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Türkiye''deki Ekonomik Dalgalanmaların Belirleyicileri: Var Analiz Yaklaşımı

Author

Listed:
  • Ahmet ÇETİN

    (Gaziosmanpaşa Üniversitesi)

Abstract

Bu çalışmada 1992:01-2005:07 dönemleri arasında Türkiye’nin aylık verileriyle VAR modeli kullanılarak ekonomik dalgalanmaların belirleyicileri incelenmiştir. Ampirik sonuçlar, ekonomik dalgalanmalar üzerinde, faiz haddi ve reel döviz kuru şokunun negatif, dış kaynak girişi ve hisse senedi fiyat şokunun pozitif etkilere sahip olduğunu göstermektedir. Üretim varyans ayrıştırması, faiz haddinin en önemli değişken olduğunu ve Türkiye’deki üretimin %6,81’ini faiz haddi ile açıklayabildiğini göstermektedir. Borsa endeksi, ikinci en önemli değişken ve çıktı dalgalanmasının %5,02’sini açıklayabilmektedir. Çıktı değişkenliğinin %3,57’si ve %2,49’u sırasıyla reel döviz kuru ve dış kaynak girişi tarafından açıklanmaktadır.

Suggested Citation

  • Ahmet ÇETİN, 2005. "Türkiye''deki Ekonomik Dalgalanmaların Belirleyicileri: Var Analiz Yaklaşımı," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 20(236), pages 96-104.
    • Handle: RePEc:iif:iifjrn:v:20:y:2005:i:236:p:96-104
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    More about this item

    Keywords

    ekonomik dalgalanmalar; var; türkiye;
    All these keywords.

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • H60 - Public Economics - - National Budget, Deficit, and Debt - - - General

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