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İŞ ÇEVRİMLERİNİN LİNEER OLMAYAN DİNAMİKLERİ: GOODWİN’İN BÜYÜME ÇEVRİMLERİ VE AMPİRİK BİR UYGULAMA

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Abstract (2. Language): 
The most striking dichotomy in business cycles literature is related to the nature of oscillations. The idea that markets are self-adjusted and intrinsically stable, so that in the absence of continuing exogeneous shocks, the economy would tend toward a steady-state growth path is the dominant paradigm in the literature. Recent work, however, has seen a revival of interest in the hypothesis that aggregate fluctuations might represent an endogeneous phenomenon that would persist even in the absence of stochastic shocks to the economy. In this respect, to explain the aggregate fluctuations in Turkish economy covering the period from 1987:Q1 to 2004:Q4 in terms of endogeneous cycles by applying a model based on R.M. Goodwin’s growth cycles. The analysis is carried out by Structural Vector Autoregressions (SVAR) methodolgy. Emprical results suggest that Goodwin’s growth cycles model is weak in explaining the aggregate fluctuations.
Abstract (Original Language): 
Đs Çevrimleri literatüründe göze çarpan en belirgin ikilem, çevrimlerin doğasına iliskindir. Çevrimlerin içsel ya da dıssal olduğunun önkabulü bu alandaki en keskin ayrısmayı olusturur. Literatürde hakim olan görüs, piyasaların kendi kendilerine dengeye ulasacakları ve piyasaların doğası gereği istikrarlı oldukları, sürekli dıssal soklar olmadığı sürece kararlı dengeye yakınsayacağıdır. Son zamanlarda, genel iktisadi faaliyetlerde görülen dalgalanmaların rastlantısal soklar olmadan da, içsel bir olgu olarak açıklanabileceğine dair bir ilgi açığa çıkmıstır. Bu bağlamda, makalenin ana amacı, Türkiye ekonomisinde 1987:1-2004:4 döneminde R.M. Goodwin’in büyüme çevrimleri modelini temel alan içsel bir yapıda genel iktisadi faaliyetlerdeki dalgalanmaları açıklamaktır. Analiz, değiskenler arasındaki dinamik etkilesimleri açıklayan Yapısal Vektör Otoregresif (SVAR) metodolojisi kullanılarak gerçeklestirilmistir. Elde edilen bulgular, Goodwin modelinin açıklayıcılığının zayıf olduğunu göstermektedir.
33-48

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(Çevrimiçi): http://www.jmulti.de Erisim Tarihi:
25.06.2011
ĐSPAT: LOTKA-VOLTERRA DENKLEM
SĐSTEMĐNĐN LYAPUNOV ANLAMINDA
KARARLILIĞI
Teorem:
* X , bir diferansiyel denklem sisteminin sabit
noktası ve L(X) :U →ℜ, U açık kümesi üzerinde
tanımlanan ve W komsuluğunda, , ⊂ ⊂ ℜn
U W ,
türevlenebilir bir fonksiyon olsun. Eğer,
i) L(X* ) = 0 ve ≠ * X X için L(X) > 0 ,
ii) −{ *} U X açık kümesinde,
dL(X) / dt ≤ 0 ise,
* X kararlıdır. L(X) ise Lyapunov fonksiyonudur.
(Lorenz, 1993:34-35).
Çözüm:
x& = kx − axy (1)
y& = −rx + bxy (2)
Lotka Volterra diferansiyel denklem sistemini
olusturmaktadır. Sistemin sabit noktaları x& = 0 için
y* = k / a ve y& = 0 için x* = r / b dir. Denklem (1),
denklem (2)’ye bölünürse,dx k ay x
dy r bx y

= −

(3)
elde edilir. Denklem (3) asağıdaki gibi düzenlenebilir:
(r−bx)ydx=−(k−ay)xdy⇒(r−bx)ydx+(k−ay)xdy=0
(4)
Denklem (4), xy ’ye bölündüğünde değiskenlerine
ayrılabilir hale gelir.
(rx−1 − b)dx + (ky−1 − a)dy = 0 (5)
Denklem (5)’ in integrali alındığında,
∫ (rx−1 − b)dx + ∫ (ky −1 − a)dy = r ln x − bx + k ln y − ay = F ( x, y )
(6)
elde edilir. Sabit noktalar denklem (6)’ nın türevinde
yerine konduğunda,
*
*
0
x x * *
y y
dF r k
b a
dt = x y
=
  = − + − =
 
olduğu kanıtlanır.
F ( x, y) = r ln x − bx + k ln y − ay , Lotka-
Volterra diferansiyel denklem sistemi için Lyapunov
fonksiyonudur. Goodwin modeli için sabit noktalar
Lyapunov anlamında kararlıdır.

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