Döviz Kuru Oynaklığı ve Hane Halkı Tüketim Harcamaları: Türkiye’den Kanıtlar

نویسندگان

چکیده

Bu çalışmanın amacı 2003:Q1-2021:Q2 dönemi için Türkiye ekonomisinde döviz kuru oynaklığının reel tüketim harcamaları üzerine olan kısa ve uzun dönem etkilerini Gecikmesi Dağıtılmış Otoregresif (ARDL) sınır testi yaklaşımı kullanarak araştırmaktır. Çalışmada oynaklığı serisi Koşullu Değişen Varyans (ARCH) modelinden elde edilen koşullu varyans değerleri kullanılmıştır. ARDL testinden sonuçlar, dönemde kur üzerinde bir etkisinin olmadığını, harcamalarını negatif etkilediğini ortaya koymuştur. bulgu, gayri safi yurt içi hasılanın diğer önemli kalemi de bileşen olabileceğini göstermiştir.

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ژورنال

عنوان ژورنال: Sosyo ekonomi

سال: 2023

ISSN: ['1305-5577']

DOI: https://doi.org/10.17233/sosyoekonomi.2023.01.15