Economics Graduate Program - Doctorate
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Yazar "Güloğlu, Bülent" ile Economics Graduate Program - Doctorate'a göz atma
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Sıralama Seçenekleri
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ÖgeAnalysis Of Volatility Transmission Mechanism Across Equity Markets(Institute of Social Sciences, 2017) Kaya, Pınar ; Güloğlu, Bülent ; 479284 ; Economics ; EkonomiBu tez gelişmiş ve gelişmekte olan hisse senedi piyasaları ve Amerika Birleşik Devletleri tahvil piyasaları arasında oynaklık geçişliliği mekanizması üzerine iki çalışmadan meydana gelmektedir. İlk makale dinamik koşullu korelasyonları kullanarak gelişmiş ve gelişmekte olan hisse senedi piyasaları arasında oynaklık yayılmalarını araştırmaktadır. İlk çalışmada gelişmiş borsa endekslerini temsilen S&P 500 (Amerika), FTSE 100 (Londra), NIKKEI 225 (Japonya) endeksleri kullanılmış olup gelişmekte olan ülkeler iki bölgesel grup tarafından temsil edilmiştir. Bu gruplardan ilki, BSE SENSEX (Hindistan), IDX (Endonezya), BURSA KLCI (Malezya) endekslerinin bulunduğu Asya borsaları ve BIST 100 (Türkiye) endeksinden oluşmaktadır. Diğer grup ise MERVAL (Arjantin), BOVESPA (Brezilya), IPC (Meksika), IPSA (Şili) ve COLCAP (Kolombiya)'nın bulunduğu beş temel Latin Amerika borsasını içermektedir. Bu çalışmada 01.01.2002 ile 29.02.2016 döneminde finansal piyasaların günlük endeks değerleri analiz edilmiştir. Bu çalışmada varyansta yapısal kırılma, uzun hafıza özelliği ve asimetri dikkate alınmıştır.
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ÖgeEssays On Estimation Methods(Institute of Social Sciences, 2019) Kütük, Yasin ; Güloğlu, Bülent ; 582356 ; Economics ; İktisatIn this study, new estimation methods have been investigated as the title of the dissertation suggests. These methods, at the time of writing this dissertation, are classified in Artificial Intelligence. Three articles have been completed for this purpose. These articles are not only new in terms of estimation methods, but also have many innovations in terms of data sets that are created and used. In addition, the methods used are also compared with econometric methods. The methods to be used in all the articles have been examined in detail in the first chapter. This chapter consists of two main sections. In the first section, the methodologies used in this study but mostly by artificial intelligence are examined. In the second section, econometric methodology to be used for comparison are examined. The first article is about estimating the likelihood of individuals transitioning from unemployment to employment. For this purpose, Household Labor Force Surveys in between 2004-2016 are utilized by matching the questions and the answers semantically which are changed year by year. On the side of machine learning, since the problem is described as classification, estimation methods and their algorithms used for this purpose selected in accordance with classification.
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ÖgeRegional Consumption And Income Dynamics In Turkey: A Panel Data Analysis(Institute of Social Sciences, 2018) Güven, Murat ; Güloğlu, Bülent ; 534786 ; Economics ; EkonomiExamining regional consumption and income dynamics has become increasingly important in recent years. Regional income and consumption disparities are used to create regional economic policies because the reduction of these disparities is a crucial step for economic development. The rapid progress of the scientific and technological developments in communication technologies and the promotion of the air, land and marine transportation in recent years have increased the interactions among households at the regional level. Thus, the differences in consumption and income among households have been changing. This thesis thus aims to test whether there are any differences in consumption and income among the 26 NUTS-2 regions in Turkey, then to identify the determinants of the differences and finally to examine the direction in which these differences evolve over time. For this purpose, demand elasticities are estimated at the regional level for each group of goods and service, then regional convergence analyzes is tested. The price and income elasticities for 12 groups of goods and service for 26 NUTS-2 level regions covering the period 2005-2013 are estimated using the Almost Ideal Demand Model(Deaton & Muellbauer, 1980) in the linear form.