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Energy consumption and economic growth: The case of transition economies

Hakan ÇETİNTAŞ

This study investigates the causality relationship between energy consumption and economic growth in 17 transition countries, which are Albania, Armenia, Belarus, Bulgaria, Czech Republic, Estonia, Hungary, Kazakhstan, Kyrgyz Republic, Latvia, Moldova, Poland, Romania, Russian Federation, Slovenia, Ukraine, and Georgia. Empirical findings indicate that there is unidirectional causality from economic growth to energy consumption in the long run. The results support for conservation hypothesis suggests that energy conservation policies have no effect on economic growth. They can simultaneously a ...Более

Статья 2016 İktisadi ve İdari Bilimler Fakültesi Energy Sources, Part B: Economics, Planning, and Policy11 ( 3 ) 117 Просмотры
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A Comparative Analysis of Productivity Growth, Catch-Up, and Convergence in Transition Economies

Ertuğrul DELİKTAŞ

The paper examines the macroeconomic performance of 25 transition economies using a comparable data set. In order to see whether transition to a market-based economy increased economic efficiency, technical progress, and total factor productivity (TFP), we estimate efficiency measures for Eastern European and Baltic countries and the republics of the former Soviet Union using stochastic frontier analysis (SFA) and data envelopment analysis as a confirmatory analysis. According to the SFA estimates, the average annual efficiency level for the 25 transition economies is 0.548, and the average an ...Более

Доклады конференции 2005 İktisadi ve İdari Bilimler Fakültesi Emerging Markets Finance and Trade41 ( 1 ) 45 Просмотры
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Persistence in inflation: Does Aggregation Cause Long Memory?

Mehmet BALCILAR

This paper examines persistence in Turkish inflation rates using data from consumer and wholesale price indices. The inflationary process in Turkey is believed to be highly inertial, which should lead to strongly persistent inflation series. Persistence of seventy-five inflation series at various aggregation levels is examined by estimating models that allow long memory through fractional differencing. The order of fractional differencing is estimated using several semiparametric and maximum likelihood methods. Persistence of each series is evaluated using the time required for a given percent ...Более

Доклады конференции 2004 İktisadi ve İdari Bilimler Fakültesi Emerging Markets Finance and Trade40 ( 5 ) 41 Просмотры
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Multifractality of the Istanbul and Moscow Stock Market Returns

Mehmet BALCILAR

There is a growing awareness among financial researchers that the traditional models of asset returns cannot capture essential time series properties of the current stock return data. We examine commonly used models, such as the autoregressive integrated moving average (ARIMA) and the autoregressive conditional heteroskedasticity (ARCH) family, and show that these models cannot account for the essential characteristics of the real Istanbul Stock Exchange and Moscow Stock Exchange returns. These models often fail, and when they succeed, they do at the cost of an increasing number of parameters ...Более

Доклады конференции 2003 İktisadi ve İdari Bilimler Fakültesi Emerging Markets Finance and Trade39 ( 2 ) 23 Просмотры
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