The Covid 19 effect on macroeconomic indicators

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dc.authorid0000-0002-3893-4015
dc.authorid0000-0002-3893-4015en_US
dc.contributor.authorDeniz, E. Asenaen_US
dc.contributor.authorTeker, Dileken_US
dc.date.accessioned2023-01-26T00:58:09Z
dc.date.available2023-01-26T00:58:09Z
dc.date.issued2020-12-31
dc.departmentIşık Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, İşletme Bölümüen_US
dc.departmentIşık University, Faculty of Economics and Administrative Sciences, Department of Managementen_US
dc.description.abstractPurpose- From the moment covid 19 started to spread in the world, its effects began to be seen simultaneously in financial markets and economy.The purpose of this study is to observe Covid 19 effect on EURO/USD,gold ,oil and wheat prices. Methodology- The database includes the Daily prices of EUR/USD, wheat ,gold , brent oil prices and COVİD 19 numbers between the period of 31.12.2019-04.09.2020 which consist of 180 daily data. Natural logaritm for each indicator is used. First, the stationarity of the series were analyzed with ADF (Augmented Dickey Fuller) unit root test. Lag lengths are determined. Interactions between the series were analyzed by theARDL, Impulse- Response Function and Variance Decomposition method. Findings- The series are found out to not to be stationary as a result of Unit root test.After, the lag length criteria using VAR models were checked and this lag length criteria for them were determined as one . According to the ARDL test result, cointegration could not be found between our data. Impulse response graphs indicate that all variables respond in a reducing way to reducing shocks occurred in each indicator. Shocks have lost their effect on average in 2 days. Conclusion- The results indicate that the effect of COVID 19 on EUR/USD , gold , brent oil and wheat prices do not have a strong effect. The results may be beneficial for only literatüre.en_US
dc.description.versionPublisher's Versionen_US
dc.identifier.citationDeniz, E. A. & Teker, D. (2020). The Covid 19 effect on macroeconomic indicators. PressAcademia Procedia, 12(1), 8-10. doi:10.17261/Pressacademia.2020.1338en_US
dc.identifier.endpage10
dc.identifier.issn2459-0762en_US
dc.identifier.issue1
dc.identifier.startpage8
dc.identifier.urihttps://hdl.handle.net/11729/5295
dc.identifier.urihttp://dx.doi.org/10.17261/Pressacademia.2020.1338
dc.identifier.volume12
dc.institutionauthorTeker, Dileken_US
dc.language.isoenen_US
dc.peerreviewedYesen_US
dc.publicationstatusPublisheden_US
dc.publisherPressAcademiaen_US
dc.relation.ispartofPressAcademia Procediaen_US
dc.relation.publicationcategoryMakale - Ulusal Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectCovid-19en_US
dc.subjectPandemicen_US
dc.subjectARDL testen_US
dc.subjectStationary testen_US
dc.subjectImpulse-response functionen_US
dc.subjectVariance decompositionen_US
dc.titleThe Covid 19 effect on macroeconomic indicatorsen_US
dc.typeArticleen_US

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