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Spatial and temporal pattern of rice yield growth in Asian countries from 1961 to 2016: An exploratory econometric analysis [PDF]

open access: yesEkonomika Poljoprivrede (1979), 2021
The present paper attempts to find out the spatial and temporal movement of rice yield in twelve countries in Asia which is its lifeline over the period 1961 to 2016 by following Bai-Perron multiple structural break tests. The results based on endogenous
Mukhopadhyay Debabrata
doaj   +1 more source

DO SHOCKS HAVE PERMANENT OR TRANSITORY EFFECTS ON CONTAINER TRAFFIC IN TURKISH PORTS? / Şokların Türk Limanlarındaki Konteyner Trafiği Üzerindeki Etkisi Kalıcı Mıdır Geçici Midir?

open access: yesUluslararası Ekonomi, İşletme ve Politika Dergisi, 2021
Container ports are one of the most important parts of the supply chain. Due to high investment and operating costs, the structure and predictability of current and future demands are very important.
Abdullah Açık
doaj   +1 more source

Nowcasting India Economic Growth Using a Mixed-Data Sampling (MIDAS) Model (Empirical Study with Economic Policy Uncertainty–Consumer Prices Index)

open access: yesData, 2021
Economics suffers from a blurred view of the economy due to the delay in the official publication of macroeconomic variables and, essentially, of the most important variable of real GDP.
Pradeep Mishra   +13 more
doaj   +1 more source

The Research on the Interactions between the Emerging and Developed Markets: From Region and Structural Break Perspectives

open access: yesMathematics, 2022
This study utilizes a bivariate BEKK-EGARCH model with the setting of a structural break to investigate whether the interactions between stock indices in emerging and developed markets are different in terms of region, emerging stock indices, and ...
Jung-Bin Su
doaj   +1 more source

Smooth Break Detection and De-Trending in Unit Root Testing

open access: yesMathematics, 2021
This study explores the methods to de-trend the smooth structural break processes while conducting the unit root tests. The two most commonly applied approaches for modelling smooth structural breaks namely the smooth transition and the Fourier functions
Furkan Emirmahmutoglu   +3 more
doaj   +1 more source

Changepoint in Error-Prone Relations

open access: yesMathematics, 2021
Linear relations, containing measurement errors in input and output data, are considered. Parameters of these so-called errors-in-variables models can change at some unknown moment.
Michal Pešta
doaj   +1 more source

Investigation of the Relationship Between Stock, Commodity, Foreign Exchange and Digital Money Markets

open access: yesİstanbul Gelişim Üniversitesi Sosyal Bilimler Dergisi, 2023
In the study, the relationship between stock, commodity, foreign exchange and digital money markets is analyzed in a way that takes into account the structural breaks in the country's economy, and a large literature study is included. Analysis used daily
Namıka Boyacıoğlu   +2 more
doaj   +1 more source

Key Macroeconomic Variables under Exchange Rate Volatility: Time-Varying Causality in the Presence of Structural Breaks and Nonlinearity

open access: yesEkoist Journal of Econometrics and Statistics, 2023
This paper explores the causal relationship running from exchange rate volatility to three macroeconomic variables in the case of Turkey. To that end, we first apply the classical Granger causality test introduced by Toda and Yamamoto (1995). We also use
Oğuz Tümtürk
doaj   +1 more source

KREDİ TEMERRÜT SWAPLARI (CDS) VE FED PARA POLİTİKALARININ TÜRK TAHVİL FAİZLERİ ÜZERİNDEKİ ETKİLERİ: YAPISAL KIRILMALI BİR EKONOMETRİK ANALİZ

open access: yesMehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2022
Bu çalışmada CDS'lerin ve FED para politikalarının Türk tahvil faizleri üzerindeki etkileri, 2010:M03-2021:M02 dönemi için yapısal kırılmalı zaman serisi analizi yöntemleriyle analiz edilmiştir.
Ömer Akçayır
doaj   +1 more source

Covid-19 Salgınının Türkiye’nin Dış Ticaretine Etkisi: Bir Yapısal Kırılma Analizi

open access: yesİzmir İktisat Dergisi, 2021
2019 yılının Aralık ayında Çin’in Wuhan şehrinde ortaya çıkan Covid-19 virüsü 2020 yılı ile küresel bir salgına dönüşmüştür. Küresel salgından birçok ülke ekonomisi olumsuz etkilenmiştir.
Erdem Ateş
doaj   +1 more source

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