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

Öz

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.   

Anahtar Kelimeler

• 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

Öz

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.   

Anahtar Kelimeler

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

Kaynakça

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