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Öğe Forecasting Unemployment Rate in the Aftermath of the Covid-19 Pandemic: The Turkish Case(2021) Tufaner, M.; Sözen, İlyasThe coronavirus (Covid-19) pandemic caused the loss of lives, global problems, and the collapse of economies. Especially, the high unemployment rates in developing countries at present makes the unemployment rate predictions important. The aim of this study is to estimate the unemployment rate for the future by ARIMA and Artificial Neural Networks (ANN) models for Turkey. The contribution of the study to the literature is to estimate the unemployment rate in Turkey in the aftermath of the Covid-19 by ARIMA and ANN models. In the study, the Box-Jenkins method was used to find the appropriate ARIMA process. Then, the estimated performance of the results obtained up to 2021M8 unemployment rates in Turkey have been compared in the framework of criteria for success. Our results show that ANN was more successful than the ARIMA model in estimating the unemployment variable. It seemed that the unemployment rate estimated by the model is very close to the actual unemployment rate. According to the model results, in the aftermath of Covid-19, the unemployment rate in Turkey will be occurred over 5% of the natural rate of unemployment.Öğe The Impacts of Sectoral Value Added to Economic Growth in Turkey(2021) Tufaner, M.The origins of economics are based on the balance between unlimited needsand scarce resources. This constraint has prompted economists to considerhow to increase their production capacity and how much they will producewhich good. In this historical process, it has become inevitable for economiesto increase their production capacities and to realize structuraltransformations. At this point, the question arises in which sector theproductivity and added value in production contribute more to economicgrowth. Agriculture is an important component of economic growth indeveloping countries and constitutes a large part of employment.Manufacturing has played a key role in rapid economic growth since theindustrial revolution. On the other hand, with the liberalization period after1980, it was understood that the share of manufacturing in productiondecreased and there was a tendency towards the services sector indeveloping countries. In this context, it is important to research the addedvalues in agriculture, manufacturing, and services sectors and to revealsectoral productivity. The aim of this paper is to research the impacts ofagriculture, manufacture, and services value-added on economic growth inTurkey using econometric analysis methods. For this purpose, therelationship between variables was analyzed using regression and Grangercausality methods for the period 1969-2019. According to the results of theregression analysis, it was seen that the value added that contributed themost to economic growth was the services sector with 0.47. Next, camemanufacturing with 0.32 and finally the agricultural sector with a coefficientof 0.19. Granger causality test results showed that there is a mutual causalityrelationship between economic growth and manufacturing value added. Inaddition, it appeared that there is a one-sided causality from economicgrowth to agricultural value added. Analysis results reveal that the valueadded in the agriculture and manufacturing industry does not supportsufficiently economic growth. In this context, it should be encouraged bypolicymakers to increase the added value in agriculture and manufacturingindustry.Öğe KREDİ RİSK PRİMİ, DÖVİZ KURLARI VE BAZI EMTİALARIN BİST100 PERFORMANSINA ETKİSİ(2021) Tufaner, M.Borsalar, yerli ve yabancı yatırımcıların tasarruflarını değerlendirdiği finansal piyasalardır. Özellikle, yatı- rım ihtiyacı yüksek olan gelişmekte olan ülkelerde kredi genişlemesi için bir likidite kaynağı olarak görülmek- tedir. Finansal kırılganlık seviyesi yüksek olan bu ülkelerin borsaları hem ulusal hem de uluslararası arenada meydana gelen ekonomik, sosyal ve politik gelişmelerden etkilenebilmektedir. Bunların en başında ise CDS risk primleri gelmektedir. Bu bağlamda çalışmanın amacı, BİST100 endeksi ile CDS risk primi, dolar kuru, ons al- tın fiyatı ve brent petrol fiyatı arasındaki ilişkiyi incelemektir. Araştırmada, 2015w50-2020w2 dönemi hafta- lık veriler kullanılarak analiz edilmiştir. İlk olarak, serilerin durağanlığını sınamak amacıyla ADF ve PP birim kök testleri yapılmıştır. Ardından, değişkenler arasındaki uzun dönem ilişkisinin tespit edilmesi amacıyla, Jo- hansen eşbütünleşme testi uygulanmıştır. Daha sonra, modelde yer alan değişkenler arasında nedensellik iliş- kisinin mevcut olup olmadığının tespit edilmesi için VAR temelli Granger nedensellik testi gerçekleştirilmiştir. İz ve Maksimum Özdeğer testi sonuçlarına bakıldığında, değişkenler arasında bir eşbütünleşme ilişkisi olma- dığı sonucuna varılmıştır. Granger nedensellik testi sonuçlarına bakıldığında, CDS’den BİST100’e ve USD’den BİST100’e tek taraflı bir nedensellik ilişkisi olduğu anlaşılmıştır.Öğe THE RELATIONSHIP BETWEEN R&D EXPENDITURES AND INNOVATIVE DEVELOPMENT: A PANEL DATA ANALYSIS FOR SELECTED OECD COUNTRIES(2019) Tufaner, M.; Sözen, İlyasResearch and development expenditures are one of the most important variables under considerationin order to achieve innovative development. Research and development (R&D) expenditures primarilyincrease the number of patents applied in a country. The increase in the number of patents appliedcontributes to the innovative development of the countries and shifts the countries’ exports from lowtech products to high-tech products. In this study, the relationship between R&D expenditures, hightech product exports and the number of patent applications were examined using data from 1997 to2016 for 25 OECD member countries. In the study where the presence of cross-sectional dependenceamong the countries was determined, the stationary of the series were examined by the CIPS method,and it was determined that the series were stationary in the first difference. The cointegrations of theseries were examined by the Westerlund method, and it was found that they were not cointegrations.Then, Dumitrescu and Hurlin’s methods were used to test Granger causality. According to the testresults, there is a mutual causality relationship between R&D expenditures and at least one unit of hightech product exports and R&D expenditures and patent applications.