyde artmıştır. Söz konusu yardım vi taleplerindeki artışın değişiminin bilimsel olarak incelenmesi ihtiyacı ile ŞNT’ nin dünya üzerinde 20 den fazla ülkede uygulanmasına karşın böyle bir çalışmanın yapılmamış olması, bu çalışmayı gerekli kılmıştır. Bu çalışmada çok değişkenli zaman serisi modelleri kullanılarak coğrafi bölgelere göre ŞNT uygulaması için yapılan başvurular (talepler) ile söz konusu uygulamadan faydalanan hanelerin zamana göre değişimi modellenmiştir. ŞNT programı başvuru sayısı ve hak sahibi hane sayısı için bağımsız değişkenli Vektör Otoregresif Zaman Serileri kullanılarak geleceğe dönük öngörüler oluşturulmuştur. Anahtar Kelimeler: Şartlı Nakit Transferi (ŞNT), Temsili Ortalamalar Değerlendirmesi (TOD), Dinamik Eşanlı Denklemler Sistemi, Çok Boyutlu Zaman Serileri Analizi, VARX Modelleri. vii To My Parents viii ACKNOWLEDGEMENTS First and foremost, I would like to express profound gratitude to my thesis supervisor Dr. Ceylan Yozgatlıgil for her invaluable knowledge, academic experience, support, encouragement, supervision and useful suggestions throughout this research work. Without her moral support, continuous guidance, suggestions and encouragements it would be impossible to complete this study successfully as early as possible. Her guidance throughout the study, support, and feedbacks has turned this study to an invaluable learning experience for me. I would also like to acknowledge my appreciation to my examining committee, Assoc. Prof. Dr. İnci Batmaz, Assoc. Prof. Dr. Sibel Kalaycıoğlu, Dr. Berna Burçak Başbuğ Erkan and Dr. Özlem İlk for spending their precious time in reviewing my thesis. Their valuable comments and suggestions have improved the quality of my thesis. Last, but not least, my sincere thanks go to Volkan Yurtoğlu who has spent his precious time, even days, for obtaining the data that was used in the analysis from Conditional Cash Transfer Database. I also wish to express my appreciation to Başak Akın and Arzu Yel who has edited and corrected mistakes in the study. Ahmet Fatih ORTAKAYA September 2009 ix TABLE OF CONTENTS ABSTRACT ................................................................................................................ iv ÖZ ............................................................................................................................... vi ACKNOWLEDGEMENTS ........................................................................................ ix TABLE OF CONTENTS ............................................................................................. x LIST OF TABLES .................................................................................................... xiii LIST OF FIGURES .................................................................................................. xvi LIST OF ABBREVIATIONS ................................................................................. xviii CHAPTERS 1. INTRODUCTION.................................................................................................... 1 2. BACKGROUND ..................................................................................................... 5 2.1. Description of the Conditional Cash Transfer Program ................................. 5 2.1.1. Conditionality principle ....................................................................... 6 2.1.2. Target group ......................................................................................... 7 2.1.3. Targeting mechanism ........................................................................... 9 2.1.4. Monitoring mechanism ...................................................................... 14 2.2. Conditional Cash Transfer Program in Turkey ............................................ 16 2.2.1. The aim of CCT program in Turkey .................................................. 18 2.2.2. Target group, goals and components of the program ........................ 18 2.2.3. Targeting Mechanism of CCT Program ............................................ 19 2.2.4. Roll - out of the CCT program ........................................................... 20 2.2.5. The process of application and becoming beneficiary in CCT .......... 20 x 2.2.6. Monitoring system of CCT ................................................................ 21 2.2.7. Current