Continuous Modeling of Foreign Exchange Rate of USD versus TRY

This study aims to construct continuous-time autoregressive (CAR) model and continuous-time GARCH (COGARCH) model from discrete time data of foreign exchange rate of United States Dollar (USD) versus Turkish Lira (TRY). These processes are solutions to stochastic differential equation Lévy-driven processes. We have shown that CAR(1) and COGARCH(1,1) processes are proper models to represent foreign exchange rate of USD and TRY for different periods of time February 2002- June 2010Continuous modeling; Continuous AR; COGARCH; USD/TRY

A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets

In this paper, we develop a vector autoregressive (VAR) model of the Turkish financial markets for the period of June 15 2006 – June 15 2010 and forecasts ISE100 index, TRY/USD exchange rate, and short-term interest rates. The out-of-sample forecast performance of the VAR model is compared with the results from the univariate models. Moreover, the dynamics of the financial markets are analyzed through Granger causality and impulse response analysis.multivariate financial time series; vector auto-regressive (VAR) model; impulse response analysis; Granger causality

Organizational foundings, disbandings, and the COVID-19 pandemic: Evidence from the Turkish construction sector

Purpose: The present study aims to understand the effect of the macro-level economic phenomena observed within a specific time interval on the founding (birth) and disbanding (deaths) of organizations in the construction sector of Turkey that has been growing steadily for many years. In addition, the effects of the COVID-19 pandemic were also taken into consideration. Methodology: The construction sector in Turkey was analyzed within the framework of the theoretical infrastructure of organizational ecology, i.e. a theoretical perspective that has not received enough attention, except in North America, as an organizational community, while joint-stock, limited, and cooperative companies were also analyzed as organizational populations. Focusing on the period between January 2017 and December 2020, a number of foundings and disbandings of joint-stock, limited and cooperative companies operating in the construction sector, the house price index and house sales statistics, which are thought to affect these rates, were used as data. Additionally, the COVID-19 pandemic period between March 2020 and December 2020 was included in the analysis as a dummy variable. The ARDL bounds test was used for data analysis. Results: The findings indicate differentiated effects of the house price index, house sales statistics, and the COVID-19 period on both the organizational community of the construction sector and the aforementioned populations. Conclusion: The results, which are expected to contribute to business economics and organizational theories, studies on the construction sector, knowledge of the evaluation of socioeconomic effects of the COVID-19 pandemic and future studies, were obtained in the study

Volatility modelling of foreign exchange rate: discrete GARCH family versus continuous GARCH

Non-linearity is the general characteristic of financial series. Thus, common non-linear models such as GARCH, EGARCH and TGARCH are used to obtain the volatility of data. in addition , continuous time GARCH (COGARCH) model that is the extansion and analogue of the discrete time GARCH process, is the new approach for volatility and derivative pricing. COGARCH has a single source variability like GARCH, but also it is constructed on driving Levy Process since increments of Levy Process is replaced with the innovations in the discrete time. in this study, the proper model for the volatility is shown to represent foreign exchange rate of USD versus TRY for different period of time from January 2009 to December 2011

Volatility modelling of foreign exchange rate: discrete GARCH family versus continuous GARCH

Non-linearity is the general characteristic of financial series. Thus, common non-linear models such as GARCH, EGARCH and TGARCH are used to obtain the volatility of data. in addition , continuous time GARCH (COGARCH) model that is the extansion and analogue of the discrete time GARCH process, is the new approach for volatility and derivative pricing. COGARCH has a single source variability like GARCH, but also it is constructed on driving Levy Process since increments of Levy Process is replaced with the innovations in the discrete time. in this study, the proper model for the volatility is shown to represent foreign exchange rate of USD versus TRY for different period of time from January 2009 to December 2011

A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets

In this paper, we develop a vector autoregressive (VAR) model of the Turkish financial markets for the period of June 15 2006 – June 15 2010 and forecasts ISE100 index, TRY/USD exchange rate, and short-term interest rates. The out-of-sample forecast performance of the VAR model is compared with the results from the univariate models. Moreover, the dynamics of the financial markets are analyzed through Granger causality and impulse response analysis

A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets

In this paper, we develop a vector autoregressive (VAR) model of the Turkish financial markets for the period of June 15 2006 – June 15 2010 and forecasts ISE100 index, TRY/USD exchange rate, and short-term interest rates. The out-of-sample forecast performance of the VAR model is compared with the results from the univariate models. Moreover, the dynamics of the financial markets are analyzed through Granger causality and impulse response analysis

Proceedings: 3rd International Conference on Food and Agricultural Economics: THE IMPACT OF EXCHANGE RATE VOLATILITY ON TURKEY’S LIVESTOCK IMPORTS

Turkey is a country with high young population rate. Also, after the internal conflicts that arose in neighboring countries, flocks of people have immigrated to Turkey. High population growth caused high food demand. Also, most of the population in Turkey is Muslim, and it is creating extra demand in the feast of sacrifice. During recent years, because of these reasons, the supply of meat could not meet the demand, and high demand increased the meat prices with high costs. The government of Turkey, therefore, started to import live animals to reduce meat prices. In this study, for the period 2005M01- 2018M01, the relationship between real effective exchange rate, real effective exchange rate volatility and Turkey’s livestock imports was examined using bounds test, symmetric and timevarying symmetric causality tests. In this study, unit root analysis was performed using ADF and PP tests. The results of ADF and PP unit root tests indicated that the parameters were stationary at different levels and that none of the parameters was stationary at the 2nd level. According to bounds test, the F-statistic value calculated at a significant level of 5% and 10% was found less than bottom limits, the cointegration relation between the variables was not determined. As a result of the bounds test, it was concluded that there was no long-term relationship between the variables. According to the results of a Hacker-Hatemi-J causality test, a causality relationship was not found from volatility, reel effective exchange rate and industrial production index to Turkey’s livestock exports. Timer varying causality analysis confirmed this result for a significant part of the time interval. However, a causality relationship was determined for some periods from volatility, reel effective exchange rate and industrial production index to Turkey’s livestock exports. In this study,for the period 2005M01- 2018M01, the relationship between real effective exchange rate, real effective exchange rate volatility and Turkey’s livestock imports was examined using bounds test, symmetric and time-varying symmetric causality tests

ÖĞRENME YÖNTEMLERİNİN FUTBOLA UYGULANMASI ÜZERİNE BİR DENEME

ÖĞRENME YÖNTEMLERİNİN FUTBOLA UYGULANMASI ÜZERİNE BİR DENEM

Guillain-Barre Syndrome in a Patient with Primary Extranodal Intestinal Non-Hodgkin's Lymphoma: Paraneoplastic, Drug Induced or Coincidental?

Neurological involvement is observed in 5%-25% of patients with lymphoma being either the first presentation of the disease or emerging during its course. However, Guillain-Barre syndrome is rarely reported. In this article, we present a case with intestinal lymphoma developing Guillain-Barre syndrome during the course of the disease. A 66-year-old male patient with primary extranodal intestinal lymphoma developed quadriparesis, sensory deficits and autonomic dysfunction while receiving chemotherapy. The findings of clinical, electrophysiological and laboratory examinations were consistent with Guillain-Barre syndrome. Guillain-Barre syndrome can potentially be fatal and mimic chemotherapy-induced neurotoxicity, especially in patients with lymphoma, and therefore, must be considered in the differential diagnosis