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Türkiye için bir makro iktisadi öngörü modeli: VAR yaklaşımı

Author

Listed:
  • Selim BAŞAR

    (Atatürk Üniversitesi)

Abstract

Bu çalışmada Türkiye için 1980-2005 dönemi verileri kullanılarak tahmin edilen bir VAR modeli yardımıyla temel makro iktisadi değişkenlerden reel gelir, fiyatlar, ithalatın ihracatı karşılama oranı ve reel faiz oranı değişkenleri üzerine 2006-2015 yıllarını kapsayan bir dönem için öngörü yapılmıştır. Modelde reel GSMH, TEFE, ithalatın ihracatı karşılama oranı ve yıllık reel mevduat faiz oranı değişkenleri içsel; kamu gelirlerinin faiz dışı kamu harcamalarına oranı ve reel gelir başına reel M2 para arzı değişkenleri dışsal olarak alınmıştır. Böylece, izlenmekte olan para ve maliye politikaları modele dışsal olarak katılmış ve bu politikalar veri iken öngörüler elde edilmeye çalışılmıştır. Çalışmanın sonuçlarında, öngörü döneminde reel gelirin ılımlı bir artış sergilediği, ancak büyüme oranının %3’ü geçmeyeceği ve pozitif olmasına rağmen azalan bir seyir izlediği bulgusuna ulaşılmıştır. Enflasyon tek haneli rakamlara inmekle birlikte dalgalı bir seyir izlemekte; reel faiz oranları ise yüksek ve yatay bir görünüm sergilemektedir. Son olarak, ihracatın ithalatı karşılama oranının artacağı ancak dış ticaret dengesinin sağlanamayacağı yönünde bulgular elde edilmiştir.

Suggested Citation

  • Selim BAŞAR, 2007. "Türkiye için bir makro iktisadi öngörü modeli: VAR yaklaşımı," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(254), pages 18-27.
  • Handle: RePEc:iif:iifjrn:v:22:y:2007:i:254:p:18-27
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    References listed on IDEAS

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    Keywords

    var; makroiktisadi öngörü;

    JEL classification:

    • E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
    • E20 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - General (includes Measurement and Data)
    • E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications

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