Dış ticaretin ekonomik büyüme üzerindeki etkileri: Türkiye örneği 1987-2019
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Dosyalar
Tarih
2020
Yazarlar
Dergi Başlığı
Dergi ISSN
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Yayıncı
Tekirdağ Namık Kemal Üniversitesi
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
Bu çalışmanın amacı Türkiye için 1987-2019 dönemi yıllık verileri ile büyüme ve dış ticaret ilişkisini Johansen Eşbütünleşme ve Toda-Yamamoto nedensellik analizleri çerçevesinde incelemektir. Bu kapsamda, ekonomik büyüme için sabit fiyatlarla 2010 baz yılı yıllık GSMH göstergesi, dış ticaret için aynı şekilde sabit fiyatlarla 2010 baz yılı yıllık ithalat-ihracat göstergeleri kullanılmıştır. Değişkenlere öncelikle ADF ve PP birim kök testleri uygulanmış ve tüm değişkenler birinci farkta durağan hale getirilmiştir. Tüm değişkenler I(1) düzeyinde durağanlaştırıldıktan sonra eşbütünleşme derecesine bakılmış ve değişkenler arasında eşbütünleşme ilişkisi olduğu sonucuna ulaşılmıştır. Son olarak değişkenlere Toda-Yamamoto testi uygulanmış ve ithalatın GSMH üzerinde istatistiksel açıdan anlamlı etkisinin olduğu saptanmıştır.
The aim of this study is to examine the annual data for the period of 1987-2019 for Turkey and the relationship between growth and foreign trade within the framework of Johansen Co-integration and Toda-Yamamoto causality analysis. In this context, the annual GNP indicator of the base year 2010 at fixed prices for economic growth, and the annual import-export indicators of the base year 2010 at fixed prices for foreign trade were used. Firstly, ADF and PP unit root tests were applied to the variables and all variables were made stationary at the first difference. After all the variables were stabilized at the I(1) level, the degree of cointegration was examined and it was concluded that there was a cointegration relationship between the variables. Finally, the Toda-Yamamoto test was applied to the variables and it was determined that imports had a statistically significant effect on the GNP.
The aim of this study is to examine the annual data for the period of 1987-2019 for Turkey and the relationship between growth and foreign trade within the framework of Johansen Co-integration and Toda-Yamamoto causality analysis. In this context, the annual GNP indicator of the base year 2010 at fixed prices for economic growth, and the annual import-export indicators of the base year 2010 at fixed prices for foreign trade were used. Firstly, ADF and PP unit root tests were applied to the variables and all variables were made stationary at the first difference. After all the variables were stabilized at the I(1) level, the degree of cointegration was examined and it was concluded that there was a cointegration relationship between the variables. Finally, the Toda-Yamamoto test was applied to the variables and it was determined that imports had a statistically significant effect on the GNP.
Açıklama
Anahtar Kelimeler
Ekonomi, Economics
