You are here

Home » Content

Türkiye’de Kayıtdışı Ekonomi: Zaman Serisi ve Panel Veri MIMIC Tahminleri

Shadow Economy in Turkey: Time Series and Panel Data MIMIC Estimations

Journal Name:

  • Siyaset, Ekonomi ve Yönetim Araştırmaları Dergisi

Publication Year:

  • 2016

Key Words:

Keywords (Original Language):

Author NameUniversity of AuthorFaculty of Author
Abstract (2. Language): 
Economists have developed a lot of techniques that blend economic theory and statistical/ econometric models to estimate shadow economy. However, many of them utilize only one of the fingerprints the shadow economy leaves behind. MIMIC Model, a technique that has been utilized in estimating the size of shadow economy extensively considers both the causes and the indicators of shadow economy in a model framework, a feature most of the techniques do not possess. Using two sets of time series data, one from 1970 to 2013, the other from 1990 to 2013, and panel data, this study estimates the size of the shadow economy in Turkey. The findings suggest that the shadow economy responds more to the changes in the macroeconomic variables such as unemployment rate and inflation. Some of the models predict that increase in tax burden might be important cause giving rise to shadow economy. As for the size of the shadow economy in Turkey, this study finds that it has downward trend and it is estimated that it is between 25 and 27 percent in 2013.
Bookmark/Search this post with
Abstract (Original Language): 
Kayıtdışılığı ölçmek üzere çok sayıda teknik/yöntem geliştirilmiştir. Ancak bunların çoğu ancak belli boyutlarını kabaca tahmin etmekten öteye geçememektedir. MIMIC (çoklu neden-çoklu gösterge) model yöntemi kayıtdışılığın hem nedenlerini he de göstergelerini model bütünlüğü içinde ele almakla diğer yöntemlere üstünlüğü olan bir yöntemdir ve literatürde sıkça kullanılmaktadır. Bu çalışmada 1970-2013, 1990-2013 ve panel veri setleri kullanılarak Türkiye’de kayıtdışılık tahmin edilmiştir. Kayıtdışılığın esas itibariyle makroekonomik gelişmelere (işsizlik oranı ve enflasyon oranı) ve (bazı modellerde) vergi yüküne bağlı olduğu tespiti yapılmıştır. Büyüklük olarak ise kayıtdışılığın (GSYH’ya oran olarak) düşüş eğilimine sahip olduğu ve 2013 itibariyle yaklaşık olarak yüzde 25-27’lerde seyrettiği görülmektedir.
FULL TEXT (PDF): 
PDF icon arastirmax-turkiyede-kayitdisi-ekonomi-zaman-serisi-panel-veri-mimic-tahminleri.pdf
  • 2
161
201
  • Turkish

JEL Codes:

REFERENCES

References: 

Aigner, D., Schneider, F., and G., Damayanti (1988), “Me and my Shadow:
Estimating the Size of the US Hidden Economy from Time Series
Data”, In: Dynamic econometric modelling, ed. by W.A. Barnett
and E.R. Berndt and H. White, pp. 224–243, Cambridge (Mass.):
Cambridge University Press.
Bollen, Kenneth A. (1989), Structural Equations with Latent Variables, New
York: Wiley, 1989.
Cagan, Phillip (1958), “ The Demand for Currency Relative to Total Money
Supply”, Journal of Political Economy, 66, 303-328.
Elgin, Ceyhun (2011), “Vergiler ve Kayıtdışı Ekonomi: Bir Değerlendirme
Ve Türkiye Örneği”,
http://www.econ.boun.edu.tr/public_html/RePEc/pdf/201105.pdf
Del'Anno, R. (2003), “Estimating the Shadow Economy in Italy: a Structural
Equation Approach”, School of Economics and Management,
University of Aarhus, Economics Working Papers 2003-7.
http://ideas.repec.org/p/aah/aarhec/2003-7.html
Ducan, O.D. (1975), Intoduction to Structural Equation Models. New York:
Academic.
Feige, E. L. (1989), “The Meaning and Measurement of the Underground
Economy”, Feige (ed.), the Underground Economies, Tax Evasion
and Information Distortion. Cambridge: Cambridge University
Press.
Feige, E. L. (1989), “The Underground Economies, Tax Evasion and
Information Distortion”, Cambridge University Press.
Türkiye’de Kayıtdışı Ekonomi: Zaman Serisi ve Panel Veri MIMIC Tahminleri
176 Research Journal of Politics, Economics and Management, 2016, Year:4, Volume:4, Issue:2
Frey, Bruno S. and Hannelore Weck-Hanneman (1984), “The Hidden
Economy as an ‘unobserved’ Variable.” European Economic
Review, 26(1-2), pp. 33-53.
Frey, Bruno S. And Werner Pommerehne (1984), The Hidden Economy:
State and prospect for measurement”, Review of Income and
Wealth, 30/1, pp. 1-23.
Giles, David, E.A. (1999), “Modelling the hidden economy and the tax-gap
in New Zealand, Empirical Economics, 24/4, pp. 621-640.
Gutmann, P. M. (1977), “The Subterranean Economy”, Financial Analysts
Journal, v. 34, 24-27.
Jöreskog, K. and D. Sörbom (1993), LISREL 8: Structural Equation Modeling
with the SIMPLIS Command Language, SSI Scientific Software
International, Chicago.
Jöreskog, K. and D. Sörbom (1996), “LISREL 8: User’s Reference Guide”
SSI Scientific Software International, Chicago.
Koyuncu, Cuneyt and Gautam Bhattacharyya (2007), “Predicting Corrupt
Practices in the Public Sector for 23 OECD Countries”, Applied
Econometric Letters and International Development, Vol. 7-1, pp.
15-36.
Loayza, N.V. (1996), “The economics of the informal sector: a simple model
and some empirical evidence from Latin America”, Carnegie-
Rochester Conference Series on Public Policy, 45, pp.. 129-162.
Mcgee, R. and E. L. Feige (1989) “Policy Illusion, Macroeconomic
Instability, and the Unrecorded Economy” in: the Underground
Economies, Tax Evasion and Information Distortion. Cambridge:
Cambridge University Press.
Prokhorov, Artem B. (2001), “The World Unobserved Economy: Definition,
Measurement, and Optimality Considerations”, Central Michigan
University.
Rose-Ackermann, Susan (1999), “Corruption and Government: Causes,
Consequences, and Reform” Cambridge University Press.
Savaşan, Fatih (2009), The Hidden Economy, Estimation, the Link with
Corruption and Dynamic Effects, VDM (Verlag Dr Müller)
Publishing, 2009.
Savaşan, Fatih (2002), Essays on the Hidden Economy, Ph.D Dissertation,
the University of Kansas.
SAVAŞAN, YARDIMCIOĞLU ve DEMİR
Siyaset, Ekonomi ve Yönetim Araştırmaları Dergisi,2016, Yıl: 4, Cilt: 4, Sayı: 2 177
Savasan, Fatih (2003) “Modeling the Underground Economy in Turkey:
Randomized Response and MIMIC Models”. the Journal of
Economics, v. XXIX, n.1, 49-76.
Savasan, Fatih and Mehmet Emin Altundemir (2007), “Corruption and
Hidden Economy: Letting the Fingerprints Tell the Story”,
European Journal of Economics, Finance and Administrative
Sciences, Issue 7, pp. 114-130.
Savasan, Fatih and Friedrich Schneider, “What Determines Informal Hiring?
Evidence from the Turkish Textile Sector”, the Middle East
Business and Economic Review, Vol. 18, No. 2, 14-32 2006 .
Schneider, Friedrich and Fatih Savasan (2007), “DYMIMIC Estimates of the
Size of the Shadow Economies of Turkey and of Her Neighbouring
Countries”, International Research Journal of Finance and
Economics, Issue 9 (May), pp. 126-143.
Schneider, Friedrich (2011), Size and Development of the Shadow Economy
of 31 European and 5 other OECD Countries from 2003 to 2012:
Some New Facts”,
http://www.econ.jku.at/members/Schneider/files/publications/2012
/ShadEcEurope31.pdf Erişim: Ocak 2013)
Schneider, Friedrich and Dominik Enste (2002), “Hiding in the Shadows:
The Growth of the Underground Economy”, Economics Issues,
No. 30 http://www.imf.org/external/pubs/ft/issues/issues30/
[Erişim: 30 Nisan 2016]
Schneider, Friedrich and Robert Klinglmair (2004), Shadow Economies
around the World: What Do We Know?”, CESIFO Working Paper,
No. 1167.
Tanzi, Vito (1999). “Uses and Abuses of Estimates of the Underground
Economy”. The Economic Journal. 109, F338-347.

Thank you for copying data from http://www.arastirmax.com