Ahmet Koncak | Abant Izzet Baysal University, Bolu, Turkey (original) (raw)

Papers by Ahmet Koncak

International Conference on Eurasian Economies 2023

This study aims to examine the dynamics of unemployment rates by gender and education status in T... more This study aims to examine the dynamics of unemployment rates by gender and education status in Türkiye as a developing country over the January 2005– November 2020 period. There are mainly two theories about dynamic patterns in unemployment rates in the literature: natural rate and hysteresis hypothesis. The first theory states that unemployment will eventually reach a natural rate, which would indicate that it is stationary. Therefore, policymakers should refrain from meddling with their stabilizing strategies. According to the hysteresis hypothesis, the rigidity of the labor market causes shocks to have a permanent effect on unemployment rates. Therefore, the hysteresis indicates a non-stationary pattern of unemployment. Given the situation, policymakers should intervene in their stabilization strategies. To determine the stationarity properties of series, we use unit root tests developed for bounded time series, since unemployment rates are bounded, and conventional unit root te...

Kadem kadın araştırmaları dergisi, Dec 31, 2022

This work is licensed under Creative Commons Attribution-NonCommercial 4.0 International License ... more This work is licensed under Creative Commons Attribution-NonCommercial 4.0 International License Not: * ve ** sırasıyla %10 ve %5 anlamlılık düzeyini göstermektedir. Parantez içindeki değerler bootstrap olasılık değerini göstermektedir. Analizler 10000 bootstrap simülasyonu ile gerçekleştirilmiştir.

Ekoist: Journal of Econometrics and Statistics

KADEM Kadın Araştırmaları Dergisi, 2022

Toplumun yarısını oluşturan kadınların işgücüne katılımını etkileyen faktörlerin belirlenebilmesi... more Toplumun yarısını oluşturan kadınların işgücüne katılımını etkileyen faktörlerin belirlenebilmesi ekonomilerin büyüme ve kalkınmasında oldukça önemli bir yere sahiptir. Bu çalışmada Türkiye için 1988-2020 yıllık verileriyle kadın işgücüne katılımını etkileyen faktörler incelenmiştir. Bunun için kadın işgücüne katılımını etkilediği düşünülen doğurganlık oranları ve kişi başına düşen GSYİH bağımsız değişkenler olarak modele dâhil edilmiştir. Değişkenler arasındaki ilişki Fourier eşbütünleşme testi ile araştırılmıştır. Çalışmada değişkenler arasında eşbütünleşme ilişkisinin bulunduğu sonucuna ulaşılmış ve uzun dönem ilişki Dinamik En Küçük Kareler (DEKK) yöntemiyle tahmin edilmiştir. DOLS eşbütünleşme regresyon sonuçlarına göre uzun dönemde doğurganlık oranında ve ekonomik büyümede meydana gelen artışın kadının işgücüne katılımını artırdığı sonucuna ulaşılmaktadır. Bu bakımdan incelenen dönemde Türkiye için kadın işgücüne katılımı ve doğurganlık arasındaki pozitif ilişkiyi destekleyen toplumsal tepki hipotezinin geçerli olduğu söylenebilir. Ayrıca gerçekleştirilen Fourier temelli nedensellik analizi neticesinde toplam doğurganlık oranı ve ekonomik büyüme arasında çift yönlü bir nedensellik, toplam doğurganlık oranından kadın işgücüne katılıma doğru ve kadın işgücüne katılımdan ekonomik büyümeye doğru tek yönlü bir nedensellik ilişkisinin olduğu bulgusuna erişilmiştir. Doğurganlık oranlarının kadın işgücüne katılım oranını negatif etkilemesi rol uyumsuzluğu hipotezi ile açıklanırken; pozitif olarak etkilemesi tam karşıtı olan toplumsal tepki hipotezi ile açıklanmaktadır. Dolayısıyla bu çalışmada Türkiye için toplumsal tepki hipotezinin geçerli olduğu sonucuna varılmaktadır.

Afyon Kocatepe University Journal of Social Science, 2019

We reexamine the purchasing power parity (PPP) hypothesis for Turkey by concentrating on modellin... more We reexamine the purchasing power parity (PPP) hypothesis for Turkey by concentrating on modelling structural changes as sharp (with dummy variables) and smooth (with a Fourier approximation) process. The results show (i) more evidence in favor of PPP hypothesis when structural changes are taken into account and (ii) modelling the shifts with different approaches plays a crucial role for policy implications.

Conference Presentations by Ahmet Koncak

INTERNATIONAL CONFERENCE ON EURASIAN ECONOMIES 2017, Bişkek, 2017

Genocide or, to say the least, ethnic cleansing towards Muslims in Rakhine State, Myanmar, conduc... more Genocide or, to say the least, ethnic cleansing towards Muslims in Rakhine State, Myanmar, conducted by fanatic Buddhist monks and the military has been on the agenda in recent months. This opening speech aims at finding out real causes of this inhumane incident and investigating whether or not it is solely a result of some kind interreligious conflict in Myanmar. My research has convinced me that Rakhine inter-ethnic question has international economic and security related roots that deserve close and detailed investigation. In my point of view, the Rakhine Question depends heavily on economic security considerations such as: a) security of natural gas and petrol reservoirs in Rakhine State and pipelines connecting Rakhine State to China, b) security of railway link connecting Kyaukpyu Deep Water Sea Port in Kyaukpyu Special Economic Zone in Rakhine State to China which has developed by China to bypass Malacca Strait. The potential that Muslim dominated Rakhine State may cause security threats to some of the foreign Chinese investments in Myanmar in medium term should be taken as a main cause that gives way to ethnic cleansing against Muslim Rakhine population.

EUREFE’17 Uluslararası Kongresi, 2017

The sustainability of social security system is crucial in terms of various macroeconomic indicat... more The sustainability of social security system is crucial in terms of various macroeconomic indicators, such as the economy and budget deficit of that country. In addition, social state understanding is also related to closely fundamental problems like unemployment and poverty. Therefore, solving the managerial, political, demographic and financial problems of the social security system, which has such a critical role, should be the primary target of governments. In Turkey, social security financing deficits, especially in the 1980s and 90s, are still at a dangerous level. Although many reforms have taken place within this scope, the desired level is far behind. When the system of social insurance system in Turkey is examined, it can be seen basic problems such as management problems, the ineffectiveness of funds, the application of early retirement, the application of populist policies such as tax exemptions or tax structuring, the high premiums, the high level of informal employment and unemployment, implementation of non-moral fraud. It can be said that all these problems are connected with each other and even cause a vicious cycle. Due to all these problems, social security system has entered into very big financial crises. Although these financial problems are tried to be closed with the transfer from the budget, the burden on the budget is increasing. As of 2015, the national income rate of transfers from budget to social security system has increased to 4% and the share of tax revenues to 13.4%. In the study, a regression analysis covering the years 1998-2015 is carried out to measure the impact of budget transfers on social security foundation deficits on economic growth. According to the results of the empirical analysis, an increase of 1% of the national income rate of transfers made to the deficits of the system affects growth about 4% negatively. Therefore, it is important to reduce the deficits and minimize the budgetary burden.

INTERNATIONAL CONFERENCE OF POLITICAL ECONOMY (ICOPEC 2017), 2017

The main theme of the 8 th ICOPEC conference has been identified as "Institutions, National Ident... more The main theme of the 8 th ICOPEC conference has been identified as "Institutions, National Identity, Power, and Governance in the 21st Century". However, ICOPEC 2017 will also be open to different aspects of political economy's subtopics and submissions in culture studies related to conference theme mentioned below. The 8 th ICOPEC will be held in Belgrade on June 28-30, 2017. We invite proposals for oral and virtual paper presentations around the main themes of the conference. Best paper prize will be given for each of the disciplines of economics,

International Congress on European Union Relations, Economics, Finance and Econometrics (EUREFE-16), 2016

16. Uluslararası Ekonometri, Yöneylem Araştırması ve İstatistik Sempozyumu, 2015

This paper is an attempt to use an extension form of particle swarm optimization (Intelligent PSO... more This paper is an attempt to use an extension form of particle swarm optimization (Intelligent PSO) , for solving the traveling salesman problem. The traveling salesman problem (TSP) is a significant research topic, in which a traveling salesman must travel all cities that the coordinates of each city is determined. The aim is to find the route with minimum Length that visits each city just one time and returns to the started city. it is in NP-hard category of combinatorial optimization problem, theoretically important in operations research and computer science. The TSP has multiple applications in discrete optimization problems, such as planning, transportation and logistics, and the manufacturing. Also, many of methods Including exact and heuristics Employed to solve it. Berlin52 (TSP case with city size of 52) is selected to compare. The Particle Swarm Optimization (PSO) is a population-based optimization method introduced by Kennedy and Eberhart in 1995. It is Swarm intelligence (SI) method inspired from social behavior of intelligent members like birds and fishes. It is a metaheuristic so can search very large spaces of candidate solutions and efficiently manage problems such as linear, nonlinear, unimodal and even multimodal function optimizations. some new and improved form of PSO are developed to converge faster and reach better solutions like Supervisor-Student Model in Particle Swarm Optimization (SSM-PSO), and Emotional Particle Swarm Optimization (EPSO). In This paper, Intelligent Particle Swarm Optimization (IPSO), introduced by Anuradha Limbraj Borkar and Colleagues, is used to optimize mentioned problem with faster convergence. The difference between PSO and the Intelligent PSO is that the positions of particles updates by pbest and gbest. So The main privileges of IPSO in comparison of PSO are: 1. the velocity equation is not required, and 2. also additional parameters like inertia weight and acceleration coefficients is not required. The presented 3 limit to the base model only. The performance of hybrid model will tested in Monte Carlo simulation study using normal and non-normal distribution. As for comparison, the MCEWMA and Single Bootstrap MCEWMA (B-MCEWMA) also are used in this simulation study. Basically, the performances of models are tested in terms of effectiveness of point estimator and interval estimator. An interesting finding in both distributions is that new model; BB-MCEWMA gives smallest value of bias and error (MSE and RMSE) and shortest length of intervals (Normal, Student's-t and BCa) compare to non-hybrid and single approach bootstrap model. Thus, it is proven statistically that BB-MCEWMA increase the accuracy of model estimation whether in normal or non normal data distribution.

$Research paper thumbnail of Smoothing Breaks and Stationarity Test with fractional Frequency Re-examining the PPP Hypothesis in Turkish Exchange Rates$

International work-conference on Time Series, Granada, 2016

17. Uluslararası Ekonometri, Yöneylem Araştırması ve İstatistik Sempozyumu Sivas, 2016

XIV. IBANESS Congress Series on Economics, Business and Management, 2021

Zaman ve frekans alanı bilgisini bir araya getirerek değişkenler hakkında daha fazla bilgi sağlay... more Zaman ve frekans alanı bilgisini bir araya getirerek değişkenler hakkında daha fazla bilgi sağlayan dalgacıklar; mühendislik ve tıp gibi farklı alanların ardından ekonometri alanında - özellikle birim kök literatüründe - giderek popüler hale gelen bir yaklaşım olmuştur. Daha iyi güç ve boyut özelliklerine sahip birim kök testi arayışları devam ederken bu testlerin büyük çoğunluğu zaman alanı ve normallik varsayımına dayanan en küçük kareler (EKK) tahmincisi için geliştirilmiştir. Ekonomik ve finansal serilerde görülen çarpıklık, yapısal kırılma ve diğer gözlemlerden önemli derece farklılaşan gözlemler olarak tanımlanan aşırı değerlerin bir sonucu olarak uygulamada normallik varsayımı çoğu durumda sağlanamamaktadır. Böyle bir durumda kantil tahmincisi EKK tahmincisine göre daha dirençli sonuçlar vermektedir. Kantil tahmincisine dayanan birim kök sınaması her bir kantil için t istatistiği ile yapılabileceği gibi kantil Kolmogorov-Smirnov (QKS) istatistiği ile kantiller için genel bir sınama yapmakta mümkündür. Tüm bu eksikliklerden yola çıkılarak bu çalışmada kesikli dalgacık dönüşümüne dayalı yeni bir kantil birim kök testi önerilmektedir. Önerilen bu test QKS istatistiğine dayanmaktadır. Dalgacık dönüşümü, testlerin asimptotik dağılımlarını etkilemediğinden önerilen testin asimptotik dağılımı kantil genişletilmiş Dickey-Fuller (ADF) testinde olduğu gibi ADF ve standart normal dağılımların ağırlıklı toplamlarına eşittir. Çalışma kapsamında önerilen dalgacık dönüşümü temelli kantil birim kök testinin kritik değerleri farklı dalgacık filtreleri için bootstrap yöntemi ile elde edilerek güç ve boyut özellikleri sunulmuştur.

2nd International Conference on Chancing World and Social Research, Barselona, 2016

Energy rezerves" gathering in certain regions of the World and increasing energy need in parallel... more Energy rezerves" gathering in certain regions of the World and increasing energy need in parallel with constanly increasing population, are arising as main factors in determening the energy policies. Considering that resources are limited and human factor is inadequate in this regard, all nations activate legal rules and take some necessary acitons securing their future in order to bet on the best card. High-level consuming countries, bring out many legal instruments in order to secure energy supply. Energy is one of the most basic inputs for production and is identified an important determinant of social welfare. On the one hand, energy demand and consumption have been raising rapidly in the world economy, on the other hand due to shortage of oil reserve, countries dependence on energy imports has been increasing in parallel. Imported energy raw material costs in Turkey have an important role in the budget. Since the industrial revolution, oil, coal and natural gas have been mainly used and continue to be used today for the supply of energy. Conventional fossil-based resources which are used to meet energy needs, have caused significant changes in environment, and have made soil, water and air pollution. As a result of these contaminants, distortion has been seen in natural equilibrium, some changes have been realized in climate, and avarage temperature has started to rise in the world. If necessary measures aren"t taken, changes in climate conditions will continue increasingly.Therefore, livable places in the world will start to decrease. In this study, it is stated that more energy is required for the needs of modern society after advancing technology and increasing population. As a response to the energy needs, instead of fossil fuels, it is necessary to increase the usage of environment friendly and renewable energy sources (solar, wind, biomass, geothermal, hydroelectric, hydrogen, and marine-based energy sources) which do not harm the environment, and do not cause global warming and climate change. Implementing sustainable energy policies for global economic and social development has turned out to be one the priorities of the 21st century. In order to generate those types of policies, it is prerequisite for policy-makers to have a comprehensive approach comprising economic, social and environmental dimensions. The issue of energy is located at the conjunction point of these dimensions. In this context, offered as an alternative to fossil fuels due to low carbon emissions of renewable energy in the case of Turkey important, to what extent are the advantageous and disadvantageous in a balanced way with a sustainable energy source that will be assessed. It will argue that Turkish electricity generation from renewable energy will only be preferable in the case that social and environmental risks are minimized, more importantly, social consensus is achieved.

Palet Yayınları, 2016

In this paper, we aim to extend the literature on stationarity tests with gradual/smooth shifts b... more In this paper, we aim to extend the literature on stationarity tests with gradual/smooth shifts based on Fourier approximation by focusing on the null hypothesis of stationarity instead of the unit root null. The Monte Carlo simulations show that the test with fractional frequency has good size properties. We re-examine the hysteresis hypothesis for 19 OECD countries and find out an evidence on that the hypothesis is rejected in the majority of countries.

Books by Ahmet Koncak

Thesis Chapters by Ahmet Koncak

Marmara University, 2021

This study investigated whether there would be an improvement in size and power properties by app... more This study investigated whether there would be an improvement in size and power properties by applying the wavelet transform, which presents time and frequency information together, to the quantile unit root test developed by Koenker and Xiao (2004). For this purpose, the size and power properties of the test under different distributions, filters, and wavelet transforms were investigated by Monte Carlo simulations. According to the results of Monte Carlo simulations in small samples, the best performance under discrete wavelet transform (DWT) is with D(4) filter; the best performance under maximum overlap DWT is obtained with the Haar filter. In large samples, it has been observed that the difference between filters for both transformations disappears. Results When compared to Koenker and Xiao (2004)'s quantile unit root test, it is concluded that there is no improvement in the size and power properties of the test with DWT and MODWT transformations. In the application part of the study, the validity of the purchasing power parity (PPP) hypothesis for the top 10 countries in Turkey's exports as of 2018 was examined for the period of 01:2002-12:2018. For this hypothesis, which is reviewed with the stationarity of the real exchange rate (RER), traditional unit root tests (ADF, PP, KPSS), Fan and Gencay (2010) 's wavelet unit root test based on variance ratio, Koenker and Xiao (2004) 's quantile unit root test and wavelet-based quantile unit root tests were used. Traditional unit root test results indicate that the hypothesis is generally invalid for Israel, Russia, Poland, China, and Saudi Arabia; According to the wavelet unit root test, it was concluded that the PPP hypothesis was invalid for Israel, Bulgaria, and Saudi Arabia. According to Koenker and Xiao (2004) 's quantile and wavelet-based (DWT) quantile unit root tests, similar results were obtained except for the Euro Area, USA, and United Kingdom. When the results were evaluated together, the PPP hypothesis was invalid for Israel, Russia, China, and Saudi Arabia but valid for other countries. iii ÖNSÖZ Başta danışman hocam Prof. Dr. Selahattin Güriş'e, görüşlerinden yoğun şekilde faydalandığım Prof. Dr. Burak Güriş'e ve jüri üyelerine teşekkürlerimi sunuyorum. Ayrıca hem fikirleri hem destekleriyle tezime katkıda bulunan meslektaşlarım ve dostlarım Çağın Karul, Erdal Berk ve Şaban Kızılarslan'a binlerce kez teşekkürler. Son olarak desteğini ve sabrını asla esirgemeyen aileme… Üniversite hayatımın en büyük hediyelerinden olan Betül ile Nur'a… Arkadaşlarım Ebru, Enes, Cansu, Burak ile Can'a… ve bu tezin yazım sürecinde bir saniye bile olsa yolumun kesiştiği iyi gelen herkese teşekkürler.

Pamukkale University, 2016

Neoklasik Büyüme Kuramı, teknolojiyi büyümenin bir lokomotifi olarak görmesine rağmen teknolojik ... more Neoklasik Büyüme Kuramı, teknolojiyi büyümenin bir lokomotifi olarak görmesine rağmen teknolojik gelişmenin belirleyicilerini esas olarak açıklamakta yetersiz kalmıştır. Bu sebeple teknolojiyi bilinmeyen kabul edip dışsal olarak ele almıştır. Tüm bu eksikliklerine rağmen Neoklasik Büyüme Kuramı uzun dönemli büyümeyi açıklayabilmiştir. Genel olarak teknoloji üretim verimliliğinde artış olarak tanımlanmaktadır ve teknolojik bilgi ülkeler ya da bölgeler arası yayılabilirdir. Bu yayılma sürecinde teknolojik bilgi lider ülke ya da ülkelerden, başka bir deyişle yeni teknolojileri keşfeden ülke ya da ülkelerden, diğerlerine yayılabilir. Ancak bu aşamada teknolojik bilginin ve yayılma süreçlerinin doğrudan gözlenebilmesi oldukça zordur. Bunun için mekânsal ekonometride kullanılan ağırlık matrisinden faydalanılmıştır. Bu bağlamda model mekânsal panel ekonometri yöntemleri kullanılarak tahmin edildikten sonra niteliksel ve niceliksel yönlerden test edilmiştir. Sonuç olarak modele dahil edilen mekânsal etkiler ile katsayılar beklentilere uygun ve anlamlı bulunmuştur.