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.
Highlights
The 2019-2020 coronavirus pandemic (COVID-19) is an incessant pandemic caused by extreme coronavirus acute disease (SARS-CoV-2)
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
This research analyzed the relationship between economic data in Turkey during the COVID-19 epidemic
Summary
The 2019-2020 coronavirus pandemic (COVID-19) is an incessant pandemic caused by extreme coronavirus acute disease (SARS-CoV-2). The first outbreak in December 2019 was recorded in Wuhan, China (World Health Organization, 2020a). On 11 January 2020, the first death was reported (Pharmaceutical Technology, 2020). The World Health Organization (WHO) on 30 January 2020 called the epidemic an International Public Health Emergency (PHEIC) and on 11 March 2020 it recognized it as a pandemic [(World Health Organization, 2020b; World Health Organization, 2020c]. Other signs of COVID-19 include acute infection of the air (ARI), exhaustion, rage, fever, or temperature level of 0.01 ° C and cough. Contacting with COVID-19 confirmed patients in particular (within 2 meters for more than 15 minutes) triggers COVID-19 disease (World Health Organization, 2020d)
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