Ekonometride Güncel Yöntemler ve Uygulamalar最新文献

筛选
英文 中文
AB Entegrasyonunda Genişleme Süreçlerinin Karşılaştırmalı Analizi
Ekonometride Güncel Yöntemler ve Uygulamalar Pub Date : 2021-11-24 DOI: 10.26650/b/ss10.2021.013.24
Semin Paksoy
{"title":"AB Entegrasyonunda Genişleme Süreçlerinin Karşılaştırmalı Analizi","authors":"Semin Paksoy","doi":"10.26650/b/ss10.2021.013.24","DOIUrl":"https://doi.org/10.26650/b/ss10.2021.013.24","url":null,"abstract":"","PeriodicalId":159872,"journal":{"name":"Ekonometride Güncel Yöntemler ve Uygulamalar","volume":"30 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-11-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129787676","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Bölgesel Göç ve Konut Piyasaları: Türkiye Örneği
Ekonometride Güncel Yöntemler ve Uygulamalar Pub Date : 2021-11-24 DOI: 10.26650/b/ss10.2021.013.14
Havva Gülteki̇n, Ayşegül İŞCANOĞLU ÇEKİÇ
{"title":"Bölgesel Göç ve Konut Piyasaları: Türkiye Örneği","authors":"Havva Gülteki̇n, Ayşegül İŞCANOĞLU ÇEKİÇ","doi":"10.26650/b/ss10.2021.013.14","DOIUrl":"https://doi.org/10.26650/b/ss10.2021.013.14","url":null,"abstract":"","PeriodicalId":159872,"journal":{"name":"Ekonometride Güncel Yöntemler ve Uygulamalar","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-11-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133406177","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Türkiye’de Büyüme ile Finansal Kiralama Sektörü Arasındaki İlişkinin Analizi
Ekonometride Güncel Yöntemler ve Uygulamalar Pub Date : 2021-11-24 DOI: 10.26650/b/ss10.2021.013.22
Serdar Köse, Burçay Yaşar Akçalı
{"title":"Türkiye’de Büyüme ile Finansal Kiralama Sektörü Arasındaki İlişkinin Analizi","authors":"Serdar Köse, Burçay Yaşar Akçalı","doi":"10.26650/b/ss10.2021.013.22","DOIUrl":"https://doi.org/10.26650/b/ss10.2021.013.22","url":null,"abstract":"","PeriodicalId":159872,"journal":{"name":"Ekonometride Güncel Yöntemler ve Uygulamalar","volume":"23 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-11-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132116097","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Smooth Breaks and Mean Reversion in Infant Mortality Rates 婴儿死亡率的平滑中断和平均回归
Ekonometride Güncel Yöntemler ve Uygulamalar Pub Date : 2021-11-24 DOI: 10.26650/b/ss10.2021.013.32
Esra Canpolat Gökçe, Veli Yılancı
{"title":"Smooth Breaks and Mean Reversion in Infant Mortality Rates","authors":"Esra Canpolat Gökçe, Veli Yılancı","doi":"10.26650/b/ss10.2021.013.32","DOIUrl":"https://doi.org/10.26650/b/ss10.2021.013.32","url":null,"abstract":"In this study, we examine the time series characteristics of infant mortality rates (IMR) of 33 countries by employing the Fourier augmented Dickey-Fuller test with fractional frequencies (FFADF) to allow multiple temporary and permanent smooth structural breaks. The main results of the study show that Fourier functions are significant in 22 countries, that is, we must consider multiple smooth changes when testing the stationarity of these variables, so we apply the FFADF unit root test to examine the stationarity of the IMRs for these countries and the ADF unit root test for the remaining countries. The results show that the IMR series of 20 countries are stationary; that is, shocks have an only transitory effect on the IMR. Policymakers in the health sector should consider the integration levels of IMR since policy interventions have a transitory effect if the IMR is stationary.","PeriodicalId":159872,"journal":{"name":"Ekonometride Güncel Yöntemler ve Uygulamalar","volume":"33 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-11-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126267355","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Garch, Yapay Sinir Ağları ve Destek Vektör Regresyonu Yöntemlerinin Karşılaştırılması: BİST Hizmetler Endeks Getirisi Örneği
Ekonometride Güncel Yöntemler ve Uygulamalar Pub Date : 2021-11-24 DOI: 10.26650/b/ss10.2021.013.19
Nimet Esenyel İçen
{"title":"Garch, Yapay Sinir Ağları ve Destek Vektör Regresyonu Yöntemlerinin Karşılaştırılması: BİST Hizmetler Endeks Getirisi Örneği","authors":"Nimet Esenyel İçen","doi":"10.26650/b/ss10.2021.013.19","DOIUrl":"https://doi.org/10.26650/b/ss10.2021.013.19","url":null,"abstract":"","PeriodicalId":159872,"journal":{"name":"Ekonometride Güncel Yöntemler ve Uygulamalar","volume":"10 3-4","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-11-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"120928788","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Türkiye’nin GSYİH Büyümesinin Kredi Büyümesi ile Öngörüsü: Midas Regresyon Yöntemi
Ekonometride Güncel Yöntemler ve Uygulamalar Pub Date : 2021-11-24 DOI: 10.26650/b/ss10.2021.013.10
Hamza Erdoğdu
{"title":"Türkiye’nin GSYİH Büyümesinin Kredi Büyümesi ile Öngörüsü: Midas Regresyon Yöntemi","authors":"Hamza Erdoğdu","doi":"10.26650/b/ss10.2021.013.10","DOIUrl":"https://doi.org/10.26650/b/ss10.2021.013.10","url":null,"abstract":"Bu çalışmanın amacı, 2006-2018 dönemi aralığında Türkiye’nin Gayri Safi Yurt İçi Hasıla büyümesinin, bankalarca kullandırılan toplam kredi büyümesi yardımıyla öngörülmesidir. Çalışmada, farklı frekans düzeylerinde değişkenlerin aynı model içinde kullanılmasına olanak veren Karışık Veri Örnekleme Mixed Data Sampling (MIDAS) yöntemi kullanılmıştır. Spesifik olarak, üçer aylık frekans düzeyine sahip gayri safi yurt içi hasıla büyümesinin öngörüsü, haftalık ve aylık frekans düzeylerine sahip toplam kredi büyüme serileri ile gerçekleştirilmiştir. Çalışmada elde edilen ampirik sonuçlar, genel olarak daha yüksek frekans düzeyine sahip haftalık kredi büyüme serilerinin aylık kredi büyüme serilerine göre, Türkiye’nin gayri safi yurtiçi hasılasının öngörüsünde daha başarılı sonuçlar verdiğini göstermektedir. Çalışmada elde edilen diğer bir sonuç ise Üssel Almon modelinin diğer alternatif modellerle karşılaştırıldığında daha başarı tahmin sonuçları ürettiğidir. MIDAS metodolojisinden yararlanılarak yapılan bu çalışma, Türkiye’nin Gayri Safi Yurt İçi Hasıla büyümesi öngörülerinin daha düşük hata oranları ile gerçekleşmesi için yüksek frekans düzeyine sahip verilerin tercih edilmesinin önemli olduğunu göstermektedir.","PeriodicalId":159872,"journal":{"name":"Ekonometride Güncel Yöntemler ve Uygulamalar","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-11-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121192809","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The Commodity Prices Shocks on Economic Activity in the Presence of a Trading Relationship: a Global Var Analysis 存在贸易关系的商品价格对经济活动的冲击:全球Var分析
Ekonometride Güncel Yöntemler ve Uygulamalar Pub Date : 2021-11-24 DOI: 10.26650/b/ss10.2021.013.15
H. Gündüz
{"title":"The Commodity Prices Shocks on Economic Activity in the Presence of a Trading Relationship: a Global Var Analysis","authors":"H. Gündüz","doi":"10.26650/b/ss10.2021.013.15","DOIUrl":"https://doi.org/10.26650/b/ss10.2021.013.15","url":null,"abstract":"This article uses the global vector autoregression (GVAR) approach to investigate commodity price shocks and monetary shocks. The study’s focus is on commodity price shocks that affect both the total price level and variables related to monetary policy, such as short-term interest rates. In this paper, we address this issue using a framework comprising of 26 country/region-specific models, estimated over the period 1979Q2-2016Q4, with the Euro area considered as a single economy. We contribute to the energy-macroeconomics literature by using exogenous variations in energy and non-fuel commodity prices events over time and its effects on different regions to causally identify the effects of energy and non-fuel commodity prices shocks (directly and total) on key macro-economic variables such as growth, inflation, and significant macroeconomic variables. It is seen that there are significant heterogeneities in the reactions of different countries against energy prices shocks. Australia, New Zealand, Switzerland, and the United Kingdom face a short-term drop-in economic activity in response to the UK oil price shock, while it has a growth-enhancing effect for other countries (including Turkey, the United States and the Euro zone). The results show that commodity price shocks such as oil and metal have a huge impact on the real economy, with metal prices having a greater quantitative impact on output compared to oil prices. Given these findings, macroeconomic policies should take into account the changes and effects of energy and non-fuel commodity prices.","PeriodicalId":159872,"journal":{"name":"Ekonometride Güncel Yöntemler ve Uygulamalar","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-11-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131316980","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Hanehalkı Yoksulluğunun Rassal Etkiler Sıralı Logit Model İle İncelenmesi: Bayesyen Yaklaşım
Ekonometride Güncel Yöntemler ve Uygulamalar Pub Date : 2021-11-24 DOI: 10.26650/b/ss10.2021.013.26
Çiler Sigeze
{"title":"Hanehalkı Yoksulluğunun Rassal Etkiler Sıralı Logit Model İle İncelenmesi: Bayesyen Yaklaşım","authors":"Çiler Sigeze","doi":"10.26650/b/ss10.2021.013.26","DOIUrl":"https://doi.org/10.26650/b/ss10.2021.013.26","url":null,"abstract":"","PeriodicalId":159872,"journal":{"name":"Ekonometride Güncel Yöntemler ve Uygulamalar","volume":"40 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-11-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124804718","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Türkiye Ekonomisinde Döviz Kuru, Faiz Oranı ve Risk İlişkisi
Ekonometride Güncel Yöntemler ve Uygulamalar Pub Date : 2021-11-24 DOI: 10.26650/b/ss10.2021.013.16
Hüseyin Içen, B. Güriş
{"title":"Türkiye Ekonomisinde Döviz Kuru, Faiz Oranı ve Risk İlişkisi","authors":"Hüseyin Içen, B. Güriş","doi":"10.26650/b/ss10.2021.013.16","DOIUrl":"https://doi.org/10.26650/b/ss10.2021.013.16","url":null,"abstract":"","PeriodicalId":159872,"journal":{"name":"Ekonometride Güncel Yöntemler ve Uygulamalar","volume":"30 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-11-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115768142","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Determination of Urban Attractiveness Based on Global Power City Index Using Fuzzy Clustering Analysis 基于全球动力城市指数的城市吸引力模糊聚类分析
Ekonometride Güncel Yöntemler ve Uygulamalar Pub Date : 2021-11-24 DOI: 10.26650/b/ss10.2021.013.05
Noyan Aydin, Ayşegül Yıldız
{"title":"A Determination of Urban Attractiveness Based on Global Power City Index Using Fuzzy Clustering Analysis","authors":"Noyan Aydin, Ayşegül Yıldız","doi":"10.26650/b/ss10.2021.013.05","DOIUrl":"https://doi.org/10.26650/b/ss10.2021.013.05","url":null,"abstract":"In this paper, it is aimed to classify 44 global cities from 29 countries in different geographies of the world in terms of the economy, research and development, cultural interaction, livability, environment and accessibility indicators used in calculating the Global Power City Index. In the study using the fuzzy clustering analysis method, which is one of the multivariate statistical methods, firstly, the Silhouette Index, the Normalized Dunn Coefficient and the Normalized Kaufman Coefficient were calculated for each number of clusters (2, 3, 4, ...) and it was determined that the most appropriate cluster number is 4. Then, it was questioned statistically whether the averages of the variables used in the analysis differ significantly from each other. According to the findings, it has been observed that global cities are classified in clusters with different characteristics in terms of used index indicators.","PeriodicalId":159872,"journal":{"name":"Ekonometride Güncel Yöntemler ve Uygulamalar","volume":"48 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-11-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124175052","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:604180095
Book学术官方微信
小红书