Yazar "Akdeniz, Coşkun" için listeleme
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Analyzing Exchange Market Pressure Dynamics with Markov Regime Switching: The Case of Turkey
İlhan, Ali; Akdeniz, Coşkun; Özdemir, Metin (Vilnius Univ, 2022)This study analyzes the dynamics of exchange market pressure in Turkey by employing the Markov regime switching model for the period from January 2006 to December 2019. Our findings show that there are two regimes in the ... -
Construction of the monetary conditions index with TVP-VAR Model: Empirical evidence for Turkish economy
Akdeniz, Coşkun (Springer, 2021)As an important indicator for the central banks that adopting inflation targeting regime, this paper aims to construct a monetary conditions index (MCI) for Turkey based on the weighted sum approach covering the period of ... -
Correction to: Construction of the monetary conditions index with TVP-VAR model: Empirical evidence for Turkish economy
Akdeniz, Coşkun (Springer, 2021)[No abstract available] -
Does the Value of Currency Affect the Numbers of International Inbound Tourists to Turkey?
This study examined the effect of the value of the currency on international inbound tourist numbers to Turkey from Germany and Russia, which are the top two tourist generating countries for Turkey. Two different Turkish ... -
Does the Value of Currency Affect the Numbers of International InboundTourists to Turkey?
This study examined the effect of the value of the currency on international inbound tourist numbers toTurkey from Germany and Russia, which are the top two tourist generating countries for Turkey. Two differentTurkish ... -
Finansal Koşulların Taylor Kuralının Geçerliliği Üzerindeki Etkisi: Türkiye Üzerine Ampirik Bulgular
Türkiye Cumhuriyet Merkez Bankası’nın (TCMB) öncelikli hedefi,enflasyon hedeflemesi rejiminin benimsenmesi ile birlikte fiyatistikrarının sağlanması ve korunması olarak belirlenmiştir.Ancak, 2008 Küresel finansal krizinden ... -
The Impact of Macroeconomic Variables on the Stock Market in the Time of COVID-19: the Case of Turkey
İlhan, Ali; Akdeniz, Coşkun (2020)Along with the ongoing efforts to understand the effects of the COVID-19 pandemic on economies through various simulations and forecasts, the severe trauma experienced in financial markets has already manifested itself in ... -
The impact of oil prices on oil-gas stock returns: A fresh evidence from the covid-affected countries
Akdeniz, Coşkun; Çatık, Abdurrahman Nazif; Huyugüzel Kışla, Gül (Bucharest University of Economic Studies, 2021)The effects of oil price exposure of oil-gas sectors of the countries largely affected by Covid-19 is analyzed with a time-varying parameter model. Estimation results suggest that market risk of all countries’ oil-gas ... -
Inflationary effects of oil price and exchange rate shocks in South Africa: Evidence from time-varying pass-through coefficients
Akdeniz, Coşkun; Çatık, Abdurrahman Nazif; Ballı, Esra (Wiley, 2022)This paper estimates the exchange rate and oil price pass-through to South African domestic prices (ERPT and OPPT, respectively). This study adopts a novel approach to compute pass-through coefficients along the pricing ... -
Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule?
Caporale, Guglielmo Maria; Helmi, Mohamad Husam; Catik, Abdurrahman Nazif; Ali, Faek Menla; Akdeniz, Coşkun (Elsevier Science Bv, 2018)This paper examines the Taylor rule in five emerging economies, namely Indonesia, Israel, South Korea, Thailand, and Turkey. In particular, it investigates whether monetary policy in these countries can be more accurately ... -
Oil prices and sectoral stock returns in the BRICS-T countries: A time-varying approach
Caporale, Guglielmo Maria; Çatık, Abdurrahman Nazif; Kışla, Gül Şerife Huyugüzel; Helmi, NMohamed Husam; Akdeniz, Coşkun (Elsevier Sci Ltd, 2022)This paper investigates how exchange rates and oil prices have affected sectoral stock returns in the BRICS-T countries over the period from 2 January 2001 to 22 March 2021. Following the estimation of a benchmark linear ... -
Orta Gelir Tuzağının Türkiye Geneli ve Düzey Alt Bölgeleri İçin Tespiti
İlhan, Ali; Akdeniz, Coşkun (2020)Bu çalışmanın amacı, orta gelir tuzağının Türkiye’nin geneli ve düzey alt bölgeleri için var olup olmadığınıincelemektedir. Çalışmada ülke geneli için orta gelir tuzağının varlığı Robertson ve Ye’nin (2013) yaklaşımındanhareketle ... -
Parasal Aktarım Mekanizmalarının İşleyişinde Finansal Koşulların Önemi: Tvp-Var Modellerinden Bulgular
Bu makalede Türkiye’de parasal aktarım mekanizmalarındaki değişimin finansal koşulların rolü dikkate alınarak incelenmesiamaçlanmaktadır. Bu çerçevede, parasal değişkenler ve finansal koşulların fiyatlar ve iktisadi aktivite ... -
TAYLOR KURALININ FARKLI PARA POLİTİKASI REJİMLERİ ALTINDA GEÇERLİLİĞİ: TÜRKİYE EKONOMİSİ İÇİN TVP-VAR MODELİ UYGULAMASI
Akdeniz, Coşkun (2021)Bu çalışmanın amacı, Türkiye ekonomisi için Taylor kuralını zamanla-değişen parametreli vektör otoregre- sif (TVP-VAR) modeli üzerinden analiz etmektir. Nominal döviz kurunu da içerecek şekilde genişletilen model, ... -
Time-varying impact of oil prices on sectoral stock returns: Evidence from Turkey
Nazif Çatık, A.; Huyugüzel Kışla, G.; Akdeniz, Coşkun (Elsevier Ltd, 2020)This article analyzes the impact of oil price changes on the sectoral stock-market returns of Turkey. For this purpose, asset-pricing models augmented with oil price and exchange rate changes are estimated using daily ... -
The validity of the real interest differential model for Turkey with Markov regime switching
Akdeniz, Coşkun; İlhan, Ali (Peter Lang AG, 2021)Factors driving the fluctuations in exchange rates have always been on the agenda of economists. For this purpose, many theories have been developed to find the determinants of exchange rate movements. One of the best known ...