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One of the important factors of decision units and policymakers to develop successful policies is the correct estimation of macroeconomic variables for future periods. Inflation is among these macroeconomic indicators, and to realize successful policies, it is necessary to minimize the real effects and severity of inflation, determine future changes and their effects, and predict inflation reliably. Accurate forecasting of inflation is important both in terms of the policies to be implemented and the investment decisions to be taken by the public and private sectors. In this context, quarterly data were selected for Turkey using the 2008-2023 time period. In the study, machine learning methods were used instead of traditional econometric methods, in which the difference between prediction and reality was minimized. Brent oil, Rediscount advance interest rate, money supply, CPI, tax revenues, general budget revenues, policy rate, US Dollar/TL parity, and GDP attributes, which are thought to affect inflation, were selected by using random forest, decision tree and multi-layered detector, which is an artificial neural networks method, which are alternative machine learning methods. With the selected attributes, it is aimed to determine the method and influencer to make the correct estimation. The analysis results show that the decision tree model predicts the most accurate inflation rate compared to the random forest and multilayer sensor. Another finding from the study is that the highest determinant of inflation in Turkey is the US dollar. [ABSTRACT FROM AUTHOR]

Copyright of Sakarya Journal of Economics / Sakarya Iktisat Dergisi is the property of Sakarya Journal of Economics / Sakarya Iktisat Dergisi and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Journal of Social Sciences Research / Sosyal Bilimler Arastirmalari Dergisi is the property of ODU Journal of Social Sciences Research and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Efil Journal of Economic Research / Efil Ekonomi Araştırmaları Dergisi is the property of Efil Journal of Economic Research and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Erciyes Akademi is the property of Erciyes Universitesi Sosyal Bilimler Dergisi and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

In this study, the effect of macroeconomic variables on stock returns in Borsa Istanbul is examined. XU100, XTUMY, XUMAL, XUHIZ, and XUSIN stock market indices were used as dependent variables; and money supply, interest rates, inflation rates, exchange rate, and confidence indices are used as independent variables. The data set covers the years between 2010 and 2020. In the study in which the least-squares method was used, the relationship between variables was tested in monthly and quarterly periods. According to the findings obtained from the research, it has been determined that (1) there is a positive relationship between money supply and small-cap companies and manufacturing companies, (2) there is a negative relationship between interest rates and large-cap companies and financial companies, (3) there is a positive relationship between composite leading indicator and large companies, small companies and financial companies, and (4) there is a negative relationship between the exchange rate and large-cap companies, financial companies and service companies. [ABSTRACT FROM AUTHOR]

Copyright of Itobiad: Journal of the Human & Social Science Researches / İnsan ve Toplum Bilimleri Araştırmaları Dergisi is the property of Itobiad: Journal of the Human & Social Science Researches and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Journal of Management & Economics Research is the property of Journal of Management & Economics Research and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

In this study, the effects of monetary and fiscal policies on the stock market were examined in Turkey. M3/GDP was used to measure monetary policy and primary budget balance/GDP was used to measure fiscal policy as independent variables. As a dependent variable, the return of the BIST100 index was determined to measure the performance of Borsa Istanbul. In the data set, the period between 20061Q and 20193Q is covered. ADF test is used to test the stationarity of variables. ARDL boundary test and ECM were used to determine the short-term and longterm relationships between variables. Finally, CUSUM and CUSUM x2 tests have been implemented to understand whether structural breaks affect the results of the study. According to the research findings, negative changes in the budget balance and the increase in the M3 money supply have a statistically significant positive effect on the BIST100 return index. [ABSTRACT FROM AUTHOR]

The main purpose of this study is to investigate the factors that the impact of macroeconomic variables, which is effective on money demand and the stability of the money demand function in Turkey. The analysis covers the period after the 2008 financial crisis, where there was powerful monetary easing in developed countries (2008-2018). In the study, the M2 money supply is preferred as monetary aggregates. Variables that are investigated the effect are real income, interest rate and exchange rate. ARDL approach and CUSUM-CUSUMSQ test are used as methods. The analysis is performed with quarterly data. According to the results of the analysis, real income and exchange rate have a positive effect and the interest rate has a negative effect on money demand in the long term. In the short term, while the effect of real income and exchange rate on money demand continue, the effect of interest rate is disappeared. [ABSTRACT FROM AUTHOR]

Copyright of Journal of Social Sciences Institute / Sosyal Bilimler Enstitüsü Dergisi is the property of Bingol University / Rectorate and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Selcuk University Social Sciences Institute Journal is the property of Selcuk University Social Sciences Institute Journal and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

The aim of this study is to analyze the relationship between consumer loans and some macroeconomic variables between 2006:Q1 and 2018:Q2 quarter periods in Turkey. In this context; consumer loans, inflation, exchange rate, interest and money supply variables were used. Firstly, the stability of variables are analyzed that structural non-breaking unit root test (ADF, PP) and a structural break (Zivot-Andrews) unit root test. Whether or not there is a long-term relationship between the variables was investigated by the Gregory- Hansen structural fracture cointegration test. The direction of causality between the variables was examined with Toda-Yamamato causality test. In Toda-Yamamoto causality test, it is seen that there is a bidirectional causality relationship between interest rate and consumer loans. In addition, the one-way causality relationship from money supply to consumer loans has been determined. [ABSTRACT FROM AUTHOR]

Copyright of Cumhuriyet Üniversitesi Fen-Edebiyat Fakültesi Sosyal Bilimler Dergisi is the property of University of Cumhuriyet, Faculty of Sciences & Arts and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

The purpose of this study is to investigate the relationship between the macro economic variables and ISE-100 Index returns. In this study which includes the monthly data from January 2002 to June 2012, ISE-100 index returns are determined as dependent variable and interest rate, money supply, industrial production index and exchange rates are determined as independent variables. We have used ordinaryleast squares method of multiple regression models. According to research findings, there is a positive relation between stock returns and Money supply (M2) and a negative relation with exchange rate. [ABSTRACT FROM AUTHOR]

Copyright of Journal of the Cukurova University Institute of Social Sciences is the property of Cukurova University Institute of Social Sciences and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

This study analyses the dynamic effects of macroeconomic variables (i.e. gross domestic product (GDP), money supply, short-run interest rates and exchange rates) on the house prices in Turkey for the period 2000-2006. Estimates of the long run relationship between house prices and macroeconomic variables are obtained using the Johansen cointegration test. The results of cointegration analysis suggest that there exists a long run relationship between house prices and macroeconomic variables. Vector Error Correction Model (VECM) is used to investigate of the short-run dynamic relationship between house prices and macroeconomic variables. The results of VEC Granger Causality/Block Exogeneity Wald Test show that there is bi-directional causality between house prices and interest rates and exchange rates. It is observed that one-directional causality exists from gross domestic product and money supply to house prices. [ABSTRACT FROM AUTHOR]