Ekonomi Bölümü Koleksiyonu

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https://hdl.handle.net/20.500.12939/63

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Economic policy uncertainty and capital investment: Evidence from European tourism firms
(Sage Publications, 2025) Vardar, Nevzat Barış; Çifter, Atilla; Erhan, Gözde; Akay, Gökhan H.
This paper investigates the impact of economic policy uncertainty (EPU) on the capital investment behavior of tourism firms in Europe. Using firm-level data from 4874 firms in 11 European countries for the period 2012-2022, we conduct a dynamic panel data analysis that accounts for the different effects of domestic and global policy uncertainty on the tourism industry and its sub-industries. The results reveal that both domestic and global EPU slow down capital investment in the tourism industry. Notably, global EPU has a significant negative impact in all sub-industries, while domestic EPU mainly affects the hotel sub-industry. These findings remain robust when different firm- and country-specific factors are taken into account. Our study highlights the need for policymakers to reduce policy uncertainty to encourage greater investment. Tourism managers may also benefit from considering both domestic and global uncertainties along with industry-specific characteristics in their investment decisions.
Optimal taxation of nonrenewable resources during clean energy transition: A general equilibrium approach
(Elsevier B.V., 2024) Vardar, Nevzat Barış
In this paper we study clean energy transition in a modified version of the Ramsey growth model by including nonrenewable and renewable resources as well as pollution externalities. The main difference from previous works is that we consider imperfect substitution between nonrenewable and renewable resources. We characterize the social optimum and show that the economy converges to a clean state in the long run. We then study the decentralized equilibrium and show that the economy converges to the same state even without regulation, but with higher environmental damage. Further, we investigate the properties of the taxation trajectory that drives the laissez-faire economy to follow the optimal path and show that it can be either increasing or decreasing over time. We identify different channels that influence the path of optimal taxation and show that it depends, among other things, on the level of capital, the cost of renewable energy and the degree of substitution between renewable and nonrenewable resources.
Political business cycles in Türkiye: a chaotic perspective
(Springer, 2024) Sonüstün, Fulya Özaksoy; Bildirici, Melike
This paper has the goal of analyzing the chaotic structure of political business cycles in Türkiye for the period from 1986 March to 2020 January. To investigate the existence of uncertainty, the chaotic dynamics of the analyzed variables was examined using the Lyapunov exponent, Shannon entropy, and Hurst entropy. The Fourier VAR model was applied to determine the effects of unemployment, inflation, economic growth, and the minimum wage on voting behavior in Türkiye. The Granger Causality approach was also used to assess the direction of the causal relationship between macroeconomic factors and political party groups. Granger causality analysis findings of this paper reveal a bi-directional Granger causality link between the center-right party and economic growth, inflation, unemployment, and the minimum wage. Furthermore, there is also a uni-directional causality relation from inflation, unemployment, and economic growth to the center-left party and a bi-directional causality relation between the minimum wage and the center-left party. In this regard, one of the most remarkable evaluations of this paper is that the sensitivity findings of party groups to macroeconomic factors in Türkiye do not align with the core assumptions of the Partisan Theory concerning the right-left party division. Therefore, contrary to the related theory, the analysis results indicate that it is not eligible to make a sharp and distinct distinction between right-wing and left-wing parties in Türkiye. Additionally, Lyapunov exponent, Shannon entropy, and Hurst entropy findings point to the existence of chaotic structure and uncertainty in political cyclical fluctuations in Türkiye. Accordingly, it is figured out that the existence of chaotic structure and uncertainty in party groups and analyzed variables allows only short-term and not long-term forecasting.
CDS risk premia forecasting with multi-featured deep RNNs: An application on BR[I]CS countries
(Borsa Istanbul Anonim Sirketi, 2023) Kütük, Yasin
Using state-of-the-art recurrent neural network architectures, this study attempts to predict credit default swap risk premia for BR[I]CS countries as accurately as possible. In the time series setting, these recurrent neural networks are ELMAN, NARX, GRU, and LSTM RNNs, considering local and global features. The predictive power of each architecture is compared, and the results differ depending on the country. NARX RNN was the best predictor for Brazil and South Africa in various settings. Meanwhile, ELMAN RNN produces more accurate results in China, whereas Russia's long short-term memory RNN achieves the best predictors among other countries’ RNNs.
Dependency on imported energy in Turkey : input-output analysis
(2023) Erkök, Banu; Kütük, Yasin
The main goal of this paper is to reveal the extent of the import dependency on electricity, gas, steam, and air conditioning supply (EGSA), the basic component of energy, in Turkey. Such that growing industrialization in Turkey has expanded the need for energy since many sectors use energy as input to produce output. However, Turkey’s domestic production fails to meet the energy demand. For this reason, Turkey meets approximately 75 percent of its energy needs through imports, leading to an increase in the current account deficit. Energy imports, approximately 20 percent of total imports, have become the primary component of the current account deficit, exposing the Turkish economy to instabilities in global gas and oil prices and several additional risks. In this context, we analyzed the extent of the dependency on energy by the input-output tables of 2002 and 2012. The results underline that as production increases, energy imports increase, and the economic leakage generated by the rise in demand for energy increases. This creates a significant obstacle to the development of the Turkish economy. Hence, existing policies for domestic energy production need to be strengthened for sustainable development goals and to decrease the high current account deficit in Turkey.
Leaving the nest : inquiring the determinant factors of leaving the parental home for young individuals in Turkey
(2023) Vardar, Nevzat Barış; Yanık İlhan, Bengi; Ekal, Berna; Bozkurt, Gözde; Erer, Elif
This paper examines the determinants of young individuals' decision to leave their parental home in Turkey in the last decade. Using data from the Household Income and Living Conditions Survey (HILCS) from 2011 to 2021, we conduct a logit regression analysis to estimate the probability of young people leaving their parental home for reasons other than marriage. In this regard, we examine the household composition in the data, and we take the situation of living away from parental home as the dependent variable. We observe that the tendency to live independently of parents has increased slightly among young people over the past decade. We examine this new household trend at its outset, and our goal is to identify the factors that lead to the decision of young individuals to live independently. The results show the importance of income, education, gender, age, employment status, and regional differences in young individuals' residential choices. In particular, we show that personal income is a determining factor from mid-youth forward, while other factors predominate in early youth, and, for women, income and occupational status appear to be the dominant factors.
Divergence and club convergence in NATO
(Springer Science and Business Media Deutschland GmbH, 2023) Kütük, Yasin
This study examines whether there is convergence in military expenditures among NATO countries by using Philips and Sul (Econometrica 75:1771–1855, 2007) convergence methodology. We obtained the primary dataset of 27 NATO member countries between 2009 and 2021 for their military expenditures to accomplish this. The results show no convergence between the military expenditures of NATO member states. In addition, although these 27 member countries are divergent, the analysis also identified three convergent clubs among NATO members with exciting patterns and trends in their military expenditures.
The nonlinear relationship between political trust and nonelectoral political participation in democratic and nondemocratic regimes
(John Wiley and Sons Inc, 2023) Kütük, Yasin; Usturalı, Adil
Objective: Citizens use nonelectoral means of political participation along with electoral ones. However, we expect that engaging in nonelectoral political participation (NEPP) is quite dependent on the legitimacy of the state and its institutions, as well as the regime type. This article explores the relationship between NEPP and political trust (PT), which can indicate the legitimacy of such institutions. Method: We utilize the seventh wave of World Values Survey to test such relationships in countries classified as democratic and nondemocratic following the Freedom in the World Index. We hypothesize that in democratic countries there is an inverted U-shaped curvilinear relationship between PT and NEPP. We also hypothesize that there would be a negative relationship between PT and NEPP in nondemocratic countries. Result: The analysis of the data confirms the first hypothesis, which is our main contribution. We also found that the negative relationship in the second hypothesis exists and is linear. Conclusions: The findings indicate that respondents in each set of countries interpret trust and participation differently. In democracies, citizens engage in NEPP when they have a medium level of trust in political institutions, and in other regimes, citizens take that risk only when their mistrust of the institutions of the regime falls below a certain level.
An investigation of the emotional dimension in songs sung by Neşet Ertaş: an application of emotional index
(Ankara Haci Bayram Veli University, 2022) Kütük, Yasin
This article aims to highlight the emotional characteristics of the lyrics and compositions of the folk songs sung by Neşet Ertaş. For this purpose, the lyrics of 339 songs and the musical information of 264 compositions were crawled. There is also a speech among them. Three different sources have been used to obtain the lyrics and text of speech. Besides, an additional process on to them has been applied; finally, verse-based or sentence-based texts have been obtained. In this process, these texts have been removed from certain words that do not have a meaning on their own, such as unnecessary punctuations, stopwords, onomatopoeic words, question suffixes, and transformed into a plain form. After this stage, verses or sentences have been made processable. First of all, to find the Turkish sentiments of each lyric, state-of-the-art machine learning techniques have been applied to them, and the sentiment scores of each lyric have been computed. Three different machine learning models have been used to calculate sentiment scores. These three different models are re-trained for the Turkish sentiments, which are of the models developed by Google. Only a single sentiment score has been obtained for each verse or sentence. The average of this sentiment score obtained from three different models has been calculated and used to satisfy consistency. Afterward, a sentiment vector consisting of the verse of each song or each sentence of the speech text has been created. The average of this sentiment vector is the overall score of that text (song or speech). The variance of this sentiment vector has also been calculated, in which this variance has been used to measure the sentiment tides in the song or speech text. Later, some valuable variables from a widely used music listening platform have been obtained as a basis for composition information. Here, 10 variables named acousticness, danceability, energy, instrumentalness, liveness, loudness, speechiness, tempo, valence, popularity have been obtained. Three of them, danceability, energy, and valence variables have been taken into account to estimate the emotional score of the composition by getting the average of these three variables. These scores are going to be matched then with the musical information of compositions of each unique song which are 169 intersectional sets of them, and an emotional map has been drawn statistically, which can be modeled with the dimension of sentiments of lyrics and sentiments of composition showing Neşet Ertaş's emotional map. In the map of emotions, the axes have been set in the range of (-1, +1). Therefore, the scores obtained for both texts and compositions have been rescaled in the range of (-1, +1) with a formula generated for this purpose, which makes the scores of both texts and compositions are made comparable. After this stage, the sentiments of the texts are placed on the x-axis for the map of emotions while composition sentiments are placed on the y-axis. On the x-axis, which is called the lyrics scale, a score of -1 is indicated by feelings of "sorrow", and a score of +1 is indicated by feelings of "happy". The composition scale, on the other hand, shows -1 score as “melancholic” and +1 score as “cheerful” on the y-axis. According to the results obtained, it has been determined that the dominant characteristic of Neşet Ertaş's lyrics is based on sorrow words and that most of his folk songs are grouped in sorrowful lyrics and melancholic compositions. In addition, it has been found that his words are characterized by emotional changes and emotional tides; it has been also determined thanks to word cloud analysis that he often has given humane and moral advice in phrases in the lyrics.
Activation functions: Activation functions in deep learning with LaTeX applications
(Peter Lang AG, 2022) Kütük, Yasin
This book describes the functions frequently used in deep neural networks. For this purpose, 37 activation functions are explained both mathematically and visually, and given with their LaTeX implementations due to their common use in scientific articles.
Changes in the number of newly diagnosed lung cancer patients before and during the COVID-19 pandemic: A single-center experience
(2022) Gül, Şule; Uysal, Mehmet Atilla; Çifter, Atilla; Niksarlıoğlu, Elif Yelda Özgün; Bilici, Deniz
OBJECTIVE: The coronavirus disease-2019 pandemic has affected the entire health system and patients other than coronavirus-infected patients. Hospital admissions of cancer patients decreased during the closure periods due to the pandemic. This study was conducted to determine whether there was an effect on the hospital admissions of newly diagnosed lung cancer patients in Turkey during the coronavirus disease-2019 pandemic. MATERIAL AND METHODS: In this retrospective study, newly diagnosed lung cancer patients were recorded from the Hospital Information Management System between January 1, 2017, and December 31, 2020, at our tertiary hospital. The number of newly diagnosed lung cancer patients diagnosed in 2020 was compared with each year from 2017 to 2019. RESULTS: Between 2017 and 2020, 15 150 newly diagnosed lung cancer cases were analyzed. According to Global Cancer Observatory data, in 2018, 34 703 newly diagnosed lung cancer cases, and in 2020, 41 264 newly diagnosed lung cancer cases were observed in Turkey. Although a decrease was not observed in the number of patients according to Global Cancer Observatory data, both the total number of patients admitted to our hospital and the number of newly diagnosed lung cancer patients decreased in 2020. The number of newly diagnosed lung cancer patients by year was 4030 patients in 2017, 4004 patients in 2018, 4391 patients in 2019, and 2725 in 2020, respectively. In 2020, newly diagnosed lung cancer patients decreased by 38%, 32%, and 32% compared to 2019, 2018, and 2017, respectively. Also, a significant decrease was seen in the number of newly diagnosed lung cancer patients in the months with closure due to the pandemic compared to the months without closure. CONCLUSION: There was a significant decrease in hospital admissions of newly diagnosed lung cancer cases in the coronavirus disease-2019 pandemic in our referral hospital. Precautions should be considered to diagnose and treat lung cancer patients in specialized centers during a pandemic due to epidemic diseases such as coronavirus disease-2019.
Ampirik yönetim muhasebe araştırmalarında neredeyiz? Türkçe ve İngilizce literatürün karşılaştırmalı olarak incelenmesi
(2020) Zor, Ümmügülsüm
Yönetim muhasebesi alanında yapılan çalışmaların her birinin farklı araştırma hedefleri olmakla birlikte temel amaç, yönetim muhasebesi uygulamalarının gelişimini anlamak, bu uygulamalara etki eden faktörleri incelemek ve işletme performansına katkısını analiz etmek şeklinde sıralanabilir. Tüm dünyada yapılan çalışmalara bakıldığında yönetim muhasebesi alanında çalışmaların büyük bölümünün Kuzey Amerika ve Avrupa ülkelerinde yürütüldüğü görülmektedir. İşletmelerin bulundukları ülke bakımından farklı dinamiklerle yönetildiği ve ülke bazlı farklı faktörlerden etkilendikleri göz önünde bulundurulduğunda, akademik çalışmalarla elde edilen bulguları her ülkeye genellemek mümkün değildir. Bu nedenle araştırma bulgularının farklı ülkeler için kendi koşullarına uygun biçimde test edilmesi ve öyle değerlendirilmesi gerekmektedir. Sistematik bir literatür taraması ile bu çalışmanın temel amacı Türkiye’de yönetim muhasebesi alanında yapılan çalışmaların eksikliklerini belirlemek ve gelecekte yapılacak çalışmaların nitelik ve nicelik bakımından geliştirmek arttırılması için çözüm önerileri sunmaktır. Araştırma sonuçlarına göre; Türkiye’de yönetim muhasebesi alanında yapılan ampirik çalışmalar uluslararası çalışmaların oldukça gerisinde kalmıştır. Tespit edilen başlıca sorunlar; artık güncel olmayan konuların çalışılması, yapılan çalışmaların teorik dayanaklardan yoksun olması, literatür incelemelerin uygun olmayışı ve ampirik bulguların gelecekte yapılacak çalışmalar veya pratik yaşama katkı yapacak nitelikte olmaması şeklinde sıralanabilir.
Terror and voting behavior of Turkey in 1986-2020
(Nonlinear Dynamics, Psychology and Life Sciences, 2022) Bildirici, M. E.; Sonüstün, F. O.
This study investigated the existence of chaotic structure in voting behavior by considering non-economic and macroeconomic factors in Turkey during the period of 03.1986-01.2020. The chaotic structure among the analyzed variables was characterized by Lyapunov exponents that explore the chaotic dynamics of the series. Following, the effects of inflation, unemployment, economic growth and terror on party votes were analyzed by Fourier regression model. Then, the causality among the macroeconomic variables, terror and party groups was analyzed by the Granger causality method. According to our results, there is unidirectional causality from terror to all four party groups. In the context of macroeconomic variables, there is the evidence of bidirectional causality between conservative parties and inflation; unidirectional causality from inflation to center-right and center-left parties. There is no causality between nationalist parties and inflation. Furthermore, center-right and center-left parties have the evidence of no causality with unemployment while there is unidirectional causality from unemployment to conservative and nationalist parties. There is unidirectional causality from economic growth to conservative parties and bidirectional causality between center-right parties and economic growth. However, the center-left and nationalist parties are not the sources of Granger causality of economic growth, and there is no inverse Granger causality relationship between these variables. Therefore, it can be concluded that between the periods 03.1986-01.2020, there was no concern for economic growth in left-wing and nationalist-based parties in Turkey.
The relationship betweenGoogle search interest for pulmonary symptoms and COVID-19 cases using dynamic conditional correlation analysis
(Nature, 2021) Çınarka, Halit; Uysal, Mehmet Atilla; Çifter, Atilla; Niksarlıoğlu, Elif Yelda; Çarkoğlu, Aslı
This study aims to evaluate the monitoring and predictive value of web-based symptoms (fever, cough, dyspnea) searches for COVID-19 spread. Daily search interests from Turkey, Italy, Spain, France, and the United Kingdom were obtained from Google Trends (GT) between January 1, 2020, and August 31, 2020. In addition to conventional correlational models, we studied the time-varying correlation between GT search and new case reports; we used dynamic conditional correlation (DCC) and sliding windows correlation models. We found time-varying correlations between pulmonary symptoms on GT and new cases to be signifcant. The DCC model proved more powerful than the sliding windows correlation model. This model also provided better at time-varying correlations (r ≥ 0.90) during the frst wave of the pandemic. We used a root means square error (RMSE) approach to attain symptom-specifc shift days and showed that pulmonary symptom searches on GT should be shifted separately. Web-based search interest for pulmonary symptoms of COVID-19 is a reliable predictor of later reported cases for the frst wave of the COVID-19 pandemic. Illness-specifc symptom search interest on GT can be used to alert the healthcare system to prepare and allocate resources needed ahead of time.
The monetary policy change in Turkey in 2009 and its implications for inflation and growth
(2017) Karaman, K. Kıvanç; Yıldırım-Karaman, Seçil
In 2009, the Central Bank of the Republic of Turkey switched from a strict rule-based inflation targeting policy to a discretionary policy aiming for financial stability and growth. This paper investigates the consequences of this policy shift for monetary transmission, inflation rate and economic growth using the Synthetic Control Method. More specifically, the paper presents a counterfactual estimation of the inflation rate and the economic growth in Turkey after 2009. The estimation results suggest that the growth rate would have been similar afterwards, but the inflation rate would have been on average three percentage points lower had the CBRT stuck to the inflation targeting policy. This finding lends support to the argument that for developing countries inflation targeting works as a transparency and credibility tool and improves economic outcomes.
The labour market attachment of an aged population: An empirical analysis from Turkey
(2013) İlhan, Bengi Yanık; Bayar, Ayşe Aylin
Kariyerlerinin sonlarına yaklaşmış yaşlı bireylerin işgücü piyasasına bağlılığı, gençlerinki ile karşılaştırıldığında farklı olacağı aşikârdır. Genel olarak, yaşlı bireyler beşeri sermayelerine yatırım yapmak istememektedirler. Bu bağlamda, bu çalışmanın amaçlarından biri, beşeri sermayenin işgücüne bağlılığa olan etkisini incelemektir Yaşlı bireylerin seyahat ve göç etmede kısıtları olması, iş ararken de bu kısıtlarla karşılaşmaları ve bununla birlikte yeni teknolojiyi öğrenmede zorlanmaları nedeniyle bu bireyler yerel işgücü piyasalarındaki olanaklar ile yetinmek durumunda kalmaktadırlar. Bu çalışmanın bir diğer amacı da yerel işgücü piyasalarının yaşlı bireylerin işgücü piyasasına bağlılıklarına olan etkisinin incelenmesidir. Diğer bir deyişle, bu makalede, yaşlıların işgücüne bağlılığı sadece işgücünün arz tarafı ile değil talep tarafıyla da ele alınmaktadır. Türkiye İstatistik Kurumu tarafından toplanan 2007-2008 Hanehalkı İşgücü Anketi ve Genel İşyeri Sayımı Anketleri kullanılarak analizler gerçekleştirilmiştir. Elde edilen bulgulara göre, üniversite mezunu olmak yaşlıların işgücüne bağlılığını arttırmaktadır. Emlak sektöründeki iş olanaklarının artması yaşlıların işgücüne bağlılığının düşmesine neden olmaktadır. Kısacası, Türkiye’deki yaşlı nüfusun işgücü piyasasına bağlılığı, işgücü piyasası talebi değil daha çok arz tarafıyla ilgili konularla ilişkilidir.
Development of a scale on e-consumers' attitudes towards ethically questionable online behaviors
(2016) Altuna, Oylum Korkut; Arslan, F. Müge; Gegez, A. Ercan; Sığırcı, Özge
Bu çalışmanın amacı e-tüketicilerin şüpheli online etik davranışlara karşı tutumlarını (e-CEQOB) ölçmeye yönelik geçerli ve güvenilir bir ölçek geliştirmeye çalışmaktır. E-tüketicilerin şüpheli online etik davranışlara karşı tutumlarını ölçmeye yönelik bir ölçek geliştirmek için Churchill'in (1979) bilinen ölçek geliştirme sürecinin aşamaları takip edilmiştir. Oluşturulan maddeler Açımlayıcı Faktör Analizi sonucunda 24 maddeye düşmüştür. e-CEQOB ölçeğinin psikometrik özellikleri İstanbul, Türkiye'de birbirinden bağımsız iki farklı öğrenci-dışı örneklem üzerinde değerlendirilmiştir (Örneklem 1, N=635; Örneklem 2, N=800- tesadüfi olarak ikiye bölünmüştür (G1, n=438, G2, n=442)). e-CEQOB ölçeğinin geçerliliği istatistiksel olarak Doğrulayıcı Faktör Analizi'nde En Büyük Olabilirlik Kestirimi yöntemi (Lisrel 8.72) kullanılarak test edilmiştir. Açımlayıcı ve Doğrulayıcı Faktör Analizleri sonucunda, güvenilirliği ve geçerliliği test edilip doğrulanmış bir 24 maddeli, beş faktörlü çok boyutlu bir yapıya sahip e-CEQOB ölçeği geliştirilmiştir. Literatürde e-tüketicilerin şüpheli online etik davranışlara karşı tutumlarını ölçmeye yönelik sınırlı sayıda çalışma olmasına rağmen, hiçbiri ölçek geliştirmenin bilinen adımlarını kullanarak geçerliliği ve güvenilirliği kanıtlanmış bir ölçeği geliştirmeye çalışmamış olduğundan, bu konu üzerine herhangi bir ölçek geniş kitlelerce kabul görmemiştir. Bu çalışma bu boşluğu doldurarak e-tüketicilerin şüpheli etik online davranışlara karşı tutularını ölçen güvenilir ve geçerli bir ölçek (e-CEQOB) sunmaktadır. e-CEQOB'un geliştirilmesi bu alanda çalışan araştırmacıların araştırmalarını hızla gelişen bu yeni mecraya da genişletebilmeleri için bir fırsat sunmaktadır. e-CEQOB'un farklı kültürlerde test edilmesi ölçeğin farklı kültürlerde güvenilirlik ve geçerliliğinin kanıtlanması açısından önem taşımaktadır.
Lisansüstü eğitimin çalışanların iş performansları üzerindeki etkisi: Beşeri sermaye teorisi yaklaşımı
(2015) Eyiusta, Ceyda Maden; Yanık, Bengi İlhan
Geçtiğimiz son beş sene içerisinde, Türkiye’ de yüksek li- sans ya da doktora derecesine sahip olan 15 yaş üstü ku- rumsal olmayan nüfus % 68 artmıştır. Aynı zamanda, işgücü piyasasında da lisansüstü derecelere sahip olan çalışanların oranı giderek artmaktadır. Temeli arz yan- lı iktisada dayanan beşeri sermaye teorisine göre, kişi- lerin eğitim ve iş deneyimi yoluyla edindikleri yetenek ve bilgiler performanslarını olumlu yönde etkileyerek, işgücü piyasasında daha yüksek ücretler almalarına neden olur. Bu çalışmada, bireylerin lisansüstü eğitim almış olmaları ile performanslarına bağlı olarak aldık- ları teşvik tedbiri (ikramiye, prim ve bahşişler) miktarı arasında anlamlı bir ilişki olup olmadığı sorgulanmıştır. Ayrıca, lisansüstü eğitim almış olmanın teşvik tedbirle- ri üzerindeki etkisinin kadın ve erkekler için farklılaşıp farklılaşmadığı incelenmiştir. Öne sürülen hipotezlerin test edilmesinde, Türkiye İstatistik Kurumu tarafından uygulanan Hanehalkı Bütçe Anketleri mikro veri seti, 2003-2010 yılları baz alınarak kullanılmıştır. Bahsi geçen yılların toplam gözlem sayısı 357,966 olup ça- lışmanın örneklemi en az lisans derecesine sahip 20 yaş üstü 18,067 katılımcıdan oluşmaktadır.En küçük kareler yöntemi ile yapılan analizler sonucunda, yük- sek lisans/doktora eğitimi almış olan kişilerin aldıkları teşvik tedbiri miktarının daha yüksek seviyede olduğu bulunmuştur. Çalışmanın bir başka bulgusu da, lisan- süstü eğitim almış olmanın performansa dayalı teşvik tedbirleri bakımından getirisinin, kadınlar ve erkekler için farklılaşmadığı yönündedir.
Türkiye'nin makroekonomik zaman serilerinin doğrusallığının testi
(2016) Yılancı, Veli; Tıraşoğlu, Muhammed
İktisadi ve finansal ampirik çalışmalarda incelenen serilerin yapısal özelliklerinin belirlenmesi önemli bir konudur. Veri yaratma sürecine uygun yöntem ve modeller kullanılarak analizler yapmak elde edilen sonuçların güvenilir olmasını sağlayacaktır. Son yıllarda ekonometri literatüründe doğrusal yöntemler kadar doğrusal olmayan yöntemlerin de kullanıldığı görülmektedir. Bu nedenle bu çalışmada Türkiye'nin belli başlı makroekonomik serilerinin doğrusal olup olmadığı araştırılmıştır. Bu amaçla istihdam edilen kişi sayısı, işsizlik oranı, sanayi üretim indeksi, işsiz kişi sayısı, M3 para arzı, faiz oranı, ihracat ve ithalat hacim indeksi serileri Harvey vd. (2008) doğrusallık testi ile incelenmiştir. Analiz sonucunda, işsizlik oranları, işsiz sayısı, M3 para arzı ve ithalat serilerinin doğrusal yapıda olduğu bulgusuna ulaşılmıştır. Bununla birlikte, doğrusal olmadığı bulunan serilerde aykırı değerlerin varlığı Chen ve Liu (1993)'in önermiş olduğu yöntemle sınanmış ve endüstriyel üretim, faiz ve ihracat serilerinde aykırı değerlerin varlığı tespit edilmiş ve faiz oranlarındaki doğrusal dışılığın kaynağının aykırı değer olmadığı ortaya çıkarılmıştır.
Vadeli işlem sözleşmelerinde vade etkisi: Türkiye örneği
(2015) Kadıoğlu, Eyüp; Kılıç, Saim
Türkiye’de vade etkisi, diğer adıyla Samuelson hipotezi, 02.01.2008-02.08.2013 döneminde İzmir Vadeli İşlemler ve Opsiyon Borsası’nda ve 05.08.2013-31.07.2014 döneminde Borsa İstanbul Vadeli İşlem ve Opsiyon Piyasası’nda işlem gören Dolar ve Avro kuru, Altın, Borsa İstanbul Endeksi’ne ve tek paya dayalı vadeli işlem sözleşmelerinin günlük getirilerinin varyansları üzerinden test edilmiştir. Türkiye’de vadeli işlemler 2005 yılından itibaren İzmir Vadeli İşlemler ve Opsiyon Borsası’nda ve 2013 Ağustos’tan itibaren Borsa İstanbul Vadeli İşlem ve Opsiyon Piyasası’nda işlem görmektedir. Türkiye’de 02.01.2008-31.07.2014 döneminde vadeli işlem sözleşmelerinde Samuelson hipotezi desteklenmektedir. Türkiye’de 02.01.2008-31.07.2014 döneminde vadeye yaklaştıkça vadeli işlem sözleşmelerinin volatilitesi artmaktadır.

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