Küresel Ekonomik, Politik ve Jeopolitik Belirsizliklerin Makroekonomik Etkileri: Türkiye Ekonomisi Üzerine SVAR Analizi (1992:Q1-2018Q:2)

Öz

Bu çalışmada, küresel ekonomide ekonomik, politik ve jeopolitik (EPJ) gelişmelerden kaynaklı belirsizliklerin, Türkiye ekonomisinin finansal ve mali nitelikli temel makroekonomik göstergeleri (faiz, enflasyon ve işsizlik oranı, döviz kuru, hisse senedi fiyatları, para arzı, cari işlemler dengesi, doğrudan yabancı yatırımlar, portföy yatırımları, diğer yatırımlar, fiziksel sermaye birikimi, ekonomik büyüme) üzerinde teorik düzeyde öngörüldüğü gibi etkiler yaratıp yaratmadığının ampirik olarak incelenmesi amaçlanmaktadır. Bu amaçla çalışmada, küresel EPJ belirsizliklerin Türkiye ekonomisinin finansal ve mali nitelikli makroekonomik göstergeleri üzerindeki etkileri, zaman serisi analizi metodolojisi ve SVAR modeli kapsamında 1992:Q1-2018Q:2 dönemi için ekonometrik olarak araştırılmaktadır. Çalışmanın sonucunda, küresel EPJ gelişmelerden kaynaklı belirsizliklerin, kısa ve/veya uzun dönemde Türkiye ekonomisinin finansal ve mali nitelikli makroekonomik göstergeleri üzerinde önemli ölçüde ve beklentilerle uyumlu olarak olumsuz yönde etkiler yarattığı belirlenmiştir.

Anahtar Kelimeler

• Finansal ve Mali Makroekonomik Göstergeler,EPJ Belirsizlik Şokları,SVAR Analizi

Kaynakça

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