Ekoist: Journal of Econometrics and Statistics最新文献

{"title":"OECD Ülkelerinde İşsizliğin Histeri ve Doğal Oran Çerçevesinde İncelenmesi: Alternatif Panel Birim Kök Testlerinden Kanıtlar","authors":"Melike Dedeoğlu","doi":"10.26650/ekoist.2021.35.0000","DOIUrl":"https://doi.org/10.26650/ekoist.2021.35.0000","url":null,"abstract":"Íşsizlik önemli makro ekonomik sorunlardan birisi olması özelliǧini sürdürmekte, olumsuz etkileri ekonomik düzeyde kalmayıp sosyal düzeyde de tüm toplumlarda görülmektedir. Aralık 2020 verilerine göre Ekonomik Íşbirliǧi ve Kalkınma Örgütü'ne (OECD) üye ülkeler arasında işsizlik oranı Covid-19 pandemisinin henüz işgücü piyasasını sarsmadıǧı Şubat ayına göre 1,7 puan artarak %6,9 olarak gerçekleşmiştir. Pandemi süreci gibi yaşanan şokların işsizlik oranları üzerindeki etkilerinin geçici mi yoksa kalıcı mı olduǧunun işsizlikle etkin mücadele edilebilmesi için doǧru tespit edilmesi gerekmektedir. Íşsizlik oranının seyriyle ilgili üç temel yaklaşım bulunmaktadır. Doǧal oran hipotezine göre işsizlik serisi duraǧan iken histeri hipotezine göre birim kök içermekte, yapısalcı yaklaşıma göre ise kırılmalar olsa da duraǧan bir seyir izlemektedir. Bu çalışmada 30 OECD ülkesinin 2001-2020 yılları arası aylık işsizlik verileri kullanılmıştır. Bu çalışmanın literatüre katkısı pandeminin OECD ülkelerindeki etkisinin 2020 yılına ait aylık verilerin analize katılmasıyla gerçekleşmektedir. Mevsimsellikten arındırılan serilerde yatay kesit baǧımlılıǧı kontrol edildikten sonra histeri veya doǧal oran hipotezlerinin geçerliliǧi yatay kesit baǧımlılıǧını dikkate alan ikinci nesil panel birim kök testleri ile araştırılmıştır. Sırasıyla Pesaran (2007), Smith (2005), Hadri ve Kurozumi (2012) panel birim kök testleri ve daha sonra Nazlıoglu ve Karul (2017) Fourier panel birim kök testleri uygulanmıştır. Uygulanan testlerin tümünün sonuçları OECD paneli için histeri hipotezini doǧrulamaktadır. Sonuçlar, OECD genelinde işsizlik oranını etkileyen şokların kalıcı etkiler bırakacaǧını göstermektedir. .Alternate :Unemployment continues to be one of the important macroeconomic problems, its negative effects are not only seen at the economic level, but also in all societies at the social level. According to December 2020 data, the unemployment rate among the member countries of the Organization for Economic Cooperation and Development (OECD) increased by 1.7 points to 6.9% compared to February, when the Covid-19 pandemic had not yet shaken the labor market. Whether the effects of shocks, such as the pandemic process, on unemployment rates are temporary or permanent, it is necessary to accurately determine to fight unemployment effectively. There are three basic approaches to the course of the unemployment rate. While the unemployment series is stationary according to the natural rate hypothesis, it contains a unit root according to the hysteresis hypothesis, and according to the structuralist approach, it follows a stationary course even though there are breaks. In this study, monthly unemployment data of 30 OECD countries between 2001 and 2020 were used. The contribution of this study to the literature is realized by adding the monthly data of 2020 to the analysis of the effect of the pandemic in OECD countries. After controlling for the cross-sectional dependence in the seasonal","PeriodicalId":290018,"journal":{"name":"Ekoist: Journal of Econometrics and Statistics","volume":"43 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124072492","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’nin Konut Satışı Değerlerinin Yapay Sinir Ağları İle Öngörülmesi","authors":"Burcu Yaman Selçi","doi":"10.26650/ekoist.2021.35.180033","DOIUrl":"https://doi.org/10.26650/ekoist.2021.35.180033","url":null,"abstract":"","PeriodicalId":290018,"journal":{"name":"Ekoist: Journal of Econometrics and Statistics","volume":"29 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125459760","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 İBBS Düzey 1 Bölgelerinde Kapsayıcı Büyüme Açısından Yakınsamanın İncelenmesi","authors":"Semanur Soyyiğit, Sevgi Elverdi","doi":"10.26650/ekoist.2021.35.967983","DOIUrl":"https://doi.org/10.26650/ekoist.2021.35.967983","url":null,"abstract":"","PeriodicalId":290018,"journal":{"name":"Ekoist: Journal of Econometrics and Statistics","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116756681","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":"Kripto Para Birimlerinin Volatilite Yapılarının Karşılaştırmalı Analizi","authors":"Fatih Kazova, Ayça Büyükyılmaz Ercan","doi":"10.26650/ekoist.2021.36.984568","DOIUrl":"https://doi.org/10.26650/ekoist.2021.36.984568","url":null,"abstract":"2008 küresel finans krizi ile birlikte ortaya çıkan kripto para birimi, geleneksel para sisteminin yerini almak üzere geliştirilen alternatif bir deǧişim aracı olmuştur. Kripto para birimleri hızlı ve güvenli işlem yapabilmesi, aracı kurumları ortadan kaldırması ve düşük maliyetli olmasından dolayı giderek popüler hale gelmiştir. Ancak kripto para piyasasındaki sert dalgalanmalardan ötürü oluşan yüksek risk-getiri oranı nedeniyle literatürde kripto paraların getirilerinin yanında risklerinin de dikkate alınmasının önemi vurgulanmaktadır. Bu çalışmada pozitif ve negatif şokların kripto para birimlerinin getiri oranlarının volatilitesi üzerindeki etkilerinin araştırılması amaçlanmıştır. Bu doǧrultuda piyasa deǧeri yüksek olan BTC, ETH, XRP, ADA, LTC, BCH, XLM, LINK, TRX ve DOGE kripto para birimleri seçilerek getiri serileri oluşturulmuştur. Bu getiri serilerinin volatiliteleri simetrik ve asimetrik koşullu deǧişen varyans modelleri kullanılarak analiz edilmiştir. Veri seti dönemi her bir kripto para birimi için deǧişmekle birlikte en geniş veri seti 01.01.2017-16.01.2021 dönemini kapsamaktadır. Elde edilen bulgular BTC, ADA, LINK getiri serilerinde meydana gelen negatif şokların pozitif şoklara göre volatilite üzerinde daha çok etkisi olduǧunu göstermiştir. Diǧer taraftan ETH, XRP, LTC, BCH, XLM, TRX, DOGE getiri serilerinde ise pozitif şokların volatilite üzerinde daha büyük bir etkiye sahip olduǧu sonucuna ulaşılmıştır. Sonuç olarak bu çalışmada kullanılan veriler için getiri serilerinin volatilitelerinin modellenmesinde asimetrik koşullu deǧişen varyans modellerinin, simetrik koşullu deǧişen varyans modellerine göre daha anlamlı sonuçlar verdiǧini göstermiştir.Alternate :Cryptocurrency emerged as an alternative medium of exchange developed after the 2008 global financial crisis to replace the traditional money system. Cryptocurrencies have become increasingly popular because of their fast and secure transactions, elimination of intermediaries, and low cost. However, due to the high risk-return ratio arising from sharp fluctuations in the cryptomoney market, studies have emphasized that the risks of cryptocurrencies should be considered in addition to their returns. This study investigates the effects of positive and negative shocks on the volatility of the rates of return on cryptocurrencies. In this direction, a return series was created by choosing BTC, ETH, XRP, ADA, LTC, BCH, XLM, LINK, TRX, and DOGE cryptocurrencies with high market values. The volatility of these return series was analyzed using symmetric and asymmetric conditional heteroskedasticity models. Although the data set period varies for each cryptocurrency, the largest dataset covers the period from January 1, 2017, to January 16, 2021. The findings show that negative shocks in BTC, ADA, and LINK return series have more effect on volatility than positive shocks. Alternatively, it was concluded that positive shocks have a greater effect on volatility in ETH, XRP, LTC, BCH, XLM, ","PeriodicalId":290018,"journal":{"name":"Ekoist: Journal of Econometrics and Statistics","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125316019","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":"Toplumsal Cinsiyet Eşitsizliği ve Toplumsal Baskı: Türkiye İstatistik Kurumu Yaşam Memnuniyeti Araştırması Üzerine Analizler","authors":"Sema Ulutürk Akman","doi":"10.26650/ekoist.2021.35.984568","DOIUrl":"https://doi.org/10.26650/ekoist.2021.35.984568","url":null,"abstract":"","PeriodicalId":290018,"journal":{"name":"Ekoist: Journal of Econometrics and Statistics","volume":"35 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-10-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133316306","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":"Financial Performance Evaluation of Airline Companies with Fuzzy AHP and Grey Relational Analysis Methods","authors":"Enes Ellibeş, G. Candan","doi":"10.26650/EKOIST.2021.34.917326","DOIUrl":"https://doi.org/10.26650/EKOIST.2021.34.917326","url":null,"abstract":"Air transport is an essential part of the transportation sector to provide speed, reliability and economic advantage. It is possible to say that; companies operating in the aviation sector have a financially fragile structure. There are many airline companies in the aviation sector in the world and Turkey. In this study five airline companies from EU member states and Turkey, including Turkish Airlines (THY), British Airways, Air France KLM, Lufthansa and Ryanair’s financial performance in the 2012-2018 period were evaluated. To determine the importance of the financial criteria, which were determined according to the literature, eight different expert opinions were taken and the weights of the criteria were determined according to expert’s opinions with the Fuzzy Analytical Hierarchy Process (FAHP) method. The financial performance rankings of the companies were realized with the Grey Relational Analysis (GRA) method. When looking at the analysis results of 2018, the company with the best financial performance was determined as THY. It is followed by Air France KLM, British Airways, Ryanair and Lufthansa, respectively. In the study, the Spearman correlation method was applied to the financial performance rankings determined by the GRA. The rankings were interpreted statistically, and Kendall's Tau correlation test was applied to examine the relationship between the number of flight destinations and the financial performance rankings of airline companies.","PeriodicalId":290018,"journal":{"name":"Ekoist: Journal of Econometrics and Statistics","volume":"26 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114733824","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":"Mathematical Study of the Verhulst and Gompertz Growth Functions and Their Contemporary Applications","authors":"Cemil İskender","doi":"10.26650/EKOIST.2021.34.876749","DOIUrl":"https://doi.org/10.26650/EKOIST.2021.34.876749","url":null,"abstract":"This study examines the mathematical characteristics of the logistic, the generalized logistic and the Gompertz growth function used in human population analysis. When a population growth is mathematically modeled, it starts with differential equations considered as a preliminary study. Then, a general solution equation is derived. This is the method followed by the mathematicians who developed these models. To prepare for the study, I used the framework of the objectives and adhered to the resources and approaches outlined by mathematicians who developed the growth function. In addition, I wanted to evaluate the methodologies that remain valid in contemporary applications using the current perspectives. Mathematician and actuary Benjamin Gompertz developed the first survivors’ function in 1825 which was used later as a population growth function while systematizing life tables. In his three published articles, the mathematician Pierre-Francois Verhulst developed a logistic human population growth function based on his economic analysis. In addition, he searched for test opportunities using the limited population statistics of France, Belgium, England, the USA, and Russia. Contemporary authors Richards and, ‘Ricketts and Head’ made very invaluable contributions to logistic growth function.","PeriodicalId":290018,"journal":{"name":"Ekoist: Journal of Econometrics and Statistics","volume":"15 11-12 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131487930","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":"The Determinants of Child Labor in MINT Countries: Dynamic Panel Data Analysis","authors":"Süreyya İmre","doi":"10.26650/EKOIST.2021.34.912176","DOIUrl":"https://doi.org/10.26650/EKOIST.2021.34.912176","url":null,"abstract":"There are many studies in the literature on child labor. However, most of these studies are based on statistics on children, or the factors that cause child labor are explained as economic concepts. The purpose of this study is to investigate the reasons why school-age children adopt the role of \"child laborer\" and determine the effects of these factors. In this context, in order to examine the factors affecting child labor in developing countries, this study has tried to determine the factors causing child labor with dynamic panel data analysis using MINT Countries data for the period of 1990-2018. The countries’ development levels and poverty are closely related to child labor. For this reason, the human development index is added to the model as a dependent variable. Considering the studies in the literature, population growth, primary school enrollment rate, primary school duration, and labor force participation rate variables were added to the model as independent variables. At the end of the analysis, all variables were found to be statistically significant. The effect of population growth and the number of primary school students on the human development index was negative, while the effect of other variables was positive.","PeriodicalId":290018,"journal":{"name":"Ekoist: Journal of Econometrics and Statistics","volume":"44 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133394033","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":"Ekonometrik Okuryazarlık ve Ekonometri Eğitimi","authors":"S. Güriş","doi":"10.26650/EKOIST.2021.34.942384","DOIUrl":"https://doi.org/10.26650/EKOIST.2021.34.942384","url":null,"abstract":"When it comes to literacy, reading and writing are the first things that come to mind. Literacy is the ability to read and understand a written language. The term is also used in scientific literacy, where it refers to the learning and use of knowledge and skills in various disciplines to contribute to social and economic life. By utilizing a scientific literacy approach, the aim is to obtain information that facilitates daily life and decision-making in business. Literacy can be achieved in all scientific disciplines, including econometrics. While econometric literacy increases the importance and contribution of econometrics, it also must benefit from econometrics. Thus, while preventing erroneous practices, econometrics will also contribute to making correct decisions. Therefore, while introducing the concept of econometric literacy regarding the existing literature, studies on this subject should be conducted. Econometrics enables the analysis of economic events through econometric methods, making significant, indispensable contributions. Basic econometrics courses are taught in economics, finance, business administration, and different departments of other faculties. We can teach econometrics to these students with a different approach, providing all basic econometric methods and formulas without offering proofs or excessive theoretical explanations. When students receiving this education see reports containing econometric research, they can examine and evaluate the reports and apply their knowledge.","PeriodicalId":290018,"journal":{"name":"Ekoist: Journal of Econometrics and Statistics","volume":"52 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"117022314","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":"Examining the Connection amongst Renewable Energy, Economic Growth and Carbon Dioxide Emissions in Algeria","authors":"Salah Eddine Sari Hassoun, Mohammed. Mekidiche., M. Guellil","doi":"10.26650/EKOIST.2018.14.29.0013","DOIUrl":"https://doi.org/10.26650/EKOIST.2018.14.29.0013","url":null,"abstract":"In this paper, we shall study the relationship between renewable energy, economic growth (GDP), carbon dioxide emissions and with control variable that are estimated into realized volatility and to verify if the EKC hypothesis is accepted or not. This study is focussed on the Algerian situation during the periods of 1995-2016 and we employed the VECM procedure and Granger causality to estimate the short and long-run coefficients. We found with VECM that an increase in carbon dioxide emissions, fossil energy consumption and production will raise the level of economic growth, while an increase in GDP, fossil energy consumption and production will upsurge the level of carbon dioxide emissions, but an increase in renewable energy consumption will reduce both GDP and carbon dioxide emissions. We concluded in the short-term that there’s bidirectional causality between carbon dioxide emissions and GDP and there is unidirectional causality running from renewable energy consumption to carbon dioxide emissions.Classification-JEL: C01, C2, C24, N7","PeriodicalId":290018,"journal":{"name":"Ekoist: Journal of Econometrics and Statistics","volume":"28 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-07-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127783587","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}