Erciyes Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi最新文献

筛选
英文 中文
OBESİTY AND POVERTY: EVİDENCE FROM TURKEY Obesİty和贫穷:evİdence来自土耳其
Erciyes Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi Pub Date : 2022-07-17 DOI: 10.18070/erciyesiibd.1061750
{"title":"OBESİTY AND POVERTY: EVİDENCE FROM TURKEY","authors":"","doi":"10.18070/erciyesiibd.1061750","DOIUrl":"https://doi.org/10.18070/erciyesiibd.1061750","url":null,"abstract":"Gelişmiş ve gelişmekte olan ülkelerde obezite yıkıcı etkiye sahip bir sağlık problemidir. Sosyoekonomik statü ile obezite arasında ilişki net bir sonuca varılamamıştır. Türkiye’de yoksulluk oranındaki artışa bağlı olarak gelir eşitsizliği artış göstermektedir. Türkiye’de artan obezite ve gelir eşitsizliği sorununu anlayabilmek için gelir eşitsizliğinin obezite yaygınlığı üzerindeki rolünü araştırmak gerekir. Bu çalışmanın amacı yoksulluk durumu ile obezite/aşırı kilolu arasındaki ilişkiyi incelemektir. Çalışmada iki farklı yöntem kullanılmıştır. İlkinde obezite ile yoksulluk arasındaki ilişkide yoksulluğun içselliğini göz ardı edilerek oluşturulan probit model ele alınmıştır. İkincisinde ise obezite ile yoksulluk arasında eş zamanlı ilişkisini ve yoksulluğun içselliği göz önünde bulunduran yinelenen iki değişkenli probit model tercih edilmiştir. Analizde Türkiye İstatistik Kurumu tarafından oluşturulan 2019 yılına ait Türkiye Sağlık Araştırması veri setinden yararlanılmıştır. Her iki model için yoksulluk ile obez/aşırı kilolu arasında negatif ilişki olduğu sonucuna varılmıştır. İki değişken arasında içsellik sorunu olduğunu ve yoksulluğun obezite/aşırı kilo olma olasılığını %21.6 azalttığı sonucuna varılmıştır. Ayrıca, yaş, cinsiyet, eğitim, medeni durum, çalışma durumu, sigara ve alkol kullanım gibi önemli faktörler obez/aşırı kilo ve yoksulluk üzerinde istatistiksel olarak anlamlıdır. Önemli bulgulardan biriside eğitim düzeyindeki artış yoksulluk ve obez/aşırı kilolu olma olasılığını azaltıcı etkisi bulunmuştur.","PeriodicalId":53159,"journal":{"name":"Erciyes Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67667221","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 FACTORS AFFECTING THE INTRA INDUSTRY TRADE BETWEEN THE UNITED KINGDOM AND THE UNITED STATES: AN ARDL MODEL APPROACH 影响英国与美国产业内贸易的因素:一个ardl模型方法
Erciyes Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi Pub Date : 2022-07-17 DOI: 10.18070/erciyesiibd.1057234
Özlem TOPLU YILMAZ
{"title":"THE FACTORS AFFECTING THE INTRA INDUSTRY TRADE BETWEEN THE UNITED KINGDOM AND THE UNITED STATES: AN ARDL MODEL APPROACH","authors":"Özlem TOPLU YILMAZ","doi":"10.18070/erciyesiibd.1057234","DOIUrl":"https://doi.org/10.18070/erciyesiibd.1057234","url":null,"abstract":"This study is an analysis of the intra industry trade between the United Kingdom and the United States of America in the manufacturing sector. The analysis comprises of the years between 1993 and 2019. The factors influencing the intra industry trade and their impacts are examined. With the help of ARDL approach, cointegration between the variables is tested. According to the results, foreign direct investment, per capita income difference and trade openness are affective in the long run, but in the short run, per capita income difference, GDP difference and trade orientation are affective. Per capita income difference has an impact on the intra industry trade both in the short run and in the long run, demonstrating the Linder’s Theory of Overlapping Demands which proposes that the international trade will be stronger between countries with similar per capita income levels.","PeriodicalId":53159,"journal":{"name":"Erciyes Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67667198","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
MESKEN NİTELİKTEKİ GAYRİMENKULLERİN FİYATINI OLUŞTURAN PARAEMETLERİN BELİRLENMESİ: ANKARA İLİ ÇANKAYA İLÇESİ ÖRNEĞİ PARAEMETS出现在捕鱼的直接条款的文本
Erciyes Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi Pub Date : 2022-06-30 DOI: 10.18070/erciyesiibd.1081522
Raif Uğur Uyar, Yesim ALİ̇EFENDİ̇OGLU, Harun Tanrıvermiş
{"title":"MESKEN NİTELİKTEKİ GAYRİMENKULLERİN FİYATINI OLUŞTURAN PARAEMETLERİN BELİRLENMESİ: ANKARA İLİ ÇANKAYA İLÇESİ ÖRNEĞİ","authors":"Raif Uğur Uyar, Yesim ALİ̇EFENDİ̇OGLU, Harun Tanrıvermiş","doi":"10.18070/erciyesiibd.1081522","DOIUrl":"https://doi.org/10.18070/erciyesiibd.1081522","url":null,"abstract":"Çalışmada, Ankara ili Çankaya ilçesinde mesken nitelikli bağımsız bölümlerin fiyat oluşumunda etkin olan parametreler mekânsal ekonometrik yöntemlerde En Küçük Kareler (EKK) yöntemi kullanılarak Spatial Error Model (SEM), Spatial Auto Regressive Model (SAR) ile Spatial Durbin Model (SDM) tarafından döndürülen sonuçlara göre değerlendirilmiştir. Belediyelerin en önemli gelir girdisi olarak emlak vergisinin doğru belirlenmesi bağımsız bölümün fiyatının olabildiğince doğru tahmin edilebilmesine fiyatın doğru tahmin edilebilmesi ise fiyatı oluşturan parametrelerin doğru belirlenebilmesine bağlıdır. Mekânsal ekonometrinin sonuç çıktılarından olan rho katsayısı ile belirlenen yapı stoklarının birbirlerinin fiyatına olan etkisi aracılığıyla incelenen birimdeki sosyal etkileşim de belirli bölgelerin oluşturulması esnasında göz önüne alınması gereklidir. Durbin modelinin döndürdüğü çevre etkileşimi ise hangi sosyal tabakaların hangi fiyat oluşumuna ne kadar etkin olduğunun belirlenmesinde bir araç olarak kullanılabilir. Mekânsal ekonometrik sonuçların doğru değerlendirilmesi fiyat oluşumundan sosyal tabakaların etkileşimine kadar birçok konuda karar verilebilmesine yardımcı olabilecektir. Çalışmada emlak beyan değeri üzerinde etkin parametrelerin özellikle beyan değerinin denklemden dışlanmasıyla ortaya çıktığını dolayısıyla beyan değerinin doğru olarak belirlenmesinin ne derece önemli olduğu ortaya konulmuştur. Bu bağlamda belediyelerin profesyonel kurumlardan destek alması zorunluluğu da çalışmanın gayri ihtiyari sonuçlarından birisi olarak ortaya çıkmıştır.","PeriodicalId":53159,"journal":{"name":"Erciyes Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67667272","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
DOĞRUSAL OLMAYAN EŞBÜTÜNLEŞME TESTLERİ İLE TÜRKİYE EKONOMİSİNDE HİSSE SENEDİ FİYATI VE SEÇİLEN EKONOMİK DEĞİŞKENLER ARASINDAKİ İLİŞKİNİN ANALİZİ FYIA与儿童经济决策
Erciyes Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi Pub Date : 2022-06-02 DOI: 10.18070/erciyesiibd.1015405
Elaheh Rahmani, B. Güriş
{"title":"DOĞRUSAL OLMAYAN EŞBÜTÜNLEŞME TESTLERİ İLE TÜRKİYE EKONOMİSİNDE HİSSE SENEDİ FİYATI VE SEÇİLEN EKONOMİK DEĞİŞKENLER ARASINDAKİ İLİŞKİNİN ANALİZİ","authors":"Elaheh Rahmani, B. Güriş","doi":"10.18070/erciyesiibd.1015405","DOIUrl":"https://doi.org/10.18070/erciyesiibd.1015405","url":null,"abstract":"After globalization, all the markets in the world are known as a competitive field and accordingly the economic interactions emerge more strongly. Similarly, Turkey stock market can be affected by both national and international economic variables. This study analyses nonlinear cointegration between stock price and some selected economic variables in Turkey for the period January 2000 to June 2019. It particularly compares the result of KSS (2006) and Maki (2010) cointegration tests. The results of these two tests are different because of using different processes. Our findings support the presence of long run relationship with STAR adjustment between stock price and other economic variables. Findings also shows that the adjustment of equilibrium between stock price, gold price and exchange rate take much time while the adjustment of equilibrium between stock price, interest rate and inflation don’t take much time. Moreover, there are the long run causality between stock price and other variables except interest rate. The findings of this study can be helpful for Turkish portfolio management, as well as the financial risk management","PeriodicalId":53159,"journal":{"name":"Erciyes Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-06-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49514821","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
Tarihsel-Karşılaştırmalı Çokkültürlülük: Baskılara Karşı Bir Direniş Olarak Ahameniş ve Erken Abbasi Dönemi 历史比较多媒体:抵抗压力、阿赫梅尼什和早期阿巴斯运动
Erciyes Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi Pub Date : 2022-05-30 DOI: 10.18070/erciyesiibd.1058812
İbrahim Halil Menek, Emel Topçu
{"title":"Tarihsel-Karşılaştırmalı Çokkültürlülük: Baskılara Karşı Bir Direniş Olarak Ahameniş ve Erken Abbasi Dönemi","authors":"İbrahim Halil Menek, Emel Topçu","doi":"10.18070/erciyesiibd.1058812","DOIUrl":"https://doi.org/10.18070/erciyesiibd.1058812","url":null,"abstract":"This study covers the research of the Achaemenid Empire and the early Abbasid period, which are considered as two historical examples of multiculturalism, within the framework of the comparative historical method. It was concluded as a result of the research that both Achaemenid (Persian) Empire and the early period of the Abbasid Empire (750-833) showed similarities in terms of ending oppressive and assimilationist policies of previous civilations, grabing the power with a revolution that broke out against social stratification and applying religious freedom policies despite the driving force of a monotheistic religion. It was also concluded that these characteristics contributed to the transformation of both empires into a multicultural society. In order to compare these two historical examples of multiculturalism, in the study, which was shaped based on the data obtained from the literature review within the framework of the comparative analysis method, it was found that the two empires had various similarities in terms of multiculturalism.","PeriodicalId":53159,"journal":{"name":"Erciyes Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-05-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48272547","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
FORECASTING OF TURKEY'S UNEMPLOYMENT RATE FOR FUTURE PERIODS WITH ARTIFICIAL NEURAL NETWORKS 用人工神经网络预测土耳其未来的失业率
Erciyes Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi Pub Date : 2022-05-30 DOI: 10.18070/erciyesiibd.1056618
Mehmet Karahan, Fatma Çetintaş
{"title":"FORECASTING OF TURKEY'S UNEMPLOYMENT RATE FOR FUTURE PERIODS WITH ARTIFICIAL NEURAL NETWORKS","authors":"Mehmet Karahan, Fatma Çetintaş","doi":"10.18070/erciyesiibd.1056618","DOIUrl":"https://doi.org/10.18070/erciyesiibd.1056618","url":null,"abstract":"In world economies, in order to achieve high national income level, employment has an important effect. Therefore, it is necessary for unemployment to be highly low. Labor force structure of a country specifies the state of that country, and that unemployment rates are at high levels is an indicator of that there is a deviation in the development and growth rate of country economy. In this context, forecasting unemployment rates in the next periods of Turkey, in order to develop solution suggestions for unemployment problem which is one of the most important problems of today, and make contribution to improving country economy, it was decided to conduct such a study. In this forecasting study conducted, due to the fact that the risk to obtain wrong results with traditional methods is high in the solutions of chaotic contented problems, it was decided to be used ANN (Artificial Neural Network) method, which presents healthy solutions of the chaotic problems including partly erroneous or over deviating data and is one of the contemporary methods, commonly used in the literature. In the study, utilizing the monthly basic economic indicators of Turkey belonging to the period of 2005-2018, forecast of unemployment rate for the next periods was made by ANN method, and the data belonging to totally six basic economic indicators were used in the forecast. As a conclusion of the study, it was identified that the forecast made by the model developed produced the reliable results that are quite close to the reality.","PeriodicalId":53159,"journal":{"name":"Erciyes Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-05-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67667164","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
AN ANALYSIS OF THE TRADE COMPETITIVENESS OF TURKISH, POLISH AND CEZCH AUTOMOTIVE INDUSTRY 土耳其、波兰和捷克汽车工业贸易竞争力分析
Erciyes Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi Pub Date : 2022-05-10 DOI: 10.18070/erciyesiibd.1014531
Rahmi Çetin, Burak Uğur
{"title":"AN ANALYSIS OF THE TRADE COMPETITIVENESS OF TURKISH, POLISH AND CEZCH AUTOMOTIVE INDUSTRY","authors":"Rahmi Çetin, Burak Uğur","doi":"10.18070/erciyesiibd.1014531","DOIUrl":"https://doi.org/10.18070/erciyesiibd.1014531","url":null,"abstract":"The purpose of this study was to evaluate the trade competitiveness of automotive industry which has significant shares in the productions and exports of Turkish, Polish and Czech manufacturing sectors, especially after the year 2000. In this study, trade data between the period 2001-2019, which are prepared with respect to the Harmonized Classification (HS) system at the 2 and 4 digits level, have been used. In measuring the country’s international trade competitiveness, we have utilised two different Revealed Comparative Advantage indices (RCA). The results of RCA tests at the industry level show that Turkey and Poland both have a low level of competitiveness in the exports of road vehicles industry, while Czechia has a mid level of competitiveness in the same industry. In addition, the results of the sub-sectoral RCA tests indicate that Turkey has a high level of competitiveness in the exports of passenger and goods carrying vehicles, Poland has a high level of competitiveness in the exports of passenger carrying vehicles only, while Czechia has a mid level of competitiveness in the exports of passenger carrying vehicles and products that are equipped with high-tech features (private cars and their equipments and parts).","PeriodicalId":53159,"journal":{"name":"Erciyes Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-05-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67667154","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
KÜRESEL EKONOMİK KRİZLERİN KATILIM BANKALARININ PERFORMANSI ÜZERİNDEKİ ETKİLERİ: COVID-19 SALGINI ÖRNEĞİ 新冠肺炎医疗犯罪执行情况上诉详情
Erciyes Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi Pub Date : 2022-04-25 DOI: 10.18070/erciyesiibd.1032746
Güven Delice, Hacı Ahmet Karadaş
{"title":"KÜRESEL EKONOMİK KRİZLERİN KATILIM BANKALARININ PERFORMANSI ÜZERİNDEKİ ETKİLERİ: COVID-19 SALGINI ÖRNEĞİ","authors":"Güven Delice, Hacı Ahmet Karadaş","doi":"10.18070/erciyesiibd.1032746","DOIUrl":"https://doi.org/10.18070/erciyesiibd.1032746","url":null,"abstract":"The efficiency of Islamic banking practices operating under the name of Participation Banks in Turkey and their share in the financial system have gradually increased, and thanks to the products offered by these banks, significant progress has been made in bringing savings into the financial system, in obtaining resources from abroad as well as from within the country, and in the diversification of resources. Determining the impact level of global crises to the Islamic banking system, which is built on interest-free transactions, will enable the efficiency of the system to be determined and the necessary improvements to be made for the faulty aspects. In this context, in our study, the developments in the performance of participation banks operating in Turkey in the face of global economic/financial problems caused by the 2008 global financial crisis and the Covid-19 pandemic are discussed in comparison with deposit banks. By using the Gregory-Hansen cointegration test, which considers the structural breaks in the system, the effects of the ratio of operating expenses to assets, financing-deposit (participation fund) ratio, non-performing financing ratio, and capital adequacy ratio indicators on the return on assets were analyzed. According to the findings, there was a break in the performance of participation banks in 2010 (the period when the crisis turned into a debt crisis in Europe) after the 2008 global financial crisis, but no break in the pandemic process. In terms of deposit banks, a break occurred in 2009, right after the global financial crisis. Other findings of the study include that the Covid-19 process did not create a break on deposit banks.","PeriodicalId":53159,"journal":{"name":"Erciyes Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-04-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47235259","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
DYSFUNCTIONAL CONSUMPTION OF PUBLIC SERVICES: CONSUMERS' TENDENCY TO VIOLATE TRAFFIC LIGHTS RULES 功能失调的公共服务消费:消费者违反交通信号灯规则的倾向
Erciyes Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi Pub Date : 2022-04-14 DOI: 10.18070/erciyesiibd.1027021
Hande Bi̇lgehan, Enes Inan, Ayla ÖZHAN DEDEOĞLU, Ezgi Kabasakal
{"title":"DYSFUNCTIONAL CONSUMPTION OF PUBLIC SERVICES: CONSUMERS' TENDENCY TO VIOLATE TRAFFIC LIGHTS RULES","authors":"Hande Bi̇lgehan, Enes Inan, Ayla ÖZHAN DEDEOĞLU, Ezgi Kabasakal","doi":"10.18070/erciyesiibd.1027021","DOIUrl":"https://doi.org/10.18070/erciyesiibd.1027021","url":null,"abstract":"Consumption of public services takes place in a collective context where not only one but all consumers’ interests are at stake. Therefore, dysfunctional consumption of these services puts individual and, also, collective benefits at risk. As a public service, traffic lighting services are consumed by drivers. The present study examines consumers’ tendency to violate the yellow light rules in traffic, in other words, the tendency of dysfunctional consumption of yellow traffic lights. The findings indicate that as “the degree of awareness of the driver's responsibilities in the traffic”, “the tendency to comply with the feedback received from the immediate environment”, “the tendency to comply with the public service rules” decrease, the tendency to violate the yellow light, in other words, the tendency to consume traffic lighting services irresponsibly increases. Moreover, the fact the driver does not evaluate non-compliance as a negative behavior lets him violate the yellow light. In addition, it has been observed that drivers who have not been punished for violating the yellow lights before comply with the yellow light rules more than those who have been punished, drivers who have not had a traffic accident before comply with the yellow light rules more than those who have had a traffic accident. Besides that, female drivers comply with the yellow light rules more than male drivers. Suggestions for using the findings of the study within the scope of social marketing campaigns aiming to convey the importance of functional consumption of public services to consumers have also been developed.","PeriodicalId":53159,"journal":{"name":"Erciyes Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-04-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48659799","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
SHORT- AND LONG-RUN ASYMMETRIC EFFECT OF OIL PRICE SHOCKS ON BIST100 RETURN INDEX: EVIDENCE FROM NARDL ANALYSIS 油价冲击对bst100收益指数的短期和长期不对称影响:来自数据分析的证据
Erciyes Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi Pub Date : 2022-04-07 DOI: 10.18070/erciyesiibd.1067906
Halil Altıntaş
{"title":"SHORT- AND LONG-RUN ASYMMETRIC EFFECT OF OIL PRICE SHOCKS ON BIST100 RETURN INDEX: EVIDENCE FROM NARDL ANALYSIS","authors":"Halil Altıntaş","doi":"10.18070/erciyesiibd.1067906","DOIUrl":"https://doi.org/10.18070/erciyesiibd.1067906","url":null,"abstract":"This paper examines the nonlinear effects of different three types of oil price shocks, proposed by Ready (2018), namely, supply, demand, and risk shocks on BIST100 return index based on monthly data from January 2003 to January 2019 using a recently developed approach non-linear autoregressive distributed lags -NARDL model. Our result shows that there is a nonlinear cointegration relationships between three types of oil price shocks and BIST100 return index and results also shows that the impacts of positive and negative changes in the oil price shocks on stock return substantially vary in the short-and long-run. The long-run coefficients of positive and negative oil demand shocks, respectively, are positive and negative but the positive demand shock is greater economic impact of the negative demand shock. This means that stock returns are more affected by global demand growth in Turkey Further, the positive oil supply and positive risk shocks led to reduce stock return and negative supply and negative risk shocks led to raise stock return. In terms of the total effect, both the positive oil supply and positive risk shocks are greater impact in causing decrease stock returns during this period.","PeriodicalId":53159,"journal":{"name":"Erciyes Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-04-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67667260","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
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:481959085
Book学术官方微信