Haavelmo Hipotezinin Geçerliliği: Türkiye Örneği

Year 2019, Volume: 26 Issue: 1, 277 - 294, 19.03.2019

Özge Barış Tüzemen , Rahmi Yamak

https://doi.org/10.18657/yonveek.399459

Cited By: 1

Abstract

Bu çalışmada, Türkiye için Haavelmo Hipotezinin
geçerliliği 1986-2015 yılları kapsamında test edilmiştir. Sermaye girişleri ile
yurt içi tasarruflar arasındaki uzun dönemli ilişkinin tespitinde ARDL sınır
testi yaklaşımından yararlanılmıştır. Değişkenler arasındaki dinamik ilişki
Toda-Yamamoto nedensellik testi ile araştırılmıştır. ARDL analizi sonuçları
Türkiye için Haavelmo Hipotezinin geçerliliğini desteklemektedir. Bir diğer
ifade ile sermaye girişleri yurt içi tasarrufları azaltmaktadır. Toda-Yamamoto nedensellik
testi sonuçları portföy yatırımları ile iç tasarruflar arasında çift yönlü
nedensellik ilişkisinin varlığına işaret etmektedir.

Keywords

Haavelmo Hipotezi, Yabancı Sermaye, Yurt İçi Tasarruf, ARDL

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