Year 2020, Volume 18 , Issue 3, Pages 353 - 369 2020-09-25

Tasarruf ve Enflasyon İlişkisi Türkiye İçin Bir Eş-Bütünleşme Analizi
The Relationship between Savings and Inflation: An Analysis of Co-Integration for Turkey

Yüksel OKŞAK [1] , Eda ÖZEN [2]


Tasarruf ve enflasyonun ülke ekonomilerine etkisi, bu etkinin yönü ve nedenselliğine dair yapılan ampirik çalışmalar her geçen gün artmaktadır. Bu çalışmada tasarruf ve enflasyon arasındaki ilişki Türkiye Örneği üzerinde ele alınmıştır. Ele alınan iki seri için durağanlıkları analizler ile incelenmiştir. Yapılan analizler sonucunda serilerin her ikisinin de birinci farklarında durağan oldukları tespit edilmiştir. Daha sonra yapılan analizlerde ise kısa ve uzun dönemli ilişkiler ele alınmıştır. Elde edilen sonuçlara göre tasarruf ile enflasyon arasında hem kısa dönemde hem de uzun dönemde istatistiksel olarak anlamlı bir ilişki vardır. Kısa dönemde enflasyondaki artış tasarrufu arttırıyor iken uzun dönemde enflasyonda meydana gelecek bir artış tasarrufu azaltmaktadır. Seriler arasındaki nedensellik ilişkisini belirlemek amacıyla Toda Yamamoto yaklaşımı ile Granger nedensellik testi uygulanmıştır. Sonuçta iki seri arasında %10 anlamlılık düzeyinde tasarruftan enflasyona doğru tek yönlü bir nedensellik ilişkisi olduğu tespit edilmiştir.

Empirical studies on the effect of savings and inflation on the country's economies, the direction and causality of this effect are increasing day by day. In this study, the relationship between savings and inflation is discussed in the case of Turkey. The stability of the two series studied was investigated by analysis. As a result of the analysis, it was determined that both series are stationary in their first differences. In the later analysis, short and long term relationships were discussed. According to the results obtained, there is a statistically significant relationship between savings and inflation both in the short run and the long run. While the increase in inflation increases the savings in the short term, an increase in inflation decreases the savings in the long term. To determine the causality relationship between the series, the Granger causality test was applied with Toda Yamamoto approach. As a result, it has been determined that there is a one-way causality relationship with 10% significance level from saving to inflation.

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Primary Language tr
Subjects Social
Journal Section Beşeri Bilimler Sayısı
Authors

Orcid: 0000-0001-8794-4597
Author: Yüksel OKŞAK (Primary Author)
Institution: İNEGÖL İŞLETME FAKÜLTESİ
Country: Turkey


Orcid: 0000-0002-0818-1040
Author: Eda ÖZEN
Institution: BİLECİK ŞEYH EDEBALİ ÜNİVERSİTESİ
Country: Turkey


Dates

Publication Date : September 25, 2020

APA Okşak, Y , Özen, E . (2020). Tasarruf ve Enflasyon İlişkisi Türkiye İçin Bir Eş-Bütünleşme Analizi . Manisa Celal Bayar Üniversitesi Sosyal Bilimler Dergisi , 18 (3) , 353-369 . DOI: 10.18026/cbayarsos.730305