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Research

Today, it can be argued that the general practice of econometrics, to a large extent, is based on what can be easily done using the available software. Thanks to the constantly enlarging data sets, more complex model structures, the increasing need for accuracy in forecasts and estimations, and the powerful computers making all of these possible, econometrics has indeed become a field of science that is based on not only economic theory, mathematics and statistics, but also computation and computer software. While developing new models and methods, researchers are constantly finding themselves in front of a computer writing code and algorithms. Hence, my various studies on econometric computation and its practical consequences.

Below, you can find a list of my studies and publications as per date.

Publications

  • A. Talha Yalta
    "A Model of Down Payment Saving," (Under review)

  • A. Talha Yalta & A. Yasemin Yalta
    "Impact of Foreign Bank Acquisitions on Access to Financial Services: Evidence from Turkey," (Under review)

  • A. Talha Yalta & A. Yasemin Yalta
    "Should Economists Use Open Source Software for Doing Research?,"
    Computational Economics, 35 (4), 371 – 394, 2010.

  • A. Talha Yalta
    "Hands-On Intermediate Econometrics Using R,"
    Journal of Statistical Software, 33 (Book review 1), 2010.
    Download it   BibTeX file

  • A. Talha Yalta & A. Yasemin Yalta
    "Wilkinson Tests and gretl,"
    in Proceedings of the Gretl Conference 2009, 243 – 251, Universidad del País Vasco, Spain, 2009.
    Download it   BibTeX file

  • A. Talha Yalta & Olaf Jenal
    "On the Importance of Verifying Forecasting Results,"
    International Journal of Forecasting, 25 (1), 62 – 73, 2009.
    Download it   Working paper version   BibTeX file

  • A. Talha Yalta
    "The Accuracy of Statistical Distributions in Microsoft © Excel 2007,"
    Computational Statistics and Data Analysis, 52 (10), 4579 – 4586, 2008.
    Download it   Working paper version   BibTeX file

  • A. Talha Yalta & Riccardo Lucchetti
    "The GNU/Linux Platform and Freedom Respecting Software for Economists,"
    Journal of Applied Econometrics, 23 (3), 279 – 286, 2008.
    Download it   Working paper version   BibTeX file

  • A. Talha Yalta
    "The Numerical Reliability of GAUSS 8.0,"
    The American Statistician, 61 (3), 262 – 268, 2007.
    Download it   Working paper version   BibTeX file

  • A. Talha Yalta & A. Yasemin Yalta
    "GRETL 1.6.0 and Its Numerical Accuracy,"
    Journal of Applied Econometrics, 22 (4), 849 – 854, 2007.
    Download it   Working paper version   BibTeX file   Technical supplement (JAE Data Archive)

Projects

  • Consultant, "Ekonomik Öngörü Sistemi" (Economic Forecasting System),
    The Scientific Research Council of Turkey (TÜBİTAK) TEYDEB, October 2009 – October 2010.

  • Researcher, "Maliye Politikaları Analiz ve Değerlendirme Modellerinin Geliştirilmesi Projesi,"
    The Scientific Research Council of Turkey (TÜBİTAK) KAMAG, February 2008 – February 2010.

Conference presentations

  • "Wilkinson Tests and gretl,"
    Gretl Conference 2009, Universidad del País Vasco, Spain, May 28 – 29, 2009.

  • "How Do Foreign Bank Acquisitions Affect Bank Outreach in Turkey?,"
    29th Annual Meetings of the Middle East Economic Association, San Francisco, January 2 – 5, 2009.

  • "Hesap Tablosu Yazılımlarında Hata Düzeltme Performansı: Excel, Calc, ve Gnumeric,"
    İkinci Özgür Yazılım Konferansı, TOBB University of Economics and Technology, Ankara, June 20 – 21, 2008.

  • "The Numerical Reliability of Econometric Software: The Case of GAUSS 8.0,"
    Eastern Economic Association Annual Conference, New York, February 23 – 25, 2007.

  • "Household Saving Behavior Under Liquidity Constraints,"
    Eastern Economic Association Annual Conference, Philadelphia, February 24 – 26, 2006.

  • "A Theory of Saving (and Consumption),"
    Eastern Economic Association Annual Conference, Washington D.C., February 20 – 22, 2004.

  • "Asset Accumulation Hypothesis of Saving and Consumption,"
    Eastern Economic Association Annual Conference, New York, February 21 – 23, 2003.


A. Talha YALTA 2008 - 2009 (CC-by-SA-3.0)