EKOIST Journal of Econometrics and Statistics

2018 - December

Current editor(s): Nilgun CIL

From Istanbul University, Faculty of Economics
Contact information at EDIRC.
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December, volume 14, articles 28

Lojistik Regresyon Analizi ile Pisa Araştırmasında Öğrenci Başarısının Modellenmesi pp. 57-74

Recep Bi̇ndak

Türk Sigortacılık Sektöründe Hayat Dışı Sigorta Şirketlerinin Etkinlik Analizi pp. 225-246

İlknur Külekçi̇ and Arif Saldanli

2026, articles 36

The Relationship Between the Health Services Price Index and The Real Effective Exchange Rate Index in Turkey: A Frequency Domain Causality Analysis pp. 21-41

Mustafa Ozer, Veysel Inal and Mustafa Kirca

2023, articles 38

Testing Linear and Nonlinear Relationships Between Foreign Direct Investment and Fossil Energy Consumption in Fragile Five Countries pp. 1-77

Ali Çelik

Which Factors Drive The Resource Efficiency in Circular Economy? A Panel Data Regression Analysis pp. 19-34

Gonca Yılmaz

Investigating the Relationship Between Financial Development and Income Inequality in Developed and Developing Countries: An Application of Canonical Correlation Analysis pp. 35-52

Çiğdem Yılmaz Özsoy

Production Losses Due to Technical Inefficiency: A Panel Data Analysis on the Case of BRICS-T Countries pp. 53-73

Nadide YiÄŸiteli

Semi-Parametric Modeling of Churn Confounding Competing Risks Using Time-Dependent Covariates Among Mobile Phone Subscribers in Kenya pp. 75-86

Ndilo B. Fwaru, Leonard K. Alii and Jerita J. Mwamb

Predicting Countries’ Development Levels Using the Decision Tree and Random Forest Methods pp. 87-104

Batuhan Özkan, Coşkun Parim and Erhan Çene

The Impact of News Related Covid-19 on Exchange Rate Volatility:A New Evidence From Generalized Autoregressive Score Model pp. 105-126

Deniz Erer

Why Can Smes Not Adopt Green Innovation? An Assessment Via Fuzzy ISM-MICMAC-DEMATEL pp. 127-148

Seda Yıldırım, Gözde Koca and Özüm Eğilmez

A Study on Interregional Determinants of Infant Mortality Rate in Turkey with Spatial Econometric Analysis pp. 149-170

Ahmet Koncak and Gökhan Konat

A Quantitative Spatial Exploratory Analysis on Fast Consumer Goods, Shopping Trips, and Discount Supermarket Revenues: The Case of Istanbul pp. 171-198

Mete Başar Baypınar, Cem Beygo, Gökalp Köseoğlu, Elifsu Şahin and Burcu Aksoy Sertbakan

Evaluating the Dynamics Affecting Tolerance Toward Migrants in Türkiye Using Statistical Analyses pp. 199-221

Hatice Gül Bozdeveci and Özlem Yorulmaz

A New Programming Language for Data Science: Julia pp. 223-241

Münevver Turanlı and Ünal Halit Özden

Health Econometrics Research: A Bibliometric Analysis from 1991 to 2020 pp. 243-264

Ebru Çağlayan Akay, Merve Ertok Onurlu and Özlem Ergüt

Analyzing the Relationship Between Financial Failure and KPI Score: An Application in the SASB Transportation Sector pp. 265-288

Buse Öktem

The Effect of Psychological Empowerment on Employee Performance: The Mediating Role of Psychological Ownership pp. 289-305

Hilal Tanyıldızı and Ebru Doğan

2022, articles 37

Improving Forecast Accuracy Using Combined Forecasts with Regard to Structural Breaks and ARCH Innovations pp. 1-25

Daud Ali Aser and Esin Firuzan

Performance Evaluation of G20 Countries’ Fight Against COVID-19 Using Multiple Criteria Decision-Making Methods pp. 27-52

Seda Karakaş Geyik, Mehmet Hakan Satman and Gülin Kalyoncu

Hybrid Approaches in Financial Time Series Forecasting: A Stock Market Application pp. 53-68

Canberk Bulut and Burcu Hüdaverdi

Global Uncertainty and Exchange Rate Volatility pp. 69-84

Oğuz Tümtürk

The Validity of The Neo-Fisher Effect in The Period of Explicit Inflation Targeting: An Econometric Analysis on Turkey pp. 85-105

Sevda Yapraklı

Chasing Volatility of USD/TRY Foreign Exchange Rate: The Comparison of CARR, EWMA, and GARCH Models pp. 107-127

Yakup Arı

A Sudden Stops in International Capital Flows: The Case of Turkey pp. 129-148

Emine Ebru Er and Cihan Tanrıöven

The Asymmetric Relationship Among Food Prices, the Exchange Rate, and Oil Prices in Turkey pp. 149-169

Hüseyin İçen, Nimet Melis Esenyel İçen and Buğra Polat

Investigating the Impact of the COVID-19 Pandemic on Economic Activities Using Multidimensional Scaling and K-Means Clustering Analysis pp. 171-198

Muhammet Atalay

Association Rules Mining on Retail Data pp. 199-211

Hatice Dağaslanı and Özlem Deniz Başar

The Impact of Democracy on Environmental Degradation in OECD Countries pp. 213-235

Neslihan Ursavaş

A Review on the Interaction Among Gold, Equity, Currency Markets, and the Volatility Spillover Effect During the Post-2000 Era in Türkiye pp. 237-256

Nazan Şak and Hatice Gökçen Öcal Özkaya

Analyzing the Efficient Market Hypothesis with the Structural Break and Nonlinear Unit Root Tests: An Application on Borsa Istanbul pp. 257-282

Müge Özdemir

2022, articles 36

Risk and returns are the most important parametres in stock analysis. Therefore, the literature contains several studies to identify variables that affect risk and return. The effects of these variables on risk and return may asymmetric. This study analyzes the asymmetric effects of financial ratios of companies on their risks. The short and long-term asymmetric effect of the increase and decrease in financial ratios on risk is reviewed by the Panel-Nonlinear Autoregressive Distributed Lag (Panel NARDL) model. In the study used the 2005Q1 from period 2019Q4 data of 15 companies listed in the Nonmetallic Mineral Products sector is used. Beta coefficient, as a proxy for systematic risk, is employed as the dependent variable ratio of current ratio, total debts ratio, cash-to-cash cycle, return on equity, and market value book value are the independent variables. According to the analysis results was found an asymmetrical relationship between the risk of companies and current ratio, cash-to-cash cycle and market-to-book value in the long term. But, no asymmetrical relationship is observed between risk and return on equity and total debt ratio; rather, the relationship is symmetrical. In the short-run, there was no asymmetrical relationship between risk and financial ratios. The achieved results are important in explaining the factors that effects stock movements pp. 1-20

Kubra Yilmaz and Suleyman Kale

Does Change over Time the Causal Relationship between Economic Growth and Foreign Trade in Turkey? pp. 43-62

Gulcin Kendirkiran and Furkan Emirmahmutoglu

Using The Analytic Hierarchy Process For Store Manager Selection: A Real Case Study pp. 63-76

Eylem Acar and Gulcan Karpuz Enucuk

Applications of “Under the Pillow” Gold in Turkey pp. 77-92

Server Demirci, Selahattin Guris, Levent Cinko, Turgut Un and Saban Kizilarslan

Spatial Econometric Models and The Analysis of the Determinants of Internal Migration in Turkey pp. 93-110

Suna Tatli and Ferda Yerdelen Tatoglu

Factors Affecting Innovation in OECD Countries pp. 111-136

Umut Akdugan and Nilhun Dogan

Can We Increase Health Expenditure Per Capita Through Higher Economic Growth? Empirical Evidence from Turkey pp. 137-152

Esra N. Kilci

An Empirical Analysis of Product Concentration and Income in High-Technology Exports pp. 153-185

Devran Sanli and Aziz Konukman

K-Means Cluster Analysis Based on Fossil Fuel Carbon Dioxide Emissions: The G20 Example pp. 187-203

Seyhun Dogan, Ebru Dogan and Mutlu Tuzer

Hybrid Ranking Proposal Based on Spatial Econometrics: An Example of European Economic Freedoms pp. 205-233

Serkan Cahit Dinc and Necati Alp Erilli

Does the Foreign Trade-Driven Competitive Power of Transition Economies Converge Toward that of EU14 Countries? Evidence from Fourier Panel Unit Root Test with Sharp and Smooth Breaks pp. 257-282

Oguzhan Ozcelik

2021, articles 35

Analysis of The Conversion of CO2 Emissions in European Countries with the Fourier Cointegration Test pp. 1-18

Baris Erkan Yazici

Prediction Using Artificial Neural Network of Turkey's Housing Sales Value pp. 19-32

Burcu Yaman Selci

Comparative Analysis of the Volatility Structure of Cryptocurrencies pp. 33-57

Fatih Kazova and Ayça Büyükyılmaz Ercan

The Examination of Convergence Regarding to Inclusive Growth between the Nuts Level 1 Regions In Turkey pp. 59-81

Semanur Soyyigit and Sevgi Elverdi

Gender Inequality and Social Pressure: Analysis on the Life Satisfaction Survey of the Turkish Statistical Institute pp. 83-109

Sema Uluturk Akman

The Relationships between Foreign Direct Investment, Trade Openness, and Economic Growth: The Case of Selected Countries and Turkey pp. 111-128

Suna Sahin

Examination of Unemployment in the Framework of Hysteresis and Natural Rate in OECD Countries: Evidence from Alternative Panel Unit Root Tests pp. 129-145

Melike Dedeoglu

Comparative Analysis of Count Data Regression Models on Factors Affecting Infant Mortality pp. 147-179

Sibel Selim and Gizem Kilinc

The Effects of Migration on Growth and Unemployment in Developed Countries: A Panel Autoregressive Distributed Lag Analysis pp. 181-203

Ismail Hakki İscan and Tugba Demire

Exchange Rate Volatility in the Covid-19 Period: An Analysis Using the Markov-Switching ARCH Model pp. 205-220

Havva Koc

2021, articles 34

Ekonometrik Okuryazarlık ve Ekonometri Eğitimi pp. 1-11

Selahattin Güri̇ş

İstatistik Dersi Sınav Kaygısı Üzerinde Etkili Olan Faktörlerin İncelenmesi: Üniversite Öğrencilerine Yönelik Bir Araştırma pp. 13-36

Sema Ulutürk Akman

Financial Performance Evaluation of Airline Companies with Fuzzy AHP and Grey Relational Analysis Methods pp. 37-56

Enes Ellibeş and Gökçe Candan

The Determinants of Child Labor in MINT Countries: Dynamic Panel Data Analysis pp. 57-72

Süreyya İmre

Mathematical Study of the Verhulst and Gompertz Growth Functions and Their Contemporary Applications pp. 73-102

Cemil İskender