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EKOIST Journal of Econometrics and Statistics

2018 - December

Current editor(s): Nilgun CIL

From Istanbul University, Faculty of Economics
Contact information at EDIRC.

Bibliographic data for series maintained by Ertugrul YASAR ( this e-mail address is bad, please contact ).

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December, volume 14, articles 28

Lojistik Regresyon Analizi ile Pisa Araştırmasında Öğrenci Başarısının Modellenmesi pp. 57-74 Downloads
Recep Bi̇ndak
Türk Sigortacılık Sektöründe Hayat Dışı Sigorta Şirketlerinin Etkinlik Analizi pp. 225-246 Downloads
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 Downloads
Mustafa Ozer, Veysel Inal and Mustafa Kirca

2023, articles 39

Winter Rice Trend Analysis and Change Point Detection in Assam’s North Bank Plains Zone (NBPZ): A Non-Parametric Approach pp. 1-9 Downloads
Rabijita Buragohain, Hemanta Saikia and Dhruba Das
Analysis of Skills and Qualifications Required in Data Scientist Job Postings Based on the Pareto Analysis Perspective Using Text Mining pp. 10-25 Downloads
Erkan Işığıçok, Sadullah Çelik and Dilek Özdemir Yılmaz
Asset Allocation with Combined Models Based on Game-Theory Approach and Markov Chain Models pp. 26-36 Downloads
Salih Çam
NARDL Yönteminin Kripto Para Birimlerine Yönelik Bir Monte Carlo Simülasyon Analizi pp. 37-48 Downloads
Abdülsamet Aça and Kemal Dinçer Dingeç
Key Macroeconomic Variables under Exchange Rate Volatility: Time-Varying Causality in the Presence of Structural Breaks and Nonlinearity pp. 49-64 Downloads
Oğuz Tümtürk
This research discusses the causal relationship among the exchange rates, 10-year bond yields, and Central Bank policy rates with regard to the countries known as the Fragile Five (F5) by comparing them to global indicators such as gold, Bitcoin price, and the Volatility Index (VIX). The study takes into consideration the bond yields, exchange rates, and interest rates of Türkiye, India, Indonesia, South Africa and Brazil in terms of their causal relationship with one another. The study also identifies some causal relationships among gold, bitcoin, and VIX with each other as global indicators by using the Toda Yamamoto approach to the Granger causality test. This study has arrived at the conclusion that a causal relationship exists between exchange rates and interest rates for Türkiye, Indonesia, and South Africa but not for Brazil or India. VIX is the most significant variable, as it is affected by seven different variables, including policy rates and different exchange rates. In addition, none of the variables are seen to Granger cause bitcoin’s price pp. 65-75 Downloads
Emin Karataş and Ayyüce Memiş Karataş
Co2 Emisyonlarını Etkileyen Faktörlerin Zamanla Değişen Katsayılı Parametrik Olmayan Panel Veri Modelleri ile Analizi pp. 76-88 Downloads
Selahattin Güriş and Sevcan Çağlayan
Greenhouse Gas Emission-Based K-Means and Hierarchical Cluster Analysis: The Case of the G20 pp. 89-100 Downloads
Mutlu Tüzer and Seyhun Doğan
Analysis of the Relationships between Compulsory Health Spending, Doctors, Hospital Beds and Hospital Stays for Turkiye pp. 101-111 Downloads
Esra Nazmiye Kılcı
A Comparison of Forecasting Performance of PPML and OLS estimators: The Gravity Model in the Air Cargo Market pp. 112-128 Downloads
Gizem Kaya, Umut Aydın and Burç Ülengin
The Hybrid New Keynesian Phillips Curve: An Application For Türkiye pp. 129-146 Downloads
Havva Koç
Do Shocks Permanently Affect Ecological Balance Per Capita in Brazil, South Africa, and New Zealand? pp. 147-160 Downloads
Mehmet Erdoğmuş
A Comparative Perspective on Multivariate Modeling of Insurance Compensation Payments with Regression-Based and Copula-Based Models pp. 161-171 Downloads
Övgücan Karadağ Erdemir
Determining the Relationship Between Capital Adequacy Ratio and Financial Ratios with Panel Data Analysis: A Study on the Turkish Banking Sector pp. 172–182 Downloads
Batuhan Medetoğlu
Convergence of Military Expenditures in MENA Countries: Evidences from a Fourier Panel Unit Root Test with Multiple Breaks pp. 183-199 Downloads
İbrahim Sezer Belliler

2023, articles 38

Testing Linear and Nonlinear Relationships Between Foreign Direct Investment and Fossil Energy Consumption in Fragile Five Countries pp. 1-77 Downloads
Ali Çelik
Which Factors Drive The Resource Efficiency in Circular Economy? A Panel Data Regression Analysis pp. 19-34 Downloads
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 Downloads
Çiğdem Yılmaz Özsoy
Production Losses Due to Technical Inefficiency: A Panel Data Analysis on the Case of BRICS-T Countries pp. 53-73 Downloads
Nadide YiÄŸiteli
Semi-Parametric Modeling of Churn Confounding Competing Risks Using Time-Dependent Covariates Among Mobile Phone Subscribers in Kenya pp. 75-86 Downloads
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 Downloads
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 Downloads
Deniz Erer
Why Can Smes Not Adopt Green Innovation? An Assessment Via Fuzzy ISM-MICMAC-DEMATEL pp. 127-148 Downloads
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 Downloads
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 Downloads
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 Downloads
Hatice Gül Bozdeveci and Özlem Yorulmaz
A New Programming Language for Data Science: Julia pp. 223-241 Downloads
Münevver Turanlı and Ünal Halit Özden
Health Econometrics Research: A Bibliometric Analysis from 1991 to 2020 pp. 243-264 Downloads
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 Downloads
Buse Öktem
The Effect of Psychological Empowerment on Employee Performance: The Mediating Role of Psychological Ownership pp. 289-305 Downloads
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 Downloads
Daud Ali Aser and Esin Firuzan
Performance Evaluation of G20 Countries’ Fight Against COVID-19 Using Multiple Criteria Decision-Making Methods pp. 27-52 Downloads
Seda Karakaş Geyik, Mehmet Hakan Satman and Gülin Kalyoncu
Hybrid Approaches in Financial Time Series Forecasting: A Stock Market Application pp. 53-68 Downloads
Canberk Bulut and Burcu Hüdaverdi
Global Uncertainty and Exchange Rate Volatility pp. 69-84 Downloads
Oğuz Tümtürk
The Validity of The Neo-Fisher Effect in The Period of Explicit Inflation Targeting: An Econometric Analysis on Turkey pp. 85-105 Downloads
Sevda Yapraklı
Chasing Volatility of USD/TRY Foreign Exchange Rate: The Comparison of CARR, EWMA, and GARCH Models pp. 107-127 Downloads
Yakup Arı
A Sudden Stops in International Capital Flows: The Case of Turkey pp. 129-148 Downloads
Emine Ebru Er and Cihan Tanrıöven
The Asymmetric Relationship Among Food Prices, the Exchange Rate, and Oil Prices in Turkey pp. 149-169 Downloads
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 Downloads
Muhammet Atalay
Association Rules Mining on Retail Data pp. 199-211 Downloads
Hatice Dağaslanı and Özlem Deniz Başar
The Impact of Democracy on Environmental Degradation in OECD Countries pp. 213-235 Downloads
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 Downloads
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 Downloads
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 Downloads
Kubra Yilmaz and Suleyman Kale
Does Change over Time the Causal Relationship between Economic Growth and Foreign Trade in Turkey? pp. 43-62 Downloads
Gulcin Kendirkiran and Furkan Emirmahmutoglu
Using The Analytic Hierarchy Process For Store Manager Selection: A Real Case Study pp. 63-76 Downloads
Eylem Acar and Gulcan Karpuz Enucuk
Applications of “Under the Pillow” Gold in Turkey pp. 77-92 Downloads
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 Downloads
Suna Tatli and Ferda Yerdelen Tatoglu
Factors Affecting Innovation in OECD Countries pp. 111-136 Downloads
Umut Akdugan and Nilhun Dogan
Can We Increase Health Expenditure Per Capita Through Higher Economic Growth? Empirical Evidence from Turkey pp. 137-152 Downloads
Esra N. Kilci
An Empirical Analysis of Product Concentration and Income in High-Technology Exports pp. 153-185 Downloads
Devran Sanli and Aziz Konukman
K-Means Cluster Analysis Based on Fossil Fuel Carbon Dioxide Emissions: The G20 Example pp. 187-203 Downloads
Seyhun Dogan, Ebru Dogan and Mutlu Tuzer
Hybrid Ranking Proposal Based on Spatial Econometrics: An Example of European Economic Freedoms pp. 205-233 Downloads
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 Downloads
Oguzhan Ozcelik
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