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Journals / Dumlupınar Üniversitesi Sosyal Bilimler Dergisi / 2018 / Cilt: 0 - Sayı: 55

VAR ANALYSİS OF PUBLİC SİZE OF TURKİSH ECONOMY

KAMU BÜYÜKLÜĞÜNÜN TÜRKİYE EKONOMİSİNE YÖNELİK VAR ANALİZİ

Hüseyin ERDAŞ
Arzu ERDOĞAN
Serdar ERDOĞAN
Pages
119–131
Publication Date
2022-10-11
DOI
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AI Summary & Key Takeaways

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

Finally, it has been determined that there is a negative and strong relationship between growth and unemployment, and mutual causality analysis gives meaningful results.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:In the share of the country's economy in all sectors, the relation of the macroeconomic size to the macroeconomy is important.
📊
Key Findings & Data:In this study, the relation of public size to various macroeconomic variables in Turkey between 2006.1 – 2016.2 period was examined by Vector Autoregression (VAR) method.
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Conclusion & Impact:Finally, it has been determined that there is a negative and strong relationship between growth and unemployment, and mutual causality analysis gives meaningful results.
🔬Design:Research Article
📍Scope:2006 Verileri
⚙️Variables:Kamu Büyüklüğü · VAR Analizi · Nedensellik

Abstract

In the share of the country's economy in all sectors, the relation of the macroeconomic size to the macroeconomy is important. In this study, the relation of public size to various macroeconomic variables in Turkey between 2006.1 – 2016.2 period was examined by Vector Autoregression (VAR) method. In addition, in the study, impact-response function, variance decomposition and VAR causality analysis were also tried to show the findings in more detail. According to the findings of the study, it is seen that economic growth is the most important variable affecting the public size within the existing variables. In the short term, there was a positive effect from the size of the public to the unemployment. However, in terms of causality analysis, a one-way causality from unemployment to public size has been determined. Finally, it has been determined that there is a negative and strong relationship between growth and unemployment, and mutual causality analysis gives meaningful results.

Özet

Kamunun ülke ekonomisinin tüm sektörlerde aldığı payın makroekonomik büyüklüklerle olan ilişkisi önem arz etmektedir. Bu çalışmada 2006.1 – 2016.2 dönemi arasında Türkiye’de kamu büyüklüğünün çeşitli makroekonomik değişkenlerle ilişkisi Vektör Otoregresyon (VAR) yöntemi ile incelenmiştir. Ayrıca çalışmada Etki-Tepki Fonksiyonu, Varyans Ayrıştırması ve VAR Nedensellik analizine de yer verilerek söz konusu bulguların daha ayrıntılı şekilde gösterilmesine çalışılmıştır. Çalışmadaki bulgulara göre, mevcut değişkenler içinde kamu büyüklüğünü etkileyen en önemli değişkenin ekonomik büyüme olduğu görülmüştür. Kamu büyüklüğünden işsizliğe kısa dönemde pozitif yönlü bir etki görülmüş. Ancak nedensellik analizi açısından işsizlikten kamu büyüklüğüne doğru tek yönlü bir nedensellik tespit edilmiştir. Son olarak da çalışmada yer alan değişkenlerden büyüme ile işsizlik arasında negatif yönlü ve güçlü ilişkinin olduğu ve karşılıklı nedensellik analizinin anlamlı sonuç verdiği tespit edilmiştir. Abstract In the share of the country's economy in all sectors, the relation of the macroeconomic size to the macroeconomy is important. In this study, the relation of public size to various macroeconomic variables in Turkey between 2006.1 – 2016.2 period was examined by Vector Autoregression (VAR) method. In addition, in the study, impact-response function, variance decomposition and VAR causality analysis were also tried to show the findings in more detail. According to the findings of the study, it is seen that economic growth is the most important variable affecting the public size within the existing variables. In the short term, there was a positive effect from the size of the public to the unemployment. However, in terms of causality analysis, a one-way causality from unemployment to public size has been determined. Finally, it has been determined that there is a negative and strong relationship between growth and unemployment, and mutual causality analysis gives meaningful results.

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Cite This Article

ERDAŞ, H., ERDOĞAN, A., ERDOĞAN, S. (2022). VAR ANALYSİS OF PUBLİC SİZE OF TURKİSH ECONOMY. Dumlupınar Üniversitesi Sosyal Bilimler Dergisi, Cilt: 0 - Sayı: 55, 119–131. https://ajindex.com/articles/492610

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