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Uluslararası sermaye serbestliği : OECD ülkeleri üzerine yatay-kesit ve panel veri analizi uygulaması


  • Hüseyin KALYONCU

    (Niğde Üniversitesi)


Uluslararası sermaye serbestliğinin derecesini test etmek için yatırım ve tasarruf arasındaki ilişki literatürde sıkça incelenmiştir. Yapılan çalışmalarda yatırım ve tasarruf arasında yüksek korelasyon bulunması sermayenin serbest olmadığını destekleyen bir delil olarak yorumlanmıştır. Bu çalışmanın amacı, yatay-kesit ve panel regresyon analizi kullanılarak 21 OECD ülkesinin 1956-2002 dönemi için uluslararası sermaye serbestliğinin derecesini ölçmektir. Panel veri kullanılarak yapılan analiz sonucunda yatırım ile tasarruf arasındaki tahmin edilen ilişki nispeten daha düşük bulunmuştur. Ayrıca esnek döviz kuru ve finansal liberalizasyonun sermaye serbestliği üzerindeki etkisini ölçmek için 1956-1975 ve 1976-2002 alt dönemlerine ayrılarak regresyon tahmin edilmiştir. Sermaye hareketliliğinin zaman içerisinde arttığı bulunmuştur.

Suggested Citation

  • Hüseyin KALYONCU, 2006. "Uluslararası sermaye serbestliği : OECD ülkeleri üzerine yatay-kesit ve panel veri analizi uygulaması," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 21(246), pages 34-40.
  • Handle: RePEc:iif:iifjrn:v:21:y:2006:i:246:p:34-40

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    References listed on IDEAS

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    More about this item


    sermaye serbestliği; panel veri analizi; tasarruf; yatırım.;

    JEL classification:

    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
    • F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics


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