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Meslek Yüksek Okulu

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Browsing Meslek Yüksek Okulu by Journal "Econometrics Letters"

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    Article
    Citation Count: Uçar, Nuri (2019). "Rethinking Fisher Effect with New Keynesian Phillips Curve", Econometrics Letters, Vol. 6, No. 2, pp. 35-47.
    Rethinking Fisher Effect with New Keynesian Phillips Curve
    (2019) Uçar, Nuri; 189073
    I modify and enlarge the simple Fisher equation by including different inflation dynamics and multiple common unobservable factors. I investigate the long runrelationship by carrying out a series of estimators and models that have been developed recently. I observe that augmentation of Fisher equation leads to provide the supportive evidence for the long run relationship between nominal interest rate and inflation.
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    Article
    Citation Count: Yaşar Başkaraağaç, Nermin (2014). "The Stochastic Futures of the Natural Gas Prices: Russian Federation in Caspian Region", Vol.1, No.2, pp.8-16.
    The Stochastic Futures of the Natural Gas Prices: Russian Federation in Caspian Region
    (2014) Yaşar Başkaraağaç, Nermin; 230528
    This study examines the convergence hypothesis of natural gas price series of Russian Federation and USA using both linear and nonlinear time series techniques Russian Federation and USA during the period of 1991-2011. Although the linear Augmented Dickey Fuller (ADF), Philips Perron (PP), test provide evidence of the existence of a unit root, which means that the series are nonstationary, KPSS test result support the null hypothesis of existence of the stationary series. A nonlinear test as an alternative approach to investigate whether there are nonlinearities in the series is also taken into consideration. KSS, the nonlinear testing procedure provide some supportive evidence of a nonlinear price convergence among the Russian Federation and USA.