AD-AS MODELİNİN YAPISALCI VAR YAKLAŞIMIYLA İNCELENMESİ: TÜRKİYE ÖRNEĞİ

Yıl 2012, Cilt: 1 Sayı: 1, 32 - 46, 30.06.2012

Yusuf Ekrem Akbaş Mehmet Şentürk

https://izlik.org/JA53PH42TL

Öz

Bu çalışmada; 2002:01 2011:03 dönemine ait Türkiye ekonomisinde gerçekleşen sanayi üretim endeksi (IPI), tüketici fiyat endeksi (INF), vadeli mevduat aylık faiz oranı (INT) ve para arzı (MS)  değişkenlerine ait seriler arasındaki ilişki AD-AS modeline uyarlanarak analiz edilmiştir. Çalışmada kullanılan değişkenlere ait serilerin durağanlıklarını sınamak için Aughment Dickey Fuller (ADF) ve Philips Perron (PP) birim kök testleri uygulanmıştır. Ayrıca, değişkenler arasındaki ilişkiyi tespit etmek için yapısal VAR (SVAR) modeli kullanılmıştır. Analizde, GSYH yerine; sanayi üretim endeksi, para talebi yerine ise M2 para arzı kullanılmıştır.

Anahtar Kelimeler

Toplam Arz , Toplam Talep , Para , Enflasyon , Faiz , SVAR.

Kaynakça

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