ESTIMATING AND FORECASTING TRADE FLOWS BY PANEL DATA ANALYSIS AND NEURAL NETWORKS

Nuroğlu, Elif

ESTIMATING AND FORECASTING TRADE FLOWS BY PANEL DATA ANALYSIS AND NEURAL NETWORKS

Elif NUROĞLU (Türk Alman Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, İşletme Bölümü, istanbul, Türkiye)

İstanbul Üniversitesi İktisat Fakültesi Mecmuası

3 0

Yıl: 2014 Cilt: 64 Sayı: 1 Sayfa Aralığı: 85 - 111 Metin Dili: Türkçe İndeks Tarihi: 29-07-2022

ESTIMATING AND FORECASTING TRADE FLOWS BY PANEL DATA ANALYSIS AND NEURAL NETWORKS

Öz:

Bu çalışmada 15 Avrupa Birliği ülkesi arasında 1964'ten 2003'e kadar gerçekleşen ticaret akımları ve bunları etkileyen faktörler panel veri analizi ve yapay sinir ağları modellemesi kullanılarak incelenecektir. Her iki modelin açıklama gücü karşılaştırıldığında yapay sinir ağlarının karşılıklı ticareti panel veri analizine göre daha iyi açıkladığı görülmüştür. Ayrıca, örneklem dışı tahmin performansları karşılaştırıldığında da yapay sinir ağlarının panel veri analizine göre çok daha düşük ortalama karesel hata verdiği tespit edilmiştir. Yapay sinir ağlarının en önemli avantajı doğrusal olmamaları, yani yapı taşlarının doğrusal fonksiyonlar değil de sigmoid fonksiyonlardan oluşmasıdır. Bu onların çalışmamızdaki başarısını kısmen açıklar. Yapay sinir ağlarının diğer bir avantajı da nüfus dağılımı ile bağımlı ve bağımsız değişkenler arasındaki ilişki hakkında apriyori varsayımlarda bulunmamalarıdır

Anahtar Kelime:

Konular: İşletme İktisat

TİCARET AKIMLARININ PANEL VERİ ANALİZİ VE YAPAY SİNİR AĞLARI İLE TAHMİN VE ÖNGÖRÜSÜ

Öz:

This paper aims to investigate bilateral trade flows among EU15countries from 1964 to 2003 with their determinants by using panel data analysis and neural network modeling. When we compare explanatory power of both models, it appears that neural networks can explain larger variation in bilateral exports compared to the panel data analysis. Moreover, in comparing out-of-sample forecasting performances of panel model and neural networks, it is seen that neural networks produce much lower MSE which makes them superior to the panel model. One of the main relative benefits of the neural network model is nonlinearity, as it uses sigmoid functions instead of linear functions as building blocks. This partly explains its success in our study. Another advantage of neural networks is that they make no a priori assumptions about the population distribution and the relationship between explanatory variables and the dependent variable

Anahtar Kelime:

Konular: İşletme İktisat

Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Bibliyografik

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APA	Nuroğlu E (2014). ESTIMATING AND FORECASTING TRADE FLOWS BY PANEL DATA ANALYSIS AND NEURAL NETWORKS. , 85 - 111.
Chicago	Nuroğlu Elif ESTIMATING AND FORECASTING TRADE FLOWS BY PANEL DATA ANALYSIS AND NEURAL NETWORKS. (2014): 85 - 111.
MLA	Nuroğlu Elif ESTIMATING AND FORECASTING TRADE FLOWS BY PANEL DATA ANALYSIS AND NEURAL NETWORKS. , 2014, ss.85 - 111.
AMA	Nuroğlu E ESTIMATING AND FORECASTING TRADE FLOWS BY PANEL DATA ANALYSIS AND NEURAL NETWORKS. . 2014; 85 - 111.
Vancouver	Nuroğlu E ESTIMATING AND FORECASTING TRADE FLOWS BY PANEL DATA ANALYSIS AND NEURAL NETWORKS. . 2014; 85 - 111.
IEEE	Nuroğlu E "ESTIMATING AND FORECASTING TRADE FLOWS BY PANEL DATA ANALYSIS AND NEURAL NETWORKS." , ss.85 - 111, 2014.
ISNAD	Nuroğlu, Elif. "ESTIMATING AND FORECASTING TRADE FLOWS BY PANEL DATA ANALYSIS AND NEURAL NETWORKS". (2014), 85-111.

APA	Nuroğlu E (2014). ESTIMATING AND FORECASTING TRADE FLOWS BY PANEL DATA ANALYSIS AND NEURAL NETWORKS. İstanbul Üniversitesi İktisat Fakültesi Mecmuası, 64(1), 85 - 111.
Chicago	Nuroğlu Elif ESTIMATING AND FORECASTING TRADE FLOWS BY PANEL DATA ANALYSIS AND NEURAL NETWORKS. İstanbul Üniversitesi İktisat Fakültesi Mecmuası 64, no.1 (2014): 85 - 111.
MLA	Nuroğlu Elif ESTIMATING AND FORECASTING TRADE FLOWS BY PANEL DATA ANALYSIS AND NEURAL NETWORKS. İstanbul Üniversitesi İktisat Fakültesi Mecmuası, vol.64, no.1, 2014, ss.85 - 111.
AMA	Nuroğlu E ESTIMATING AND FORECASTING TRADE FLOWS BY PANEL DATA ANALYSIS AND NEURAL NETWORKS. İstanbul Üniversitesi İktisat Fakültesi Mecmuası. 2014; 64(1): 85 - 111.
Vancouver	Nuroğlu E ESTIMATING AND FORECASTING TRADE FLOWS BY PANEL DATA ANALYSIS AND NEURAL NETWORKS. İstanbul Üniversitesi İktisat Fakültesi Mecmuası. 2014; 64(1): 85 - 111.
IEEE	Nuroğlu E "ESTIMATING AND FORECASTING TRADE FLOWS BY PANEL DATA ANALYSIS AND NEURAL NETWORKS." İstanbul Üniversitesi İktisat Fakültesi Mecmuası, 64, ss.85 - 111, 2014.
ISNAD	Nuroğlu, Elif. "ESTIMATING AND FORECASTING TRADE FLOWS BY PANEL DATA ANALYSIS AND NEURAL NETWORKS". İstanbul Üniversitesi İktisat Fakültesi Mecmuası 64/1 (2014), 85-111.