İktisat Bölümü Yayın Koleksiyonu
Permanent URI for this collectionhttps://hdl.handle.net/20.500.12416/402
Browse
Browsing İktisat Bölümü Yayın Koleksiyonu by Department "Çankaya Üniversitesi, İktisadi İdari Bilimler Fakültesi, İktisat Bölümü"
Now showing 1 - 13 of 13
- Results Per Page
- Sort Options
Article Citation Count: Omay, Tolga, "Can Term Structure of Interest Rate Predict Inflation and Real Economic Activity: Nonlinear Evidence from Turkey?", Nonlinear and Complex Dynamics: Applications In Physical, Biological, and Financial Systems, pp. 269-294, (2012)Can Term Structure of Interest Rate Predict Inflation and Real Economic Activity: Nonlinear Evidence From Turkey?(Springer, 2011) Omay, Tolga; 19320Article Citation Count: Islam, M.Q. (2014). Estimation in multivariate nonnormal distributions with stochastic variance function. Journal of Computational and Applied Mathematics, 255, 698-714. http://dx.doi.org/10.1016/j.cam.2013.06.032Estimation in multivariate nonnormal distributions with stochastic variance function(Elsevier Science Bv, 2014) Islam, M. QamarulIn this paper the problem of estimation of location and scatter of multivariate nonnormal distributions is considered. Estimators are derived under a maximum likelihood setup by expressing the non-linear likelihood equations in the linear form. The resulting estimators are analytical expressions in terms of sample values and, hence, are easily computable and can also be manipulated analytically. These estimators are found to be remarkably more efficient and robust as compared to the least square estimators. They also provide more powerful tests in testing various relevant statistical hypotheses.Article Citation Count: Yazıcı, M., Islam, M.Q. (2011). Impact of exchange rate and customs uinon on trade balance at commodity level of Turkey with EU (15). Ekonomska Istrazivanja-Economic Research, 24(3), 75-85.Impact of exchange rate and customs uinon on trade balance at commodity level of Turkey with EU (15)(Juraj Dobrila ,University Pula, 2011) Yazıcı, Mehmet; Islam, M. Qamarul; 144084This paper investigates the short-run and long-run impact of exchange rate and customs union on the trade balance at commodity-group level of Turkey with EU (15). Bounds testing approach is employed where a new strategy in the model selection phase is odopted ensuring that optimal model is selected from those models satisfying both diagnostics and cointegration. Results indicate that in the short-run exchange rate matters in determination of trade balance of 13 commodity groups out of 21 and customs union in 8 cases. Pattern of response of trade balance to exchange rate does not suggest a J-curve effect in any of cases. As for the long-run effect, neither exchange rate nor customs union has a statistically significant effect on trade balance of any of commodity groups, suggesting that those significant short-run effects don't last into long-runArticle Citation Count: Islam, Q. (2010). Mahalanobis distance under non-normality. Statistics: A Journal of Theoretical and Applied Statistics, 44(3), 275-290. http://dx.doi.org/10.1080/02331880903043223Mahalanobis distance under non-normality(Taylor&Francis LTD, 2010) Islam, M. QamarulWe give a novel estimator of Mahalanobis distance D2 between two non-normal populations. We show that it is enormously more efficient and robust than the traditional estimator based on least squares estimators. We give a test statistic for testing that D2=0 and study its power and robustness propertiesArticle Citation Count: İslam, M.Q., Yazıcı, M. (2012). Model selection uncertainties and model averaging in autoregressive time series models. Pakistan Journal Of Statistics, 28(2), 239-252.Model selection uncertainties and model averaging in autoregressive time series models(ISOSS Publication, 2012) Islam, M. Qamarul; Yazıcı, Mehmet; 144084Selecting the correct lag order is necessary in order to avoid model specification errors in autoregressive (AR) time series models. Here we explore the problem of lag order selection in such models. This study provides an in-depth but easy understanding of the model selection mechanism to the practitioners in various fields of applied research. Several interesting findings are reported and through these the pitfalls of the model selection procedures are exposed. In particular, we show that the whole exercise of model selection and subsequent statistical inference invariably depends upon unknown entities, namely the true values of parameters in the model. The model averaging technique is proposed as an alternative to the common practice of model selection and it is shown that, as a result, the properties of post-model-selection estimates substantially improveArticle Citation Count: Islam, M.Q., Tiku, M.L. (2010). Multiple linear regression model with stochastic design variables. Journal of Applied Statistics, 37(6), 923-943. http://dx.doi.org/10.1080/02664760902939612Multiple linear regression model with stochastic design variables(Routledge Journals, 2010) Islam, M. Qamarul; Tiku, Moti L.In a simple multiple linear regression model, the design variables have traditionally been assumed to be non-stochastic. In numerous real-life situations, however, they are stochastic and non-normal. Estimators of parameters applicable to such situations are developed. It is shown that these estimators are efficient and robust. A real-life example is givenArticle Citation Count: Doğan, E., Islam, M.Q., Yazıcı, M. (2018). Real exchange rates and job flows: evidence from Turkey. Applied Economics, 50(42), 4489-4499. http://dx.doi.org/ 10.1080/00036846.2018.1458190Real exchange rates and job flows: evidence from Turkey(Routledge Journals, 2018) Doğan, Ergün; Islam, M. Qamarul; Yazıcı, Mehmet; 43080; 14480This study investigates the effects of the real exchange rate on job flows in Turkish manufacturing industries between 2006 and 2015 using data at the four-digit NACE Revision 2 level. Using dynamic panel data models, we find that a real appreciation increases gross and net job creation rates, and that the effect of appreciation is magnified as the exposure to international competitiveness of industries increases. We think that this is because Turkish manufacturing firms import a greater share of their inputs compared to the firms in developed countries. Hence, an appreciation creates more jobs because lower imported input costs enable firms to outcompete foreign producers.Article Citation Count: Kardam, F., Cengiz, K. (2011). Republican citizenship in Turkey: historical development, perceptions and practices. Middle Eastern Studies, 47(1), 151-165. http://dx.doi.org/10.1080/00263206.2011.535677Republican citizenship in Turkey: historical development, perceptions and practices(Routledge Journals, 2011) Kardam, Filiz; Cengiz, Kurtuluş; 199957This article, the result of qualitative research conducted in Ankara, aims to depict the republican understanding of citizenship from the behaviour patterns and daily practices of citizens and to show how it diverges from various other forms of citizenship understanding. Republican citizenship-the most dominant and hegemonic understanding of citizenship in Turkey-was constituted in the process of foundation of the Turkish Republic as a nation-state. In Turkey's historical experience, this tradition, which is based on civil responsibilities, could not develop sufficiently in terms of individual rights and democratic values. As reflected in the perceptions and practices of citizens, Turkish society is still not very close to a democratic understanding of citizenship that strongly defends human rights, legitimacy of differences, equality between people as well as embodying responsibilities for the societyArticle Citation Count: Adamu, F.M., Doğan, E. (2017). Trade openness and industrial growth: evidence from Nigeria. Panoeconomicus, 64(3), 297-314. http://dx.doi.org/10.2298/PAN150130029ATrade openness and industrial growth: evidence from Nigeria(Savez Ekonomista Vojvodine, 2017) Adamu, Fahad Muhammad; Doğan, Ergün; 43080This study examines the long-run and short-run relationship between industrial production and trade openness in Nigeria during the period from 1986 to 2008 by using quarterly data. It employs the ARDL bounds testing methodology developed by M. Hashem Pesaran, Yongcheol Shin, and Richard J. Smith (2001). The results of both the long-run analysis and the short-run error correction model (ECM) indicate that trade openness has a significant and positive impact on industrial production. The Toda-Yamamoto causality analysis shows that there is one-way Granger causality, running from trade openness to industrial production.Article Citation Count: Eruygur, A., Kaynak, M., Mert, M. (2012). Transportation-communication capital and economic growth: a vecm analysis for Turkey. European Planning Studies, 20(2), 341-363. http://dx.doi.org/10.1080/09654313.2012.650901Transportation-communication capital and economic growth: a vecm analysis for Turkey(Routledge Journals, 2012) Eruygur, Ayşegül; Kaynak, Muhteşem; Mert, Merter; 114352This paper analyses the short- and long-term relationships between the transportation-communication capital and the output for Turkey. The study applies a Cobb-Douglas production function under the assumption of constant returns to scale and employs co-integration analysis by estimating a vector error correction model (VECM). As a result of the VECM estimation, one co-integrating relationship is detected. The results based on the impulse response function analysis imply that per labour transportation-communication capital appears both to have been a crucial input in the Turkish productive process and to have had a positive crowding in effect on the per labour non-residential total capital formation. Moreover, the results support the argument that the transportation-communication capital has a lagged impact on economic growth. The long-term accumulated elasticity of output to transportation-communication capital has been found to be 0.59. The long-term accumulated marginal product was also calculated. It implies that a 1 Turkish Lira increase in per labour transportation-communication capital results in a long-term rise of 1.45 Turkish Liras in per labour output. All these findings suggest that transportation-communication capital may be a powerful tool for policy-makers to promote long-term per labour real output growth in TurkeyArticle Citation Count: Yazıcı, M. (2012). Turkish agricultural import and export demand functions: estimates from bounds testing approach. Ekonomska Istrazivanja-Economic Research, 25(4), 1005-1016.Turkish agricultural import and export demand functions: estimates from bounds testing approach(Jurac Dobrila University Pula, 2012) Yazıcı, Mehmet; 144084This paper estimates the import and export demand functions for Turkish Agriculture based on the annual data for 1970-2003. The bounds testing approach to the cointegration and the error correction modeling is employed. We, however, adopt a new strategy in the model selection phase and select the optimal model from those models that satisfy both diagnostics and cointegration, thus, unlike the previous literature, ensuring that a statistically reliable and cointegrated model is picked up. Results indicate that for the import demand, relative price is a significant determinant in both short-run and long-run, nominal effective exchange rate matters only in the long-run, but domestic income is not at all a significant determinant for Turkish agricultural import demand. As for the export demand, while all determinants affect the export demand significantly in the short-run, given the relatively small share of Turkish agricultural exports within the world agricultural exports, none individually matters in the long-runArticle Citation Count: Doğan, E., Wong, K.N., Yap, M.M.C. (2013). Turnover, ownership and productivity in Malaysian manufacturing. Journal Of The Asia Pacific Economy, 18(1), 26-50. http://dx.doi.org/10.1080/13547860.2012.742714Turnover, ownership and productivity in Malaysian manufacturing(Routledge Journals, 2013) Doğan, Ergün; Wong, Koi Nyen; Yap, Micheal M.C.; 43080Applying Foster, Haltiwanger, and Krizan's decomposition of productivity growth method to Malaysian manufacturing census data for 2000 and 2005, we analyze if firm turnover by ownership (domestic vs. foreign) has any impact on the sector's aggregate productivity growth. The findings show that turnover matters regardless of ownership, but more importantly, attracting foreign direct investment inflows could induce positive net entry effect'. The analysis shows that large-sized foreign and domestic entrants are more productive than medium-sized and especially small-sized ones. The study provides important implications for government policies based on ownership and firm sizeArticle Citation Count: Doğan, E., Wong, K.N., YAp, M.M.C. (2017). Vertical and horizontal spillovers from foreign direct investment: evidence from Malaysian manufacturing. Asian Economic Papers, 16(3), 158-183. http://dx.doi.org/ 10.1162/ASEP_a_00560Vertical and horizontal spillovers from foreign direct investment: evidence from Malaysian manufacturing(MIT Press, 2017) Doğan, Ergün; Wong, Koi Nyen; Yap, Micheal M.C.; 43080Given developing countries' dependence on foreign direct investment (FDI) in manufacturing, it is important to assess the benefits that accompany FDI, given the cost of incentives that are used to attract foreign investments. We empirically analyze FDI spillover effects in Malaysia using unpublished establishment-level data, accounting for domestic firm size, the market orientation of local firms and foreign multinationals, and firm technology level and absorptive capacity. We find weak evidence of horizontal spillovers; backward and forward spillovers are negative in most cases. Because these results raise concerns about the technological capability of local firms, government policies on technology, human resource, education, and R&D should address this.
