Türkiye'de Bütçe Gelir ve Harcamalarının Ampirik Analizi

Yıl 2014, Cilt: 8 Sayı: 1, 141 - 159, 01.06.2014

Sevda Akar

Öz

Bu çalışma Türkiye’de bütçe gelir ve harcamaları arasındaki ilişkiyi incelemeyi amaçlamıştır. Kullanılan yıllık veriler 1950 ile 2012 tarihleri arasındaki periyodu kapsamaktadır. İlk olarak Payne vd. 2008 ve Paleologou 2013 ’nin önerdiği adımlar izlenerek, standart ve kırılmalı birim kök testleriyle değişkenlerin durağanlığı test edilmiştir. Daha sonra Gregory ve Hansen 1996 ’in kırılmalı eş bütünleşme testi ve Enders ve Siklos 2001 ’ın TAR ve MTAR modelleriyle analize devam edilmiştir. Çalışmanın ampirik bulguları Türkiye’de incelenen dönem için bütçe açığının zayıf sürdürülebilir olduğunu göstermektedir. Ayrıca bütçe gelir ve harcamaları arasında uzun dönemli ilişkinin var olduğu ve uzun dönem dengesine yaklaşma sürecinin simetrik olduğu belirlenmiştir. Ampirik sonuçlar değişkenler arasında kısa dönemde iki yönlü nedensellik ilişkisi olduğunu işaret etmektedir

Anahtar Kelimeler

Bütçe Açığı, Sürdürülebilirlik, Eşbütünleşme, TAR, MTAR

The Empirical Analysis of Budget Revenues and Expenditures in Turkey

Öz

The Empirical Analysis of Budget Revenues and Expenditures in TurkeyThis study aims to investigate the relationship between budget revenues and expenditures in Turkey. The annualy data used in the study covers the period from 1950 to 2012. First, the stationarity of the variables is tested with standart unit root tests and unit root tests allowing structural breaks by following Payne et al. 2008 and Paleologou 2013 . After that, the analysis continues with Gregory and Hansen 1996 ’s cointegration test and Enders and Siklos 2001 ’s TAR and MTAR models. The empirical results of the study show that budget deficit is weakly sustainable in investigated period. Furthermore, it is determined that budget revenues and expenditures are significantly related in the long run and convergence process to wards long run equilibrium is symmetric. Empirical results also points bi-directional causality between the variables in the short run

Anahtar Kelimeler

Budget Deficit, Sustainability, Cointegration, TAR, MTAR

Kaynakça

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