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Katýlým Bankalarýnýn Tasarruf Fonlarý ile Makroekonomik Degiskenler Arasýndaki Iliski, Bir Zaman Serisi Analizi

Author

Listed:
  • Yavuz TÜRKAN

    (Bingol University)

  • Yunus DOÐAN

    (Bingol University)

Abstract

Ekonomik göstergelerin birbirleri ile olan iliskisi, gerek yatýrýmcýlar açýsýndan gerekse de ekonominin diger taraflarý açýsýndan yol göstericilik özelligi tasýmaktadýr. Ekonomik göstergelerin birbirini etkileme derecesi veya birinin digerlerinin nedeni veya sonucu olma özelligi alacagýmýz ekonomik tedbirlerde baðlantý noktalarýný tespit etmemiz açýsýndan büyük önem tasýmaktadýr. Merkez Bankasý Elektronik Veri Dagýtým Sisteminden Katýlým Bankalarýnýn Toplanan Fonlar veri baslýðý altýndan tasarruf fonlarýnýn verileri alýnarak bu verilerle yine ayný kaynaktan tüketici fiyat endeksi ve gayri safi yurtiçi hasýla verileri üçer aylýk dönemler itibariyle alýnarak aralarýndaki iliþki incelenmistir. Bu baglamda belirtilen degiskenlerin, katýlým bankalarý tasarruf fonuna olan etkisini degerlendirmek için 2010 yýlý ilk çeyrek ile 2019 yýlý son çeyrek dönemi için üçer aylýk veriler kullanýlmýs olup Toda Yamamoto nedensellik testi yaklasýmýna göre analiz edilmistir. Yapýlan çalýsma neticesinde Toda Yamamoto nedensellik analizi sonucunda katýlým bankalarý tasarruf fonundan, gayri safi yurtiçi hasýlaya dogru ve gayri safi yurtiçi hasýladan enflasyona dogru bir granger nedensellik iliskisi tespit edilmistir.

Suggested Citation

  • Yavuz TÜRKAN & Yunus DOÐAN, 2020. "Katýlým Bankalarýnýn Tasarruf Fonlarý ile Makroekonomik Degiskenler Arasýndaki Iliski, Bir Zaman Serisi Analizi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 4(1), pages 227-250, August.
    • Handle: RePEc:bgo:journl:v:4:y:2020:i:1:p:227-250repec/bgo/
    DOI: https://doi.org/10.33399/biibfad.740208
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    More about this item

    Keywords

    Katýlým bankacýlýgý; tüketici fiyat endeksi; gayri safi yurtiçi hasýla; tasarruf fonu; nedensellik.;
    All these keywords.

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • E20 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - General (includes Measurement and Data)
    • G39 - Financial Economics - - Corporate Finance and Governance - - - Other

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