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RASYONEL BEKLENTİLER-YAŞAM BOYU SÜREKLİ GELİR HİPOTEZİNİN TESTİ

Journal Name:

  • İstanbul Üniversitesi Ekonometri ve İstatistik Dergisi

Publication Year:

  • 2010

Key Words:

Keywords (Original Language):

Author NameUniversity of AuthorFaculty of Author
Abstract (2. Language): 
Consumption expenditures is one of the most important economic variables. So there are too many hypothesis about form of consumption expenditures in macroeconomics. Among them Hall’s model suggests that consumption expenditures follow random walk. In this study Hall’s Rational Expectations-Life Cycle Permanent Income hypothesis was tested for food-drink expenditures, semi durable and nondurable consumption goods expenditures and service expenditures which are subitems of private final consumption expenditures. Exclusion Test results rejected the RE-LCPI hypothesis for Turkish economy
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Abstract (Original Language): 
Tüketim harcamaları en önemli ekonomik değişkenlerden biridir. Bu nedenle tüketim harcamalarının fonksiyonel biçimine ilişkin makroekonomi literatüründe pek çok görüş mevcuttur. Bunlardan Hall modeli, tüketim harcamalarındaki değişimin tamamen rassal olduğunu öne sürmektedir. Bu çalışmada Hall’ın Rasyonel Beklentiler-Yaşam Boyu Sürekli Gelir hipotezi, özel nihai harcamaların üç alt kalemini oluşturan gıda-içki harcamaları, yarı dayanıklı ve dayanıksız tüketim malları harcamaları ve hizmet harcamaları için test edilmiştir. Dışlama Testi sonuçları RB-YBSG hipotezini Türkiye ekonomisi için red etmiştir.
FULL TEXT (PDF): 
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  • 11
90-99
  • Turkish

REFERENCES

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