Ara
Toplam kayıt 7, listelenen: 1-7
Winners and losers of rapid growth in Turkey: Analysis of the spatial variability of convergence
(Wiley, 2020)
This paper investigates spatial variability of regional convergence for the 2004-2017 period in Turkey. Results from neoclassical convergence model which are robust to inclusion of a spatial battery points out the existence ...
State-Business Relations, Financial Access and Firm Performance: A Causal Mediation Analysis
(Wiley, 2020)
This study investigates the triangular relationship among state-business relations, financial access and economic performance in the Middle East and North Africa. We hypothesize that financial intermediation is a significant ...
Market access and regional dispersion of human capital accumulation in Turkey
(Wiley, 2020)
Building on early advances in development economics, the theoretical construct of new economic geography asserts that geography plays a crucial role in educational human capital accumulation. Based on this expectation, ...
Can neighbor regions shape club convergence? Spatial Markov chain analysis for Turkey
(Springer Heidelberg, 2020)
This study explores the impact of neighbor regions on the club convergence for Turkey. Markov chain analyses are augmented by using the spatial lag conditioning. The central hypothesis is that, having a rich (poor) spatial ...
Granger causality of bivariate stationary curve time series
(Wiley, 2020)
We study causality between bivariate curve time series using the Granger causality generalized measures of correlation. With this measure, we can investigate which curve time series Granger-causes the other; in turn, it ...
Block Bootstrap Prediction Intervals For Garch Processes
(Inst Nacional Estatistica-Ine, 2020)
In this paper, we propose a new resampling algorithm based on block bootstrap to obtain prediction intervals for future returns and volatilities of GARCH processes. The finite sample properties of the proposed methods are ...
Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models
(Taylor and Francis Ltd., 2020)
The bootstrap procedure has emerged as a general framework to construct prediction intervals for future observations in autoregressive time series models. Such models with outlying data points are standard in real data ...