Nevşehir Hacı Bektaş Veli Üniversitesi SBE Dergisi 2149-3871 Nevsehir Haci Bektas Veli University 10.30783/nevsosbilen.1827136 Econometric and Statistical Methods Ekonometrik ve İstatistiksel Yöntemler Causality relationships between institutional indicators and human development in Türkiye: A Fourier Toda–Yamamoto Approach Türkiye’de kurumsal göstergeler ile insani gelişmişlik arasındaki nedensellik ilişkileri: Fourier Toda–Yamamoto Yaklaşımı https://orcid.org/0000-0002-9605-4286 Sizer Lütfü DİCLE ÜNİVERSİTESİ 03 26 2026 16 1 352 366 11 20 2025 01 19 2026 Copyright © 2011, Nevşehir Hacı Bektaş Veli University Journal of ISS 2011 Nevşehir Hacı Bektaş Veli University Journal of ISS

This study examines the causal relationships between institutional quality and human development in Turkey. The Human Development Index (HDI) provides a multidimensional measure of welfare by combining income, education, and life expectancy indicators. Although the influence of institutions on human development has been widely explored, studies incorporating structural breaks remain scarce. This limitation is crucial for Turkey, where institutional indicators have experienced periodic fluctuations, making advanced econometric approaches necessary. Using annual data from 1996–2024, the study analyzes the relationship between HDI and four subcomponents of the Worldwide Governance Indicators (WGI)—Control of Corruption (CC), Government Effectiveness (GE), Regulatory Quality (RQ), and Rule of Law (RL)—through the Fourier Toda–Yamamoto causality framework. Stationarity was tested using the Augmented Dickey–Fuller and Fourier KPSS tests, while the optimal lag length was selected according to information criteria. The results reveal bidirectional causality between HDI and regulatory quality, and between regulatory quality and rule of law, while unidirectional causality flows from government effectiveness and rule of law to HDI. These findings emphasize that effective governance and institutional reforms play a crucial role in enhancing human development. The study contributes methodologically to the literature and provides policy guidance for promoting sustainable human progress in Turkey.

Bu çalışma, Türkiye’de kurumsal kalite ile insani gelişmişlik arasındaki nedensellik ilişkilerini incelemektedir. İnsani Gelişmişlik Endeksi (İGE), gelir, eğitim ve yaşam süresi göstergelerini birleştirerek refahın çok boyutlu bir ölçüsünü sunmaktadır. Kurumların insani gelişme üzerindeki etkisi literatürde geniş biçimde incelenmiş olsa da, yapısal kırılmaları dikkate alan çalışmalar sınırlıdır. Bu eksiklik, kurumsal göstergelerde dönemsel dalgalanmalar yaşayan Türkiye açısından daha gelişmiş ekonometrik yaklaşımların kullanılmasını gerekli kılmaktadır. 1996–2024 dönemine ait yıllık veriler kullanılarak, İGE ile Dünya Yönetişim Göstergeleri’nin (WGI) dört alt bileşeni—Yolsuzluk Kontrolü (CC), Hükûmet Etkinliği (GE), Düzenleyici Kalite (RQ) ve Hukukun Üstünlüğü (RL)—arasındaki ilişkiler Fourier Toda–Yamamoto nedensellik çerçevesiyle analiz edilmiştir. Durağanlık, Genişletilmiş Dickey–Fuller ve Fourier KPSS testleriyle incelenmiş; optimal gecikme uzunluğu bilgi kriterlerine göre belirlenmiştir. Sonuçlar, İGE ile düzenleyici kalite ve düzenleyici kalite ile hukukun üstünlüğü arasında çift yönlü; hükûmet etkinliği ve hukukun üstünlüğünden İGE’ye doğru ise tek yönlü nedensellik ilişkileri olduğunu göstermektedir. Bulgular, etkin yönetişim ve kurumsal reformların insani gelişmişliği artırmada kritik rol oynadığını vurgulamaktadır. Çalışma, literatüre yöntemsel katkı sağlamakta ve sürdürülebilir kalkınma politikalarına yön göstermektedir.

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