Ekoist: Journal of Econometrics and Statistics最新文献

{"title":"Ekonomik Faaliyet Kollarında COVID-19 Pandemi Etkisinin Çok Boyutlu Ölçekleme ve K-Ortalamalar Kümeleme Analiziyle İncelenmesi","authors":"Muhammet Atalay","doi":"10.26650/ekoist.2022.37.1035240","DOIUrl":"https://doi.org/10.26650/ekoist.2022.37.1035240","url":null,"abstract":"COVID-19 pandemisinin tüm dünyaya yayılmasıyla ekonomik faaliyetlerde küresel bazda önemli deǧişiklikler meydana gelmiştir. Türkiye bu durumdan global ve lokal bazda önemli düzeyde etkilenen ülkelerdendir. Çeşitli ekonomik faaliyet kollarında iş yeri ve istihdam sayıları bu etkinin gözlenebildiǧi önemli göstergelerdendir. Bu çalışmada;pandeminin hemen öncesi (2019 yılı) ile hızlı ve yoǧun olarak görüldüǧü erken dönem (2020 yılı) iş yeri sayıları ve zorunlu sigortalı çalışan sayıları, iller bazında incelenerek faaliyet kollarına göre pandeminin etkisinin ortaya çıkarılması amaçlanmıştır. Yöntem olarak istatistiksel veri analizi ve veri madenciliǧi tekniklerinden çok boyutlu ölçekleme ve kümeleme analizleri kullanılmıştır. Bu yöntemler yardımıyla elde edilen bulgular görselleştirilmiş ve çalışmanın amacı doǧrultusunda yorumlanmıştır. Elde edilen sonuçlara göre, iki yılın verileri karşılaştırıldıǧında, toplamda iş yeri sayısı ve zorunlu sigortalı çalışan sayısının arttıǧı görülmüştür. Faaliyet kolları bazında sonuçlar incelendiǧinde deǧişimlerdeki pandemi etkisi göze çarpmaktadır. Mobiliteye dayalı ve pandemi tedbirlerinin engellediǧi faaliyet alanlarının iş yeri ve çalışan sayısı bakımından azalma yönünde etkilendiǧi görülmüştür. Öte yandan bu kısıtlamaların özellikle perakendecilik sektörlerini dijital ortamlara taşıyarak e-ticarette büyümeye sebep olması, posta ve kargo faaliyetlerinde yüksek oranlı artışa neden olmuştur. Bunun yanı sıra evde bakım faaliyetlerinin de pandemi etkisiyle en fazla artışın olduǧu kollardan olduǧu sonucuna ulaşılmıştır.Alternate :With the spread of the COVID-19 pandemic all over the world, significant changes have occurred globally with regard to economic activities. Turkey is one of the countries to be affected by this situation on a global and local basis. The number of workplaces and employment in various segments of economic activity are important indicators through which this impact can be observed. These changes have occurred locally in different regions and different lines of business. This study aims to reveal the pandemic's impact by examining by province the number of workplaces and number of employees with compulsory insurance just before the pandemic (2019) and in the pandemic's early period in 2020 when it was seen spread rapidly and intensely. The study uses multidimensional scaling and clustering analyses from the statistical data analysis and data mining techniques as the research methods. The findings obtained with these methods have been visualized and interpreted in line with the purpose of the study. When comparing the data of these two years in accordance with the obtained results, the number of workplaces and the number of employees with compulsory insurance were seen to have increased overall. When examining the results on the basis of operating segments, the pandemic is seen to have had a striking impact with regard to the changes, with the operation segments based on mobility and on those prohi","PeriodicalId":290018,"journal":{"name":"Ekoist: Journal of Econometrics and Statistics","volume":"5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129486126","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}

{"title":"Hybrid Approaches in Financial Time Series Forecasting: A Stock Market Application","authors":"Canberk Bulut, Burcu Hüdaverdi","doi":"10.26650/ekoist.2022.37.1108411","DOIUrl":"https://doi.org/10.26650/ekoist.2022.37.1108411","url":null,"abstract":"","PeriodicalId":290018,"journal":{"name":"Ekoist: Journal of Econometrics and Statistics","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134262583","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}

{"title":"Improving Forecast Accuracy Using Combined Forecasts with Regard to Structural Breaks and ARCH Innovations","authors":"Daud Aser, E. Firuzan","doi":"10.26650/ekoist.2022.37.1183809","DOIUrl":"https://doi.org/10.26650/ekoist.2022.37.1183809","url":null,"abstract":"Accurate forecasts about the future are vital in time series analyses, but accurately modeling complex structures in the data is always challenging. Two major sources of complexity are autoregressive conditional heteroskedasticity (ARCH) effects on data as well as structural breaks in the data, as these affect the quality of data and hence reduce forecast accuracy. In this regard, combining forecast types has been a helpful strategy for improving forecast accuracy for more than 50 years since Bates and Granger’s (1969) original paper. Hence, this paper aims to examine if the gains from combined forecasts are sustained regarding cases with structural breaks and ARCH innovations. Moreover, the study explores which forecast combination schemes are optimal for those cases by combining the exponential smoothing (ETS), autoregressive integrated moving average (ARIMA), and artificial neural network (ANN) forecast models using simple and regression-based combination procedures. These methods are implemented in both simulated series and over empirical data from two popular Turkish stock exchanges (i.e., BIST-30 and BIST-100 Indexes). The study has found regression-based forecast combination methods to significantly improve forecast accuracy regarding cases with structural breaks and conditional heteroscedasticity. Dynamically weighted combinations show greater accuracy improvement compared to their static counterparts when the data contain a trend. Simple combination schemes, including simple averages, just perform better than single methods for ETS and ARIMA, while they barely outperform ANN. In conclusion, ANN is found to be the best-performing individual forecasting method for all cases and designs.","PeriodicalId":290018,"journal":{"name":"Ekoist: Journal of Econometrics and Statistics","volume":"16 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130471737","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}

{"title":"Global Uncertainty and Exchange Rate Volatility","authors":"Oğuz Tümtürk","doi":"10.26650/ekoist.2022.37.1112795","DOIUrl":"https://doi.org/10.26650/ekoist.2022.37.1112795","url":null,"abstract":"","PeriodicalId":290018,"journal":{"name":"Ekoist: Journal of Econometrics and Statistics","volume":"115 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132018432","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}

{"title":"Türkiye’de Gıda Fiyatları, Döviz Kuru ve Petrol Fiyatları Arasındaki Asimetrik İlişki","authors":"Hüseyin Içen, Nimet Esenyel İçen, Buğra Polat","doi":"10.26650/ekoist.2022.37.1168678","DOIUrl":"https://doi.org/10.26650/ekoist.2022.37.1168678","url":null,"abstract":"","PeriodicalId":290018,"journal":{"name":"Ekoist: Journal of Econometrics and Statistics","volume":"12 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127754704","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}

{"title":"Türkiye’de 2000 Yılı Sonrasında Altın, Borsa, Döviz Kuru Piyasaları Etkileşimi ve Volatilite Yayılım Etkisi","authors":"Nazan Şak, Hatice Öcal Özkaya","doi":"10.26650/ekoist.2022.37.1199285","DOIUrl":"https://doi.org/10.26650/ekoist.2022.37.1199285","url":null,"abstract":"","PeriodicalId":290018,"journal":{"name":"Ekoist: Journal of Econometrics and Statistics","volume":"40 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133216672","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}

{"title":"Uluslararası Sermaye Akışlarında Ani Duruş: Türkiye Örneği","authors":"Emine Er, Cihan Tanrıöven","doi":"10.26650/ekoist.2022.37.1128095","DOIUrl":"https://doi.org/10.26650/ekoist.2022.37.1128095","url":null,"abstract":"","PeriodicalId":290018,"journal":{"name":"Ekoist: Journal of Econometrics and Statistics","volume":"272 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-11-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134458723","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}

{"title":"OECD Ülkelerinde Demokrasinin Çevresel Bozulma Üzerindeki Etkisi","authors":"Neslihan Ursavaş","doi":"10.26650/ekoist.2022.37.1071062","DOIUrl":"https://doi.org/10.26650/ekoist.2022.37.1071062","url":null,"abstract":"","PeriodicalId":290018,"journal":{"name":"Ekoist: Journal of Econometrics and Statistics","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-10-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126048195","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}

{"title":"Association Rules Mining on Retail Data","authors":"Hatice Dağaslanı, Özlem DENİZ BAŞAR","doi":"10.26650/ekoist.2022.37.1145052","DOIUrl":"https://doi.org/10.26650/ekoist.2022.37.1145052","url":null,"abstract":"","PeriodicalId":290018,"journal":{"name":"Ekoist: Journal of Econometrics and Statistics","volume":"190 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-10-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116516659","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}

{"title":"Türkiye’de “Yastık Altı” Altın: Bir Uygulama","authors":"Server Demirci, S. Güriş, Levent Çinko, Turgut Ün, Şaban Kızılarslan","doi":"10.26650/ekoist.2022.36.1108571","DOIUrl":"https://doi.org/10.26650/ekoist.2022.36.1108571","url":null,"abstract":"","PeriodicalId":290018,"journal":{"name":"Ekoist: Journal of Econometrics and Statistics","volume":"2015 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-05-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127762917","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}