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Journals / Uluslararası Yönetim İktisat ve İşletme Dergisi / 2026 / Cilt: 9 Sayı: 19

THE ANALYSIS OF TURKISH BUSINESS CYCLES AND REGIME SWITCHING

TÜRKİYE KONJONKTÜR DALGALANMALARI VE REJİM DEĞİŞİMİ ANALİZİ

Burhan Kabadayı(Erzincan Üniversitesi, İ.İ.B.F.)
Pages
107–119
Publication Date
2013-05-01
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AI Summary & Key Takeaways

AI Insight
⚡ TL;DR(Too Long; Didn't Read)

The turning points of the cycles were stated and the duration of the cycles phases were calculated

📌 3 Key Takeaways

🎯
Objective & Hypothesis:In the study, the business cycles of Turkish Economy were analyzed on GDP per capita by Hodrick-Prescott filters and Markov Switching models.
📊
Key Findings & Data:The time series period of the article covers the years between 1987 and 2011 in quarter term data.
💡
Conclusion & Impact:The turning points of the cycles were stated and the duration of the cycles phases were calculated
🔬Design:Modeling & Simulation
📍Scope:2011 Verileri
⚙️Variables:Rejim Değişimi · Konjonktür Dalgalanmaları · Hodrick-Prescott Filtresi

Abstract

In the study, the business cycles of Turkish Economy were analyzed on GDP per capita by Hodrick-Prescott filters and Markov Switching models. The time series period of the article covers the years between 1987 and 2011 in quarter term data. As a result, it is observed that Turkish Economy moves in two regimes. The turning points of the cycles were stated and the duration of the cycles phases were calculated

Özet

Çalışmada Türkiye Ekonomisinde meydana gelen dalgalanmalar kişi başına GSYİH değişkeni üzerinden Hodrick-Prescott ve Markov rejim değişimi modelleriyleanaliz edilmiştir. Makalede kullanılan veriler çeyrek dönemlik veriler cinsinden olup1987-2011 yılları arası dönemi kapsamaktadır.Sonuç olarak Türkiye Ekonomisinin iki farklı rejimde hareket ettiği gözlemlenmiştir. Ekonomide meydana gelen dalgalanmaların dönüm noktaları belirtilmiş ve dalgalanma fazlarının süreleri hesaplanmıştır.

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Cite This Article

Kabadayı, B. (2013). THE ANALYSIS OF TURKISH BUSINESS CYCLES AND REGIME SWITCHING. Uluslararası Yönetim İktisat ve İşletme Dergisi, Cilt: 9 Sayı: 19, 107–119. https://doi.org/10.11122/ijmeb.2013.9.19.417

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  29. Tablo 1: MS Modeli Katsayıları Parametreler Katsayılar z değerleri c1 0,220A 5,747 c2,033A,753 Ø,027,247 σ 2,780A 35,550 p11 58 p22 91 J-B,800A Log likelihood,881 DW,763 AIC Not: A %1 önem düzeyinde anlamlılığı belirtmektedir. J-B Jarque-Bera dağılımı, DW Durbin Watson istatistiği AIC Akaike Bilgi Kriterini ifade etmektedir. 2,268