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Türkiye’de Ekonomik Güven Büyümeyi Etkiliyor mu? RALS Birim Kök ve Eşbütünleşme Yaklaşımı

Author

Listed:
  • Mehmet Aydın

    (Siyasal Bilgiler Fakültesi, Ekonometri Bölümü, Sakarya, Türkiye., Sakarya Üniversitesi, Sakarya, Turkey)

  • Yunus Emre Turan

    (Siyasal Bilgiler Fakültesi, Ekonometri Bölümü, Sakarya, Türkiye., Sakarya Üniversitesi, Sakarya, Turkey)

Abstract

Bu çalışmanın amacı, Türkiye için 2007M1-2019M3 dönemleri arasında hataların normal dağılmadığı durumda güven faktörünün ekonomik büyüme üzerindeki etkisinin incelenmesidir. Bu kapsamda ekonomik güven ve büyüme arasındaki ilişki hataların normal dağılmadığı durumda daha güçlü sonuçlar veren RALS prosedürü ile araştırılmıştır. Serilerin durağanlığının incelenmesi aşamasında ADF ve RALS-ADF birim kök testlerinden ve uzun dönemli ilişkinin incelenmesi aşamasında EG ve RALS-EG eşbütünleşme testlerinden yararlanılmıştır. Birim kök testi sonuçları her iki serinin de birinci farklarında durağan olduğunu gösterirken eşbütünleşme analizi sonuçları; EG testine göre değişkenler arasında uzun dönemli bir ilişki olmadığını, RALS-EG testine göre değişkenler arasında uzun dönemli bir ilişkinin olduğunu göstermektedir. Uzun dönemde elde edilen ilişkinin büyüklüğü DOLS ve FMOLS yöntemleri ile araştırılmış ve ekonomik güvenin büyüme üzerinde yaklaşık %0,4’lük bir arttırıcı etki yarattığı sonucu elde edilmiştir. Buna sonuca göre Türkiye için ekonomik güveni arttırmaya yönelik uygulanacak politikaların ekonomik büyüme üzerinde pozitif etkileri olacaktır.

Suggested Citation

  • Mehmet Aydın & Yunus Emre Turan, 2020. "Türkiye’de Ekonomik Güven Büyümeyi Etkiliyor mu? RALS Birim Kök ve Eşbütünleşme Yaklaşımı," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(32), pages 69-83, June.
    • Handle: RePEc:ist:ekoist:v:0:y:2020:i:32:p:69-83
    DOI: 10.26650/ekoist.2019.32.0022
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