@Article{AJ_2020.08.01.ECON.02,
    doi     = { 10.17093/alphanumeric.731303 },
    author  = { Yüksel Akay Ünvan },
    title   = { Investigation of Causality Relationships among COVID-19 Cases, ISE100 Index, Dollar, Euro, Gram Gold Prices and 2 Years Bond Rates: The Case of Turkey },
    abstract = { The purpose of this research is to analyze such economic data during the outbreak of the COVID-19 in Turkey. The variable rates were taken from COVID-19 situations, ISE-100 index, Turkish lira dollar (TRY), TRY euro prices, TRY gram Gold and two year bond rates. General COVID-19 information was provided and certain financial indicators were investigated in COVID-19 (47 days). First of all, these variables were used as descriptive statistics and correlation matrix. For the purposes of stationarity testing, the first variables were stationary with Augmented Dickey-Fuller and Phillips-Terron Tests. The lag duration of the deployment model VECM was then calculated as the fourth lag with the highest information requirement. The co-integration relationship between the variables was calculated by the Johansen Cointegration Test. Thanks to this relationship, the variables have a long-term correlation. The Vector Fix Model (VECM) was chosen because it is co-integration. Inverse roots, autocorrelation and normality have been developed, which are essential assumptions to use the VECM (4) model; Therefore, the Granger Causality / Block Exogeneity Wald Test was applied to the variables of the VECM(4) model to define causality relationships between these variables. The results of this test have identified causalities for Turkey 2 years of government bond rates, Euro in TRY, Dollar prices in TRY and Gram in TRY }
    journal = { Alphanumeric Journal },
    year    = { 2020 },
    volume  = { 8 },
    number  = { 1 },
    pages   = { 29-42 },
    url     = { https://alphanumericjournal.com/article/investigation-of-causality-relationships-among-covid-19-cases-ise100-index-dollar-euro-gram-gold-prices-and-2-years-bond-rates-the-case-of-turkey },
}