Ortalama Tüketim Eğilimi Durağan Mıdır? Türkiye Ekonomisi için Bir Zaman Serisi Analizi

Year 2017, Volume: 1 Issue: 1, 50 - 65, 14.10.2017

Uğur Sivri , Belgin Seven

Abstract

Bu
çalışma ortalama tüketim eğiliminin durağan olup olmadığını Türkiye ekonomisi
için incelemektedir. Daha önce bu konuda yapılan çalışmalardan farklı olarak üçer
aylık bir veri seti ile çalışılmış ve bu veri setinden yararlanarak üç ayrı Ortalama
Tüketim Eğilimi (APC) serisi oluşturulmuştur. Ayrıca her seri mevsimsellikten
arındırılarak analiz edilmiştir. Analizlerde ADF ve PP gibi geleneksel birim
kök testleri yanında daha yüksek bir güce veya daha düşük bir hacim
çarpıklığına sahip testler de kullanılmıştır. Ayrıca içsel bir biçimde bir ve
iki yapısal kırılmaya izin veren birim kök testleri de kullanılmıştır. Yapısal
kırılmanın dikkate alınmadığı bazı test sonuçları durağanlık hipotezi lehine
kanıtlar sunmaktadır. Yapısal kırılmanın dikkate alınması durumunda ise bu
kanıtlar genel olarak güçlenmektedir.   

Keywords

Ortalama Tüketim Eğilimi, Tüketim Gelir Oranı, Birim Kök, Durağanlık, Yapısal Kırılmalar, Türkiye

Is Average Propensity to Consume Stationary? A Time Series Analysis for Turkish Economy

Abstract

This
article investigates whether average propensity to consume is stationary for
Turkish economy. Contrary to other studies which have investigated the same
issue for Turkish economy a quarterly data set is used and three different Average
Propensity to Consume (APC) series are calculated by using this data set.
Besides, each series is seasonally adjusted and analysed in this form. In
addition to widely used unit root tests such as the ADF and the PP tests, some
other tests which generally have much power or less size distortions are used. Unit
root tests which allow one and two structural breaks endogenously are also used.
Results of the tests without structural breaks give some support for the
stationarity hypothesis. When structural breaks are accounted for, evidence
supporting for the stationarity hypothesis is generally strengthened.   

Keywords

Average Propensity to Consume, Consumption Income Ratio, Unit Root, Stationarity, Structural Breaks, Turkey

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