Asymmetric relationship between global and national factors and domestic food prices:evidence from Turkey with novel nonlinear approaches

This study investigates the asymmetric relationship between global and national fac-tors and domestic food prices in Turkey,considering the recent rapid and continuous increase in domestic food prices.In this context,six global and three national explana-tory variables were included,and monthly data for the period from January 2004 to June 2021 were used.In addition,novel nonlinear time-series econometric approaches,such as wavelet coherence,Granger causality in quantiles,and quantile-on-quantile regression,were applied for examination at different times,frequencies,and quan-tiles.Moreover,the Toda-Yamamoto(TY)causality test and quantile regression(QR)approach were used for robustness checks.The empirical results revealed that(i)there is a significant relationship between domestic food prices and explanatory variables at different times and frequencies;(ii)a causal relationship exists in most quantiles,excluding the lowest quantile,some middle quantiles,and the highest quantile for some variables;(iii)the power of the effect of the explanatory variables on domestic food prices varies according to the quantiles;and(iv)the results were validated by the TY causality test and QR,which show that the results were robust.Overall,the empiri-cal results reveal that global and national factors have an asymmetric relationship with domestic food prices,highlighting the effects of fluctuations in global and national variables on domestic food prices.Thus,the results imply that Turkish policymakers should consider the asymmetric effects of global and national factors on domestic food prices at different times,frequencies,and quantiles.

Quaternion Approach to Solve Coupled Nonlinear Schrdinger Equation and Crosstalk of Quarter-Phase-Shift-Key Signals in Polarization Multiplexing Systems

The quaternion approach to solve the coupled nonlinear Schrodinger equations （CNSEs） in fibers is proposed, converting the CNSEs to a single variable equation by using a conception of eigen-quaternion of coupled quater- nion. The crosstalk of quarter-phase-shift-key signals caused by fiber nonlinearity in polarization multiplexing systems with 100 Cbps bit-rate is investigated and simulated. The results demonstrate that the crosstalk is like a rotated ghosting of input constellation. For the 50 km conventional fiber link, when the total power is less than 4roW, the crosstalk effect can be neglected; when the power is larger than 20roW, the crosstalk is very obvious. In addition, the crosstalk can not be detected according to the output eye diagram and state of polarization in Poincare sphere in the trunk fiber, making it difficult for the monitoring of optical trunk link.

Comparison of Linearized Kalman Filter and Extended Kalman Filter for Satellite Motion States Estimation

The performance of the conventional Kalman filter depends on process and measurement noise statistics given by the system model and measurements.The conventional Kalman filter is usually used for a linear system,but it should not be used for estimating the state of a nonlinear system such as a satellite motion because it is difficult to obtain the desired estimation results.The linearized Kalman filtering approach and the extended Kalman filtering approach have been proposed for a general nonlinear system.The equations of satellite motion are described.The satellite motion states are estimated,and the relevant estimation errors are calculated through the estimation algorithms of the both above mentioned approaches implemented in Matlab are estimated.The performances of the extended Kalman filter and the linearized Kalman filter are compared.The simulation results show that the extended Kalman filter is much better than the linearized Kalman filter at the aspect of estimation effect.