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AB Ülkelerinin Yakınsaması: Suradf ve Surkss Birim Kök Testi

Author

Listed:
  • Gökhan KONAT

    (İnönü Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, Ekonometri Bölümü, Malatya, Türkiye.)

  • Mustafa Gökçe

    (İnönü Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, Ekonometri Bölümü, Malatya, Türkiye)

  • Fatma Kızılkaya

    (Hakkari Üniversitesi, Yüksekova MYO, Muhasebe ve Vergi Bölümü, Hakkari, Türkiye)

Abstract

Yakınsama hipotezinin temeli Solow (1956)’a dayanmaktadır. Neo klasik büyüme teorisi yaklaşımları içerisinde yer alan bu hipoteze göre az gelişmiş ülkelerin gelirleri, bir süre sonra gelişmiş ülkelerin seviyesine ulaşacaktır. Az gelişmiş ülkelerin gelirlerinin, gelişmiş ülkelerin gelirlerine yakınsaması hipotezi literatürde sıklıkla sınanan bir hipotezdir. Günümüzdeki büyüme modellerinin çoğu doğrudan ya da dolaylı olarak Solow modelidir. Her ne kadar basit bir model olsa da, Solow modelinin birçok avantajı vardır. Ayrıca büyüme modellerinin çoğu doğrudan ya da dolaylı olarak Solow modeline dayanmaktadır. Literatürde sınanan birden fazla yakınsama türü vardır. Başlangıçta yakınsama yatay kesit regresyon analizine dayalı olarak test edilmiştir. Bu yöntemin eksiklikleri zaman serisi tekniğini temel alan analizlere yöneltmiştir. Yakınsama hipotezinin farklı türleri ekonometrik olarak sınanabilmektedir. Çalışmada AB üyesi ülkelerin 1960-2018 dönemini kapsayan yıllık gelir serilerinin yakınsaması incelenmiştir. Bu çalışmada yakınsama türlerinden biri olan stokastik yakınsama hipotezi SUR modellerine dayanan panel birim kök testleri ile sınanmıştır. Bu panel birim kök testleri yatay kesit bağımlılığını dikkate alan ve panelin her birimi için ayrı ayrı yorum yapılmasına imkân veren ikinci nesil panel birim kök testleridir. Bu çalışmada AB üyesi ülkelerin AB’nin grup ortalamasına yakınsadığı sonucuna ulaşılmıştır.

Suggested Citation

  • Gökhan KONAT & Mustafa Gökçe & Fatma Kızılkaya, 2019. "AB Ülkelerinin Yakınsaması: Suradf ve Surkss Birim Kök Testi," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 31(0), pages 63-75, December.
    • Handle: RePEc:ist:ekoist:v:31:y:2019:i:0:p:63-75
    DOI: 10.26650/ekoist.2019.31.0021
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    References listed on IDEAS

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    More about this item

    Keywords

    Yakınsama; panel birim kök; SURADF; SURKSS;
    All these keywords.

    JEL classification:

    • O47 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Empirical Studies of Economic Growth; Aggregate Productivity; Cross-Country Output Convergence
    • C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
    • C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other

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