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ESTAR VE AESTAR SÜREÇLERİNDE TERSİNE DÖNEN DOĞRUSAL OLMAYAN EĞİLİMİN TEST EDİLMESİ; TÜRKİYEDE GDP VE CPI SERİLERİ DURAĞAN MI? DEĞİL Mİ?

TESTING FOR NON-LINEAR TREND REVERSION IN THE ESTARAND AESTAR PROCESSES, WHETHER GDP AND CPI SERIES IN TURKEY ARESTATIONARY OR NOT?

Journal Name:

  • Akademik Bakış

Publication Year:

  • 2013

Key Words:

Keywords (Original Language):

Author NameUniversity of Author
Abstract (2. Language): 
Bu makalede Türkiye’nin GSYİH ve TÜFE serileri trend etrafında doğrusal olmayan temellere dayanan alternatif hipotez testleri kullanılarak test edilmektedir. Bu çalışmada, son zamanlarda elde edilen çoğu çalışma sonuçlarının tersine GSYİH ve TÜFE serilerinde doğrusal olmayan trend durağanlık lehine kanıtlar elde edilmektedir. Bu bulgular, Türkiye’nin temel makro ekonomik değişkenlerinin yapısal kırılmalara sahip olduğunu ve doğrusal olmayan davranışlar gösterdiğini ortaya koymaktadır. Bu bulgulardan hareketle, hükümetlerce uygulanan makro ekonomik politikaların GSYİH ve TÜFE serileri açısından sadece kısa dönem içinetkin ancak uzun dönemler için gayri etkin olduğu da ifade edilebilir.
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Abstract (Original Language): 
In this paper, we test the GDP and CPI series of Turkey under the alternative hypothesis based on non-linear framework by allowing trend reversion. Herewith, there are some evidences in favor of non-linear trend stationary for GDP andCPI series conversely to most of the previous studies’ results. These findings imply that Turkey’s main macroeconomic variables show non-linear behavior and have structural break. Based onthese findings, regarding the GDP and CPI series, it can also be stated that the macroeconomic politics implemented by the governments are efficient just for the short-run but not for the long run.
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  • English

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AKADEMİK BAKIŞ DERGİSİ
Sayı: 34 Ocak – Şubat 2013
Uluslararası Hakemli Sosyal Bilimler E-Dergisi
ISSN:1694-528X İktisat ve Girişimcilik Üniversitesi, Türk Dünyası
Kırgız – Türk Sosyal Bilimler Enstitüsü,Celalabat – KIRGIZİSTAN
http://www.akademikbakis.org
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