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TÜKETİMİN TESADÜFİ YÜRÜYÜŞÜ: TÜRKİYE ÖRNEĞİ 1987–2006

Random Walk Of Consumptıon: Example Of Turkey 1987-2006

Journal Name:

  • Yönetim ve Ekonomi Araştırmaları Dergisi

Publication Year:

  • 2007

Key Words:

Keywords (Original Language):

Author NameUniversity of AuthorFaculty of Author
Abstract (2. Language): 
Hall’s Random Walk Model argues that current consumption expenditures have been only explained by the past consumption expenditures. In this study, it was tested whether consumption expenditures for nondurable goods and services have been characterized by random walk process for Turkey at the period of 1987- 2006. In addition, aggregate private consumption expenditures which also include durable goods consumption expenditure were examined for random walk process. According to results, consumption expenditures for durable and nondurable goods and services verify Hall’s Random Walk Model’ assumptions for Turkey. So, in the context of Rational Expectation Hypothesis, it has been found that the past consumption expenditures is the best indicator of current consumption expenditures because the past consumption expenditures include all current information
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Abstract (Original Language): 
Hall’un tesadüfi yürüyüş modeli, cari tüketim harcamalarının yalnızca geçmiş dönemin tüketim harcamaları tarafından açıklandığını ileri sürmektedir. Bu çalışmada, Türkiye’de 1987-2006 döneminde dayanıksız mal ve hizmetlerin tüketim harcamalarının tesadüfi yürüyüş sergileyip sergilemediği test edilmiştir. Ayrıca dayanıklı malların tüketim harcamalarını kapsayan toplam özel tüketim harcamalarının da tesadüfi yürüyüş izleyip izlemediği incelenmiştir. Elde edilen sonuçlara göre Türkiye’de söz konusu dönem itibariyle hem dayanıksız mal ve hizmetlerin tüketim harcamaları hem de toplam özel tüketim harcamaları Hall’un tesadüfi yürüyüş modelinin varsayımlarını doğrulamaktadır. Rasyonel beklentiler hipotezine göre Türkiye’de geçmiş dönemin tüketim harcaması mevcut tüm bilgiyi içerdiği için cari dönem tüketim harcamasının en iyi tahmincisidir.
FULL TEXT (PDF): 
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  • 1
69-79
  • Turkish

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