Ekonomik görünümün seçilmiş sektör performansları üzerindeki etkisi: Türkiye üzerine bir araştırma

Öz

Ekonomik gidişatın finansal piyasalar üzerinde etkili olduğu bilinmektedir. Fakat bu etkinin sektörel bazda yansıması farklılaşabilmektedir. Buradan hareketle bu çalışmada, FKB ekonomik görünüm endeksi ve bileşenlerinin seçilmiş sektör performansları üzerindeki kısa ve uzun dönemli etkileri 2015:02 – 2025:01 dönem aralığı özelinde incelenmektedir. ARDL sınır testi yaklaşımının kullanıldığı çalışma sonucunda, ekonomik görünüm endeksinin incelenen sektörleri farklı düzeylerde etkilediği tespit edilmiştir. Bununla birlikte, gerek kısa dönemde gerekse uzun dönemde elde edilen bulgular paralellik göstermektedir. Dolayısıyla kısa dönemde elde edilen bulguların, uzun dönemde de etkisini sürdürdüğü ifade edilebilmektedir. Sonuçlar, ekonomik görünümdeki değişimlerin sektörel finansal performans üzerinde anlamlı ve kalıcı etkiler yarattığını açık biçimde ortaya koymaktadır.

Anahtar Kelimeler

• FKB ekonomik görünüm endeksi
• sektör performansları
• ARDL sınır testi

The impact of economic outlook on selected sector performances: A study on Türkiye

Öz

It is known that economic trends have an impact on financial markets. However, the impact of this may vary across sectors. Based on this, this study examines the short- and long-term effects of the AFI economic outlook index and its components on the performance of selected sectors specifically for the period 2015:02 – 2025:01. The study, which applied the ARDL bound test approach, found that the economic outlook index affected the sectors examined at different levels. However, the findings obtained in both the short term and the long term show parallels. Therefore, it can be stated that the findings obtained in the short term continue to have an effect in the long term. The results clearly demonstrate that changes in the economic outlook have created meaningful and lasting effects on sectoral financial performance.

Anahtar Kelimeler

• AFI economic outlook index
• sector performances
• ARDL bounds test

Kaynakça

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