Kamu Gelir-Harcama Bağlantısı: Asimetrik Nedensellik Testi

Yıl 2020, , 170 - 178, 30.11.2020

Havvanur Feyza Kaya , Şule Nazlı Arslan

https://doi.org/10.30613/curesosc.758675

Öz

Bu çalışmanın amacı Türkiye ekonomisi için kamu gelirleri ile
harcamaları arasındaki asimetrik ilişkiyi test etmektir. Çalışma 2006:01-
2019:03 dönemini kapsamaktadır. Bu çalışmada değişkenler arasındaki
ilişki literatürün aksine asimetrik olarak ele alınmıştır. Değişkenler
arasındaki asimetrik nedensellik ilişkisi, Hatemi-J (2012) tarafından
geliştirilen Asimetrik Nedensellik Testi ile test edilmiştir. Asimetrik
nedensellik yaklaşımı bir seriyi pozitif ve negatif şoklara ayırarak,
serideki doğrusal olmayan etkileri yakalamaktadır. Çalışmanın veri seti
üçer aylık olmak üzere toplam harcamalar, toplam gelir ve vergi
gelirlerini kapsamaktadır. Veri seti Türkiye ekonomisinin 2006:01-
2019:03 dönemini içermektedir. Veri kısıtından dolayı veri seti 2006:01
döneminden başlamıştır. Çalışmanın ampirik bulguları, toplam
harcamalar ve toplam gelir arasında Mali Senkronizasyon Hipotezinin
geçerli olduğunu göstermektedir. Buna karşın, toplam harcamalar ve
vergi gelirleri arasında Harcama-Vergi Hipotezi geçerlidir. Çalışmanın
bulgularına göre, toplam gelir ve kamu harcamaları arasında Türkiye
ekonomisinde simetrik ilişki mevcuttur. Ayrıca, vergi gelirleri ve kamu
harcamaları arasında da karşılıklı olmak üzere çift yönlü simetrik bir ilişki
vardır. Ek olarak, gelirin negatif şokları ve harcamaların negatif şokları
arasında asimetrik ilişkiye rastlanılmıştır.

Anahtar Kelimeler

Kamu Harcamaları, Kamu Geliri, Asimetrik Nedensellik, Hatemi-J

The Government Revenue–Expenditure Nexus: Asymmetric Causality Test

Öz

The purpose of this study is to examine the asymmetric relationship
between government revenues and expenditures for Turkish economy. In
this study, the data cover the period of 2006Q1-2019Q3. In this study,
unliker the literature, the relationship between variables is investigated
asymmetrically. The asymmetric causality relationships were tested by
using Asymmetric Causality Test developed by Hatemi-J (2012). The
asymmetric causality approach divides the series into two as positive
shocks and negative shocks and captures nonlinear effects in the series.
The data of this study contain quarterly observations of the total
expenditures, total revenues and tax revenues based on sub-items over
the 2006: Q1-2019: Q3 time period for the Turkish economy. In this
study, because of data constraint, the data started in 2006: Q1.The
empirical findings of this study indicate that the Fiscal Synchronization
Hypothesis is valid for the relationships between total expenditures and
total revenues. However, when the relationship between total
expenditures and tax revenues is evaluated, it is seen that the Spend-andTax Hypothesis is valid. According to the findings, there is bidirectional
causality between total revenues and government expenditures in Turkish
economy, symmetrically. There is a symmetric bidirectional causality
between tax revenues and government expenditures. Also, negative
cumulative total revenues cause the negative cumulative expenditures,
asymmetrically.

Anahtar Kelimeler

Government Expenditures, Government Revenues, Asymmetric Causality, Hatemi J

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