Makro ekonomik faktörlerin cari açığa etkilerinin incelenmesi
Küçük Resim Yok
Tarih
2019
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
İstanbul Beykent Üniversitesi
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
Bu çalışmanın amacı; gelişmekte olan ülkelerin en önemli sorunlarından biri olan cari açığın belirleyicilerinin incelenmesidir. Ayrıca bu çalışmada, 2000-2015 tarihlerindeki Cari Denge, Gayri Safi Yurt İçi Hâsıla, Reel Efektif Döviz Kuru ve Reel Faiz Oranı, Kapasite Kullanım Oranı değişkenlerine ait yıllık verileri çeyrek periyotta temel alarak VAR modeli kurulmuştur. Oluşturulan bu modele Granger nedensellik ve Johansen eşbütünleşme testleri uygulanmıştır. Yapılan analizler sonucunda Cari Denge, Reel Faiz Oranı ve Gayrisafi Yurtiçi Hâsıla, Reel Efektif Döviz Kuru arasında Granger nedeni olduğuna yönelik bulgular elde edilmiştir. Uygulanan Granger nedensellik testi sonucunda Cari Dengenin Granger nedeni olarak reel faiz oranı, Gayrisafi Yurtiçi Hasılanın Granger nedeni olarak Kapasite Kullanım Oranını ve Gayrisafi Yurtiçi Hasılanın Granger nedeni olarak, Reel Efektif Döviz Kuru değişkenleri bulunmuştur.
The purpose of this study is to analyze the determinants of the current account deficit, which is the one of the most important problems of developing countries. Also in this study, using as base the annual data which is belonged to variable of Current Account Balance, Gross Domestic Product, Real Exchange Rate and Real Interest Rate, Rate of Capacity Utilization Rate on the dates of 2000-2015, VAR model has been established. In this model Granger causality and Johansen cointegration tests have been applied. As a result of analyzes, it was found out that there is Granger cause between Current Account Balance, Real Rate of Interest and Gross Domestic Product, Real Effective Rate Of Exchange. As a consequence of the Granger causality test, real interest rate as the Granger cause of the Current Balance, Capacity Utilization Rate as the Granger Cause of the Gross Domestic Product and Real Effective Exchange Rate as the Granger Cause of the Gross Domestic Product were found.
The purpose of this study is to analyze the determinants of the current account deficit, which is the one of the most important problems of developing countries. Also in this study, using as base the annual data which is belonged to variable of Current Account Balance, Gross Domestic Product, Real Exchange Rate and Real Interest Rate, Rate of Capacity Utilization Rate on the dates of 2000-2015, VAR model has been established. In this model Granger causality and Johansen cointegration tests have been applied. As a result of analyzes, it was found out that there is Granger cause between Current Account Balance, Real Rate of Interest and Gross Domestic Product, Real Effective Rate Of Exchange. As a consequence of the Granger causality test, real interest rate as the Granger cause of the Current Balance, Capacity Utilization Rate as the Granger Cause of the Gross Domestic Product and Real Effective Exchange Rate as the Granger Cause of the Gross Domestic Product were found.
Açıklama
Anahtar Kelimeler
Ekonomi, Economics
