Books by Engin Sorhun
Python ile Ekonometri, 2021
Python ile Ekonometri
İstatistik ve ekonometri paket programları için her sene neden milyonla... more Python ile Ekonometri
İstatistik ve ekonometri paket programları için her sene neden milyonlarca dolar ödüyoruz? Üniversitelerimiz, özel ve kamu sektörü kuruluşları, araştırma merkezleri, bilim insanları, öğrenciler… Şimdi dünyanın açık kaynaklı (ücretsiz) araçlara yelken açtığı bir zamanda bir avuç şirkete yaptığımız bunca ödeme ne kadar gerekli?
Bu çalışmanın amacı Amazon’un 2010-2020 Best-seller raporuna göre dünyada 10 senedir en yaygın kullanılan ekonometri kitabı olan Jeffrey Wooldridge’ın "Ekonometriye Giriş: Modern Yaklaşım” isimli kitabındaki 132 örneği Python ile uygulamakla sınırlı değildir.
Bunun ötesinde;
Python diliyle kodlanmış açık kaynaklı, ücretsiz ve erişilebilir uygulama paketleri sayesinde birkaç satır kod yazarak pahalı yazılımların çıktılarını elde edebilecek, yüzlerce, binlerce dolardan tasarruf edecek,
Üniversite laboratuvarlarındaki lisanslı yazılımlara bağımlı kalmadan, evinizden, köşedeki kahve zincirinde, kütüphanede, plajdaki şezlongda… ödevinizi, projenizi, çalışmanızı rahatlıkla yapabilecek,
Yeryüzünde birbirleriyle hiç karşılaşmamış ama birlikte çalışan yüz binlerce gönüllü tarafından geliştirilip güncellenen Python paketlerinin avantajını tadabilecek, bu paketlerin ücretsiz öğrenme kaynaklarının tadını çıkaracak,
Çağımızın en önemli yetkinliklerinden kodlama becerisi kazanmak için güçlü bir adım atacaksınız.
İÇİNDEKİLER
VERİ BİLİMİ VE PYTHON_
BASİT REGRESYON MODELİ_
ÇOKLU REGRESYON MODELİ_
ÇOKLU REGRESYON ANALİZİ: ÇIKARIM_
ÇOKLU REGRESYON ANALİZİ: SKK’NİN ASİMPTOTİK ÖZELLİKLERİ_
ÇOKLU REGRESYON ANALİZİ: İLERİ KONULAR_
NİTEL BİLGİ İLE ÇOKLU REGRESYON ANALİZLERİ: İKİLİ (VEYA KUKLA) DEĞİŞKENLER_
DEĞİŞEN VARYANS_
TANIMLAMA VE VERİ SORUNLARI HAKKINDA DAHA FAZLASI_
ZAMAN SERİSİ İLE REGRESYON ANALİZİ_
ZAMAN SERİSİ VERİSİ İLE SEKK KULLANIMINA DAİR İLAVE KONULAR_
ZAMAN SERİSİ REGRESYONLARINDA SERİSEL KORELASYON VE DEĞİŞEN VARYANS_
HAVUZLANMIŞ YATAY KESİTLER: BASİT PANEL VERİ YÖNTEMLERİ_
İLERİ PANEL VERİ YÖNTEMLERİ_
ARAÇ DEĞİŞKENLER TAHMİNİ VE İKİ AŞAMALI EN KÜÇÜK KARELER_
EŞ ANLI DENKLEM MODELLERİ_
SINIRLI BAĞIMLI DEĞİŞKENLİ MODELLER VE ÖRNEK SEÇİMİ DÜZELTMELERİ_
İLERİ ZAMAN SERİSİ KONULARI
Python İle Makine Öğrenmesi: Ekonomi, Finans, İşletme, Algortimik İşlem Uygulamaları, 2021
Bu çalışmada 31 makine öğrenmesi algoritması, 22 makine öğrenmesi metodu, 33 Python kütüphanesi, ... more Bu çalışmada 31 makine öğrenmesi algoritması, 22 makine öğrenmesi metodu, 33 Python kütüphanesi, 14 özgün veri seti ile sosyal bilimlerin özellikle ekonomi, finans, işletme alanlarına dair örnek uygulamalar yer almaktadır.
Emlak piyasası, ikinci el araç piyasası, üretim-satış-müşteri süreçlerinin optimizasyonu, döviz ve hisse senedi alım-satımı için algoritmik işlemler ve al-sat sinyalleri oluşturma, makro ekonomi, seçim tahmini ve koalisyon analizi, market sepeti analizi…
Bunun yanı sıra, Python ile arayüz oluşturma, özgün veri seti oluşturmak için web sayfalarından veri “tırtıklama”, veri setlerini Türkçeye çevirme, veri görselleştirme… gibi uygulamalar da ilaveten ele alındı.
Çalışmayı özgün kılan bir sosyal bilimci tarafından, sosyal bilim araştırmacıları ve veriye dayalı strateji üretmek isteyen özel sektör temsilcileri için hazırlandı.
Bilimsel bir metodolojiye sahip olmasına rağmen makine öğrenmesi adeta günlük konuşma diline çevrildi. Hikâyeleştirme teknikleri kullanılarak uygulamalar anlatıldı. Eğlenceli bir dil kullanıldı.
Makine öğrenmesinin formüller ve teorik arka planından ziyade sonuçlarına ve uygulayıcı için günlük hayattaki karşılıklarına odaklanıldı. Uzun sıkıcı anlatımlar yerine şema ve görseller kullanıldı.
Book Chapters by Engin Sorhun
Blockchain Economics and Financial Market Innovation Financial Innovations in the Digital Age, 2019
This paper focus on measuring the performance of algortimic trading in now-casting of stock retur... more This paper focus on measuring the performance of algortimic trading in now-casting of stock returns using machine learning technics. For this task, (i) nine commonly used trend indicators to capture the behavior of the stock and a binary variable to signal positive/negative returs are used as predictors and target variable, respectively; (ii) the standart machine learning process (splitting data, choosing the best performing algorithm among the alternatives, and testing this algorithm for new data) is applied to ASELSAN (a Turkish defense industry company) stock traded in BIST-100. The main findings are: (I) the decission tree algoritm performs better than K-nearest Neighbours, Logistic Regression, Bernoili Naïve Bayes alternatives; (ii) the now-casting model allowed to realize an 18% of yield over the test period; (iii) the model’s performance metrics (accuracy, precision, recall, f1 scores and the ROC-AUC curve) that are commonly used for classification models in machine learning takes values just in the acceptance boundary.
he 2008 Global Crisis and the Euro Crisis sparked a long standing debate: the impacts of the relo... more he 2008 Global Crisis and the Euro Crisis sparked a long standing debate: the impacts of the relocation of western companies (expat-firms), together with deindustrialization process, towards developing countries on the western economies. However the mentioned trend is recently discussed on the ground of the EU public debt burden and the Euro. The specific problematic is whether the relocation of firms is one of the main reasons for the deteriorated public finance and fiscal discipline of the EU countries. This is analytically evaluated under four eventual scenarios in the framework of the Euro Crisis.
Transatlantik bütünleşmesi düşüncesi, 1980’lerin ortalarından itibaren siyaset, akademi ve iş çev... more Transatlantik bütünleşmesi düşüncesi, 1980’lerin ortalarından itibaren siyaset, akademi ve iş çevrelerinde sıkça tartışılmasına rağmen vücut bulma adına güçlü bir iradenin konması için 2013’ü bekledi. Başkan Obama ve AB Komisyonu Başkanı Barosso 13 Şubat 2013’de Transatlantik Ticaret ve Yatırım Ortaklığı için müzakerelere başladıklarını ilan ettiler. Peki, neden şimdi? Neden bu kadar hızlı?
Forthcoming paper:
This study presents a set of political, economic, institutional, and natural ... more Forthcoming paper:
This study presents a set of political, economic, institutional, and natural conditions for the success of a regional economic bloc. And it deals with the Transatlantic Trade and Investment Partnership (TTIP) and the Shanghai Cooperation Organization (SCO) in the light of these success conditions.
As the trade volume of Turkey has tripled in the last decade one observes a complementary shift i... more As the trade volume of Turkey has tripled in the last decade one observes a complementary shift in the trade orientation of the country from its conventional markets like the European Union to Asian and African markets. Among the alterative markets the members of the Organisation of Islamic Cooperation (OIC) become particularly important in the market diversification policy of Turkey. In this respect, computing the actualized trade potential can not only account for the dynamic change in trade orientation of the country but also presents a guideline for policy makers and firms. On the other hand, since recent researches in the literature remarked that estimations of trade potential through single estimator (monotype estimation) lead to overestimations (or underestimations) which misguide policy makers this paper employs an estimator selection process. For that purpose, this study uses a gravity model estimated by multiple alternative estimators to assure the econometric credibility. This paper aims at (i) choosing the most adequate estimator possible for the case through estimator selection process, (ii) computing the trade potential of Turkey in the OIC market, and (iii) revealing to what extent the trade potential has been actualized up to now.
The Shanghai Cooperation Organization (SCO) whose the history dates back to “Shanghai five” was f... more The Shanghai Cooperation Organization (SCO) whose the history dates back to “Shanghai five” was founded in 1996 in order to deal with security and border issues. However, in the course of time the organization has expanded the cooperation ground: the vision of the organisation has been recently enlarged so as to intensively emphasise economic issues such as forming a free trade area and initiating an economic integration. Since the potential economic effect is ambiguous and initially depends on the actual trade structure among the member countries it is crucial for policymakers to have the right tools to evaluate the economic effect of such an initiative. The aim of this study is to provide practical guidance to policymakers for determining the potential economic effect of a further free trade area (FTA) to be founded within the SCO. For this purpose a set of indicators are used to determine the potential effect at regional and industrial levels that a possible regional trade arrangement may yield for the participating countries. It is concluded that there is a geographical bias towards trading among the members. To overcome this there are two possible solutions for the SCO if it attempts a FTA: It should generate inter-industry and intra-industry trades and initiate new members.
Papers by Engin Sorhun
Comparative Economic Research, 2018
Based on the assumption that the economic integration process contributes, via market reforms, to... more Based on the assumption that the economic integration process contributes, via market reforms, to the dynamics of the space distribution in candidate countries, this study examines (i) whether agglomeration forces or dispersion forces are dominant; (ii) whether EU-integration causes a structural break to the space distribution over time; (iii) whether EU-integration makes the city-size distribution more even or uneven in eight eastern European Union members (EU-8). To carry out the analysis, the Ziwot-Andrew and Cusum Square tests are used to detect structural breaks; the ARDL Bound test is used to reveal the interaction between long-run and short-run equilibrium; and the Granger test is used to determine the direction of the causality among the variables. The main results are: the integration with the EU (i) caused a structural break to the city-size distribution, (ii) made the city-size distribution more uneven and (iii) stimulated the agglomerating forces over the spreading forces in the EU-8.
means, electronic or mechanical, including photocopying, without written permission from the publ... more means, electronic or mechanical, including photocopying, without written permission from the publisher. Product or company names used in this set are for identification purposes only. Inclusion of the names of the products or companies does not indicate a claim of ownership by IGI Global of the trademark or registered trademark.
Although Turkey has historically concentrated its trade with the European Union (EU) it has diver... more Although Turkey has historically concentrated its trade with the European Union (EU) it has diversified its trade markets with the
neighbouring regions and different group of countries during the last decade. Among them, Arab countries have come into
prominence. Especially, following the “zero problems with neighbours” policy (ZPN), pursued by Turkey since 2002, the trade
volume with the Middle Eastern neighbours has increased faster than that with its traditional partners. Nevertheless so called “Arab
Spring” has started to manifest its effects on this trend. It deteriorates not only the economies of the concerned countries but also
Turkey’s trade expansion. This paper aims: (i) to test through a gravity model the positive impacts of the ZPN policy and the
negative impact of the Arab Spring on the trade expansion with the Spring Countries; and (ii) to reveal the positive impact of the
policy change and the negative impact of the uprising movements on the realization of trade potential by Turkey in the Spring
Countries.
Review of Development Economics, 2011
This paper aims to develop a generally applicable model to examine the eventual motivations both ... more This paper aims to develop a generally applicable model to examine the eventual motivations both for internal migration and external immigration. For this reason our model involves not only economic motivations of development and geographical economics but also social motivations of behavior economics. We tested the model through Turkish internal and external population flows toward German regions. Our analysis contains the first regional-level immigration analysis between an EU country (Germany) and Turkey. The main results are: (i) the purely economic motivations are more important than the social motivations; (ii) among the economic motivations income level and economic size of host regions are the biggest ones; and (iii) and the network externalities play a more important role than the herd effect. Subsequently, we estimated some country-specific factors on im/migration. The main results are: (i) joining to the Customs Union led to acceleration in intern migration but slowing-down in external immigration; (ii) even though Turkey acts slowly in adopting EU reforms, the EU reform process seems to reduce the economic and social stress on Turkish im/migration; and (iii) the reunification of Germany created a constraint on Turkish immigration flows toward German regions.
regions with which she intensively trades and reveals how much of this potential she uses.
The m... more regions with which she intensively trades and reveals how much of this potential she uses.
The main findings are as follows:On the one hand, while estimating a basic gravity
equation it is confirmed that a change in the bilateral trade volume essentially depends on
countries’ national income and distance between countries as expected. Nevertheless,
contrary to previous studies’ findings, it is observed that border neighbourhood has a
positive effect on the trade of Turkey with her neighbour countries. On the other hand, it is
revealed that Turkey under-trades with her trade partners. If Turkey had fully used her
trade potential during 1995-2013 period, she would have effectuated $ 65,9 billion more
export and $ 42,9 billion more imports.
Although the European Union (EU) is still her most important trade partner, the actual
trade of Turkey with the EU is very close to her potential trade with the EU. On the
contrary, there is a great gap between actual and potential trade levels of Turkey with the
other regions, especially Africa and Middle East. This situation that emerged new
opportunities for Turkish trade sector can be expected to have impact on the foreign trade
market diversification policy of Turkey.
This paper aims to reveal the eventual impacts of European Union (EU) membership process and othe... more This paper aims to reveal the eventual impacts of European Union (EU) membership process and other conventional factors on
the city-size distribution of a candidate country (Turkey). I can state main results as follows: Analyzing from different estimation
methods the direct effect of the EU reforms on agglomerating forces rather than congesting forces are revealed to be dominant for
Turkey. However, the main impact of the EU membership process has positive but modest coefficient that indicate the weak
willingness of the country for EU reforms.
At The Brussels Submit in 2004 the European Union (EU) decided to open accession negotiations
wi... more At The Brussels Submit in 2004 the European Union (EU) decided to open accession negotiations
with Turkey. However in the final declaration, EU governors advised Turkey to enlarge the Customs
Union Agreements (CU), as predicted before in the Ankara Agreement, with the ten new members of
the EU.
Turkey whose products are in circulation in the European market since 1996, benefits from the CU. As
a next step, it will include the ten new members by enlarging the Agreement. Moreover Bulgaria and
Romania will joint to the EU in 2007. It is expected that enlargement of the CU and the accession of
these two countries stipulates trade between Turkey and new member countries in the close future.
This paper aims to estimate, via two way cross section time series method, the magnitude of “natural”
and “potential” volume of trade between Turkey and the countries in question, and to forecast trade
flows in 2008 after the enlargement of the CU by Turkey.
According
to economic criteria determined by the European Council, the Candidates
Countries mus... more According
to economic criteria determined by the European Council, the Candidates
Countries must have the capacity to cope with the competitive pressure in the EU in the
medium term. The level of trade integration between the EU and candidates is an indicator of
whether they penetrate each other’s markets. Turkey, as a candidate country, passed three
phases that allowed it to integrate to the Union. The purpose of this paper is to analyse
Turkey’s trade integration and adaptation of its trade sectors to the European Markets and to
investigate how the negative effect of the distance is compensated in framework of theses
threes phases.
ABSTRACTWhen
Kazakhstan was trying to go out from economic, social and political
transition, su... more ABSTRACTWhen
Kazakhstan was trying to go out from economic, social and political
transition, suddenly faced well-known problems of the oil-rich countries. It is
absolutely vital that Kazakhstan evaluate its oil-income for going out from
transition and developing itself in accordance with the conditions of market
economy. After the suggestion of the IMF, Kazakh Government constituted
an oil fund in order to prevent its economy from volatility of oil-revenue and
price-chocks in the oil market.
This paper aims to reveal the impacts of the Kazakh Oil Fund on monetary
budgetary and macroeconomic stabilities of the country through time-series
regression analysis. In doing so, I test also to what extent an oil fund works
in a transition country.
Teaching Documents by Engin Sorhun
Introduction Python for Data Science, 2021
Introduction to Data Mining with Python
Uploads
Books by Engin Sorhun
İstatistik ve ekonometri paket programları için her sene neden milyonlarca dolar ödüyoruz? Üniversitelerimiz, özel ve kamu sektörü kuruluşları, araştırma merkezleri, bilim insanları, öğrenciler… Şimdi dünyanın açık kaynaklı (ücretsiz) araçlara yelken açtığı bir zamanda bir avuç şirkete yaptığımız bunca ödeme ne kadar gerekli?
Bu çalışmanın amacı Amazon’un 2010-2020 Best-seller raporuna göre dünyada 10 senedir en yaygın kullanılan ekonometri kitabı olan Jeffrey Wooldridge’ın "Ekonometriye Giriş: Modern Yaklaşım” isimli kitabındaki 132 örneği Python ile uygulamakla sınırlı değildir.
Bunun ötesinde;
Python diliyle kodlanmış açık kaynaklı, ücretsiz ve erişilebilir uygulama paketleri sayesinde birkaç satır kod yazarak pahalı yazılımların çıktılarını elde edebilecek, yüzlerce, binlerce dolardan tasarruf edecek,
Üniversite laboratuvarlarındaki lisanslı yazılımlara bağımlı kalmadan, evinizden, köşedeki kahve zincirinde, kütüphanede, plajdaki şezlongda… ödevinizi, projenizi, çalışmanızı rahatlıkla yapabilecek,
Yeryüzünde birbirleriyle hiç karşılaşmamış ama birlikte çalışan yüz binlerce gönüllü tarafından geliştirilip güncellenen Python paketlerinin avantajını tadabilecek, bu paketlerin ücretsiz öğrenme kaynaklarının tadını çıkaracak,
Çağımızın en önemli yetkinliklerinden kodlama becerisi kazanmak için güçlü bir adım atacaksınız.
İÇİNDEKİLER
VERİ BİLİMİ VE PYTHON_
BASİT REGRESYON MODELİ_
ÇOKLU REGRESYON MODELİ_
ÇOKLU REGRESYON ANALİZİ: ÇIKARIM_
ÇOKLU REGRESYON ANALİZİ: SKK’NİN ASİMPTOTİK ÖZELLİKLERİ_
ÇOKLU REGRESYON ANALİZİ: İLERİ KONULAR_
NİTEL BİLGİ İLE ÇOKLU REGRESYON ANALİZLERİ: İKİLİ (VEYA KUKLA) DEĞİŞKENLER_
DEĞİŞEN VARYANS_
TANIMLAMA VE VERİ SORUNLARI HAKKINDA DAHA FAZLASI_
ZAMAN SERİSİ İLE REGRESYON ANALİZİ_
ZAMAN SERİSİ VERİSİ İLE SEKK KULLANIMINA DAİR İLAVE KONULAR_
ZAMAN SERİSİ REGRESYONLARINDA SERİSEL KORELASYON VE DEĞİŞEN VARYANS_
HAVUZLANMIŞ YATAY KESİTLER: BASİT PANEL VERİ YÖNTEMLERİ_
İLERİ PANEL VERİ YÖNTEMLERİ_
ARAÇ DEĞİŞKENLER TAHMİNİ VE İKİ AŞAMALI EN KÜÇÜK KARELER_
EŞ ANLI DENKLEM MODELLERİ_
SINIRLI BAĞIMLI DEĞİŞKENLİ MODELLER VE ÖRNEK SEÇİMİ DÜZELTMELERİ_
İLERİ ZAMAN SERİSİ KONULARI
Emlak piyasası, ikinci el araç piyasası, üretim-satış-müşteri süreçlerinin optimizasyonu, döviz ve hisse senedi alım-satımı için algoritmik işlemler ve al-sat sinyalleri oluşturma, makro ekonomi, seçim tahmini ve koalisyon analizi, market sepeti analizi…
Bunun yanı sıra, Python ile arayüz oluşturma, özgün veri seti oluşturmak için web sayfalarından veri “tırtıklama”, veri setlerini Türkçeye çevirme, veri görselleştirme… gibi uygulamalar da ilaveten ele alındı.
Çalışmayı özgün kılan bir sosyal bilimci tarafından, sosyal bilim araştırmacıları ve veriye dayalı strateji üretmek isteyen özel sektör temsilcileri için hazırlandı.
Bilimsel bir metodolojiye sahip olmasına rağmen makine öğrenmesi adeta günlük konuşma diline çevrildi. Hikâyeleştirme teknikleri kullanılarak uygulamalar anlatıldı. Eğlenceli bir dil kullanıldı.
Makine öğrenmesinin formüller ve teorik arka planından ziyade sonuçlarına ve uygulayıcı için günlük hayattaki karşılıklarına odaklanıldı. Uzun sıkıcı anlatımlar yerine şema ve görseller kullanıldı.
DOI: 10.4018/978-1-4666-7308-3,
ISBN13: 9781466673083,
Web: http://www.igi-global.com/book/regional-economic-integration-global-financial/112204
Book Chapters by Engin Sorhun
This study presents a set of political, economic, institutional, and natural conditions for the success of a regional economic bloc. And it deals with the Transatlantic Trade and Investment Partnership (TTIP) and the Shanghai Cooperation Organization (SCO) in the light of these success conditions.
Papers by Engin Sorhun
neighbouring regions and different group of countries during the last decade. Among them, Arab countries have come into
prominence. Especially, following the “zero problems with neighbours” policy (ZPN), pursued by Turkey since 2002, the trade
volume with the Middle Eastern neighbours has increased faster than that with its traditional partners. Nevertheless so called “Arab
Spring” has started to manifest its effects on this trend. It deteriorates not only the economies of the concerned countries but also
Turkey’s trade expansion. This paper aims: (i) to test through a gravity model the positive impacts of the ZPN policy and the
negative impact of the Arab Spring on the trade expansion with the Spring Countries; and (ii) to reveal the positive impact of the
policy change and the negative impact of the uprising movements on the realization of trade potential by Turkey in the Spring
Countries.
The main findings are as follows:On the one hand, while estimating a basic gravity
equation it is confirmed that a change in the bilateral trade volume essentially depends on
countries’ national income and distance between countries as expected. Nevertheless,
contrary to previous studies’ findings, it is observed that border neighbourhood has a
positive effect on the trade of Turkey with her neighbour countries. On the other hand, it is
revealed that Turkey under-trades with her trade partners. If Turkey had fully used her
trade potential during 1995-2013 period, she would have effectuated $ 65,9 billion more
export and $ 42,9 billion more imports.
Although the European Union (EU) is still her most important trade partner, the actual
trade of Turkey with the EU is very close to her potential trade with the EU. On the
contrary, there is a great gap between actual and potential trade levels of Turkey with the
other regions, especially Africa and Middle East. This situation that emerged new
opportunities for Turkish trade sector can be expected to have impact on the foreign trade
market diversification policy of Turkey.
the city-size distribution of a candidate country (Turkey). I can state main results as follows: Analyzing from different estimation
methods the direct effect of the EU reforms on agglomerating forces rather than congesting forces are revealed to be dominant for
Turkey. However, the main impact of the EU membership process has positive but modest coefficient that indicate the weak
willingness of the country for EU reforms.
with Turkey. However in the final declaration, EU governors advised Turkey to enlarge the Customs
Union Agreements (CU), as predicted before in the Ankara Agreement, with the ten new members of
the EU.
Turkey whose products are in circulation in the European market since 1996, benefits from the CU. As
a next step, it will include the ten new members by enlarging the Agreement. Moreover Bulgaria and
Romania will joint to the EU in 2007. It is expected that enlargement of the CU and the accession of
these two countries stipulates trade between Turkey and new member countries in the close future.
This paper aims to estimate, via two way cross section time series method, the magnitude of “natural”
and “potential” volume of trade between Turkey and the countries in question, and to forecast trade
flows in 2008 after the enlargement of the CU by Turkey.
to economic criteria determined by the European Council, the Candidates
Countries must have the capacity to cope with the competitive pressure in the EU in the
medium term. The level of trade integration between the EU and candidates is an indicator of
whether they penetrate each other’s markets. Turkey, as a candidate country, passed three
phases that allowed it to integrate to the Union. The purpose of this paper is to analyse
Turkey’s trade integration and adaptation of its trade sectors to the European Markets and to
investigate how the negative effect of the distance is compensated in framework of theses
threes phases.
Kazakhstan was trying to go out from economic, social and political
transition, suddenly faced well-known problems of the oil-rich countries. It is
absolutely vital that Kazakhstan evaluate its oil-income for going out from
transition and developing itself in accordance with the conditions of market
economy. After the suggestion of the IMF, Kazakh Government constituted
an oil fund in order to prevent its economy from volatility of oil-revenue and
price-chocks in the oil market.
This paper aims to reveal the impacts of the Kazakh Oil Fund on monetary
budgetary and macroeconomic stabilities of the country through time-series
regression analysis. In doing so, I test also to what extent an oil fund works
in a transition country.
Teaching Documents by Engin Sorhun
İstatistik ve ekonometri paket programları için her sene neden milyonlarca dolar ödüyoruz? Üniversitelerimiz, özel ve kamu sektörü kuruluşları, araştırma merkezleri, bilim insanları, öğrenciler… Şimdi dünyanın açık kaynaklı (ücretsiz) araçlara yelken açtığı bir zamanda bir avuç şirkete yaptığımız bunca ödeme ne kadar gerekli?
Bu çalışmanın amacı Amazon’un 2010-2020 Best-seller raporuna göre dünyada 10 senedir en yaygın kullanılan ekonometri kitabı olan Jeffrey Wooldridge’ın "Ekonometriye Giriş: Modern Yaklaşım” isimli kitabındaki 132 örneği Python ile uygulamakla sınırlı değildir.
Bunun ötesinde;
Python diliyle kodlanmış açık kaynaklı, ücretsiz ve erişilebilir uygulama paketleri sayesinde birkaç satır kod yazarak pahalı yazılımların çıktılarını elde edebilecek, yüzlerce, binlerce dolardan tasarruf edecek,
Üniversite laboratuvarlarındaki lisanslı yazılımlara bağımlı kalmadan, evinizden, köşedeki kahve zincirinde, kütüphanede, plajdaki şezlongda… ödevinizi, projenizi, çalışmanızı rahatlıkla yapabilecek,
Yeryüzünde birbirleriyle hiç karşılaşmamış ama birlikte çalışan yüz binlerce gönüllü tarafından geliştirilip güncellenen Python paketlerinin avantajını tadabilecek, bu paketlerin ücretsiz öğrenme kaynaklarının tadını çıkaracak,
Çağımızın en önemli yetkinliklerinden kodlama becerisi kazanmak için güçlü bir adım atacaksınız.
İÇİNDEKİLER
VERİ BİLİMİ VE PYTHON_
BASİT REGRESYON MODELİ_
ÇOKLU REGRESYON MODELİ_
ÇOKLU REGRESYON ANALİZİ: ÇIKARIM_
ÇOKLU REGRESYON ANALİZİ: SKK’NİN ASİMPTOTİK ÖZELLİKLERİ_
ÇOKLU REGRESYON ANALİZİ: İLERİ KONULAR_
NİTEL BİLGİ İLE ÇOKLU REGRESYON ANALİZLERİ: İKİLİ (VEYA KUKLA) DEĞİŞKENLER_
DEĞİŞEN VARYANS_
TANIMLAMA VE VERİ SORUNLARI HAKKINDA DAHA FAZLASI_
ZAMAN SERİSİ İLE REGRESYON ANALİZİ_
ZAMAN SERİSİ VERİSİ İLE SEKK KULLANIMINA DAİR İLAVE KONULAR_
ZAMAN SERİSİ REGRESYONLARINDA SERİSEL KORELASYON VE DEĞİŞEN VARYANS_
HAVUZLANMIŞ YATAY KESİTLER: BASİT PANEL VERİ YÖNTEMLERİ_
İLERİ PANEL VERİ YÖNTEMLERİ_
ARAÇ DEĞİŞKENLER TAHMİNİ VE İKİ AŞAMALI EN KÜÇÜK KARELER_
EŞ ANLI DENKLEM MODELLERİ_
SINIRLI BAĞIMLI DEĞİŞKENLİ MODELLER VE ÖRNEK SEÇİMİ DÜZELTMELERİ_
İLERİ ZAMAN SERİSİ KONULARI
Emlak piyasası, ikinci el araç piyasası, üretim-satış-müşteri süreçlerinin optimizasyonu, döviz ve hisse senedi alım-satımı için algoritmik işlemler ve al-sat sinyalleri oluşturma, makro ekonomi, seçim tahmini ve koalisyon analizi, market sepeti analizi…
Bunun yanı sıra, Python ile arayüz oluşturma, özgün veri seti oluşturmak için web sayfalarından veri “tırtıklama”, veri setlerini Türkçeye çevirme, veri görselleştirme… gibi uygulamalar da ilaveten ele alındı.
Çalışmayı özgün kılan bir sosyal bilimci tarafından, sosyal bilim araştırmacıları ve veriye dayalı strateji üretmek isteyen özel sektör temsilcileri için hazırlandı.
Bilimsel bir metodolojiye sahip olmasına rağmen makine öğrenmesi adeta günlük konuşma diline çevrildi. Hikâyeleştirme teknikleri kullanılarak uygulamalar anlatıldı. Eğlenceli bir dil kullanıldı.
Makine öğrenmesinin formüller ve teorik arka planından ziyade sonuçlarına ve uygulayıcı için günlük hayattaki karşılıklarına odaklanıldı. Uzun sıkıcı anlatımlar yerine şema ve görseller kullanıldı.
DOI: 10.4018/978-1-4666-7308-3,
ISBN13: 9781466673083,
Web: http://www.igi-global.com/book/regional-economic-integration-global-financial/112204
This study presents a set of political, economic, institutional, and natural conditions for the success of a regional economic bloc. And it deals with the Transatlantic Trade and Investment Partnership (TTIP) and the Shanghai Cooperation Organization (SCO) in the light of these success conditions.
neighbouring regions and different group of countries during the last decade. Among them, Arab countries have come into
prominence. Especially, following the “zero problems with neighbours” policy (ZPN), pursued by Turkey since 2002, the trade
volume with the Middle Eastern neighbours has increased faster than that with its traditional partners. Nevertheless so called “Arab
Spring” has started to manifest its effects on this trend. It deteriorates not only the economies of the concerned countries but also
Turkey’s trade expansion. This paper aims: (i) to test through a gravity model the positive impacts of the ZPN policy and the
negative impact of the Arab Spring on the trade expansion with the Spring Countries; and (ii) to reveal the positive impact of the
policy change and the negative impact of the uprising movements on the realization of trade potential by Turkey in the Spring
Countries.
The main findings are as follows:On the one hand, while estimating a basic gravity
equation it is confirmed that a change in the bilateral trade volume essentially depends on
countries’ national income and distance between countries as expected. Nevertheless,
contrary to previous studies’ findings, it is observed that border neighbourhood has a
positive effect on the trade of Turkey with her neighbour countries. On the other hand, it is
revealed that Turkey under-trades with her trade partners. If Turkey had fully used her
trade potential during 1995-2013 period, she would have effectuated $ 65,9 billion more
export and $ 42,9 billion more imports.
Although the European Union (EU) is still her most important trade partner, the actual
trade of Turkey with the EU is very close to her potential trade with the EU. On the
contrary, there is a great gap between actual and potential trade levels of Turkey with the
other regions, especially Africa and Middle East. This situation that emerged new
opportunities for Turkish trade sector can be expected to have impact on the foreign trade
market diversification policy of Turkey.
the city-size distribution of a candidate country (Turkey). I can state main results as follows: Analyzing from different estimation
methods the direct effect of the EU reforms on agglomerating forces rather than congesting forces are revealed to be dominant for
Turkey. However, the main impact of the EU membership process has positive but modest coefficient that indicate the weak
willingness of the country for EU reforms.
with Turkey. However in the final declaration, EU governors advised Turkey to enlarge the Customs
Union Agreements (CU), as predicted before in the Ankara Agreement, with the ten new members of
the EU.
Turkey whose products are in circulation in the European market since 1996, benefits from the CU. As
a next step, it will include the ten new members by enlarging the Agreement. Moreover Bulgaria and
Romania will joint to the EU in 2007. It is expected that enlargement of the CU and the accession of
these two countries stipulates trade between Turkey and new member countries in the close future.
This paper aims to estimate, via two way cross section time series method, the magnitude of “natural”
and “potential” volume of trade between Turkey and the countries in question, and to forecast trade
flows in 2008 after the enlargement of the CU by Turkey.
to economic criteria determined by the European Council, the Candidates
Countries must have the capacity to cope with the competitive pressure in the EU in the
medium term. The level of trade integration between the EU and candidates is an indicator of
whether they penetrate each other’s markets. Turkey, as a candidate country, passed three
phases that allowed it to integrate to the Union. The purpose of this paper is to analyse
Turkey’s trade integration and adaptation of its trade sectors to the European Markets and to
investigate how the negative effect of the distance is compensated in framework of theses
threes phases.
Kazakhstan was trying to go out from economic, social and political
transition, suddenly faced well-known problems of the oil-rich countries. It is
absolutely vital that Kazakhstan evaluate its oil-income for going out from
transition and developing itself in accordance with the conditions of market
economy. After the suggestion of the IMF, Kazakh Government constituted
an oil fund in order to prevent its economy from volatility of oil-revenue and
price-chocks in the oil market.
This paper aims to reveal the impacts of the Kazakh Oil Fund on monetary
budgetary and macroeconomic stabilities of the country through time-series
regression analysis. In doing so, I test also to what extent an oil fund works
in a transition country.