MALİ ŞOKLARIN MAKROEKONOMİK DEĞİŞKENLER ÜZERİNDEKİ ETKİLERİ

Zekeriya Yıldırım

MALİ ŞOKLARIN MAKROEKONOMİK DEĞİŞKENLER ÜZERİNDEKİ ETKİLERİ

Year 2012, Volume: 14 Issue: 1, 133 - 146, 01.06.2012

Abstract

Bu çalışmada mali şokların Türkiye ekonomisi üzerindeki etkileri Vektör Otoregresyon (VAR) yöntemi kullanılarak 1988:1-2010:4 dönemi için analiz edilmektedir. Mali şoklar yinelemeli yaklaşım kullanılarak ayrıştırılmıştır. VAR analizi sonuçlarına göre, pozitif kamu harcamaları şoku çıktıyı kısa dönemde arttırırken, pozitif kamu gelirleri şoku çıktıyı azaltmaktadır. Ayrıca, pozitif kamu harcamaları şoku fiyatlar ve faiz oranında artışa yol açmasına rağmen pozitif kamu gelirleri şokunun her iki değişken üzerinde anlamlı bir etkiye sahip olmadığı sonucuna ulaşılmıştır.

Keywords

References

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