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Eurasian Academy Of Sciences Social Sciences JournalYl:2022 Say: 40 Alan: statistik-Saysal Yntemler-Ekonometri

Yahya Can DURA
KURUMLAR EKONOMK GSTERGELERLE LKL MDR? TRKYE RNE ZERNDEN BR NCELEME: JOHANSEN E BTNLEME ANALZ VE GRANGER NEDENSELLK TEST
 
Bu alma Trkiyede kurumsal yap parametreleri ile makro ekonomik gstergeler arasndaki ilikiyi 1995-2020 dnemi iinde teorik ve ampirik olarak ele almaktadr. Kurumsal yapnn Trkiyedeki makro ekonomik parametrelerle uzun dnemli ilikisi Johansen Ebtnleme Analizi ile incelenmitir. Analiz sonularna gre test edilen 3 modelde de kurumsal yap parametreleri ile makro ekonomik gstergeler arasnda ebtnleme ilikisi olduu grlmtr. zellikle yatrm zgrl ile parasal zgrln Trkiyenin iktisadi bymesinde ve ihracatnda uzun dnemde olumlu etki yaratt sonucuna ulalmtr. Ekonomik zgrlkler genel seviyesinin yani kurumsal yapnn genel skorunun dorudan yabanc sermaye yatrmlar zerinde de uzun dnemde pozitif bir iliki iinde olduu grlmektedir.

Anahtar Kelimeler: Kurum, Kurumsal Yap, Makro Ekonomik Parametre, Johansen Ebtnleme Analizi, Granger Nedensellik Testi


ARE INSTITUTIONS RELATED TO ECONOMIC INDICATORS? AN ASSAY ON THE CASE OF TURKEY: JOHANSEN COINTEGRATION ANALYSIS AND GRANGER CAUSALITY TEST
 
This study examines the relationship between institutional structure parameters and macroeconomic indicators in Turkey in the period of 1995-2020 theoretically and empirically. The long-term relationship between the institutional structure and macroeconomic indicators in Turkey has been examined with the Johansen Cointegration Analysis. According to the results of the analysis, it has been observed that there is a cointegration relationship between the institutional structure parameters and macroeconomic indicators in all three models tested. It has been concluded that especially freedom of investment and monetary freedom have a positive effect on Turkey's economic growth and exports in the long run. It is seen that the general level of economic freedoms, that is, the general score of the institutional structure, has a positive relationship on foreign direct investments in the long run.

Keywords: Institution, Institutional Structure, Macroeconomic Indicators, Johansen Cointegration Analysis, Granger Causality Test


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