Yıl 2019, Cilt 7 , Sayı , Sayfalar 105 - 109 2019-11-05

Türkiye’de İş Çevrimi Değişkenliği
Business Cycle Volatility in Turkey

Pinar GEBESOGLU [1]


Bu çalışmada Türkiye’de iş çevrimlerinin değişkenliği ile cari açık dengesi, finansal sermaye akımları, ticaret haddi ve para arzı değişkenliği arasındaki uzun vadeli dinamik ilişkiler incelenmektedir. Belirlenen değişkenlerin değişkenlikleri ARCH ve GARCH tipi süreçler ile elde edilmiştir. 1998Ç1:2018Ç4 dönemini kapsayan ARDL modeli seçilen değişkenler arasında eş bütünleşme ilişkisi tespit edilmiştir. Uzun vadeli dengeden sapmalarda gözlenen dinamik düzeltme hareketini gözlemlemek üzere Vektör Hata Düzeltme Modelinden faydalanılmış ve modelin uzun vadede istikrarlı olduğu gözlenmiştir.  Türkiye’de iş çevrimi değişkenliğinin finansal sermaye akımlarındaki hareketlerin yanı sıra dış ticaret hadlerinde ve para arzında gözlenen değişkenlik ile açıklanabileceği sonucuna varılmaktadır.

This study investigates the long-term dynamic relation among the volatility of the business cycles in Turkey and the the current account balance, financial capital flows, terms of trade and money supply volatility. The volatilities of the designated variables are derived by employing ARCH/ GARCH type processes. The ARDL model covering the period 1998Q1:2018Q4 indicates that there is cointegration among the volatilities of the selected variables. The VECM model is formed to investigate dynamic correcting movement in deviations from long-run equilibrium. It is concluded that the volatility of business cycles in Turkey can be explained by the fluctuations in financial capital flows as well as volatilities observed in terms of trade and money supply in the long run.   

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Birincil Dil en
Konular Sosyal
Bölüm Araştırma Makalesi
Yazarlar

Orcid: 0000-0002-3698-4457
Yazar: Pinar GEBESOGLU (Sorumlu Yazar)
Ülke: Turkey


Tarihler

Yayımlanma Tarihi : 5 Kasım 2019

Bibtex @araştırma makalesi { anemon573190, journal = {Anemon Muş Alparslan Üniversitesi Sosyal Bilimler Dergisi}, issn = {}, eissn = {2149-4622}, address = {}, publisher = {Muş Alparslan Üniversitesi}, year = {2019}, volume = {7}, pages = {105 - 109}, doi = {10.18506/anemon.573190}, title = {Business Cycle Volatility in Turkey}, key = {cite}, author = {GEBESOGLU, Pinar} }
APA GEBESOGLU, P . (2019). Business Cycle Volatility in Turkey. Anemon Muş Alparslan Üniversitesi Sosyal Bilimler Dergisi , 7 () , 105-109 . DOI: 10.18506/anemon.573190
MLA GEBESOGLU, P . "Business Cycle Volatility in Turkey". Anemon Muş Alparslan Üniversitesi Sosyal Bilimler Dergisi 7 (2019 ): 105-109 <https://dergipark.org.tr/tr/pub/anemon/issue/50051/573190>
Chicago GEBESOGLU, P . "Business Cycle Volatility in Turkey". Anemon Muş Alparslan Üniversitesi Sosyal Bilimler Dergisi 7 (2019 ): 105-109
RIS TY - JOUR T1 - Business Cycle Volatility in Turkey AU - Pinar GEBESOGLU Y1 - 2019 PY - 2019 N1 - doi: 10.18506/anemon.573190 DO - 10.18506/anemon.573190 T2 - Anemon Muş Alparslan Üniversitesi Sosyal Bilimler Dergisi JF - Journal JO - JOR SP - 105 EP - 109 VL - 7 IS - SN - -2149-4622 M3 - doi: 10.18506/anemon.573190 UR - https://doi.org/10.18506/anemon.573190 Y2 - 2019 ER -
EndNote %0 Anemon Muş Alparslan Üniversitesi Sosyal Bilimler Dergisi Business Cycle Volatility in Turkey %A Pinar GEBESOGLU %T Business Cycle Volatility in Turkey %D 2019 %J Anemon Muş Alparslan Üniversitesi Sosyal Bilimler Dergisi %P -2149-4622 %V 7 %N %R doi: 10.18506/anemon.573190 %U 10.18506/anemon.573190
ISNAD GEBESOGLU, Pinar . "Business Cycle Volatility in Turkey". Anemon Muş Alparslan Üniversitesi Sosyal Bilimler Dergisi 7 / (Kasım 2019): 105-109 . https://doi.org/10.18506/anemon.573190
AMA GEBESOGLU P . Business Cycle Volatility in Turkey. Anemon Muş Alparslan Üniversitesi Sosyal Bilimler Dergisi. 2019; 7: 105-109.
Vancouver GEBESOGLU P . Business Cycle Volatility in Turkey. Anemon Muş Alparslan Üniversitesi Sosyal Bilimler Dergisi. 2019; 7: 109-105.