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Konjonktürel Dalgalanmaların Markov Rejim Değişim Modeli ile İncelenmesi
2020
Journal:  
Trends in Business and Economics
Author:  
Abstract:

Türkiye Cumhuriyeti Devleti kurulduğu andan itibaren; savaş, deprem, küresel krizler ve askeri darbeler gibi ekonomiyi derinden etkileyen birçok olay tecrübe etmiştir. Bu tür olaylar iktisadi konjonktür üzerinde etkilere neden olmuş ve yapısal kırılmalar şeklinde karşımıza çıkmıştır. Ekonomik konjonktür üzerinde meydana gelen rejim değişikliklerinin süre fazlarının hesaplanması, rejimler arası geçişin olasılıksal olarak tespiti ileriye dönük yapılacak olan politika tespitleri için önem arz etmektedir. Bu çalışmada Türkiye Cumhuriyeti Devleti'ne ait 1923-2018 GSYH değerleri ele alınarak iktisadi konjonktür yapısının rejim değişimlerine maruz kalıp kalmadığı Markov Rejim Değişim Modeli ile tespit edilmeye çalışılmıştır. Araştırma bulgularına göre; ülke ekonomisi daralma ve genişleme olmak üzere iki farklı rejimde hareket etmekle birlikte genişleme rejiminde yüksek kalıcılık sergilemiştir. Rejimler arası geçisin şekli yumuşaktır.

Keywords:

Review Of Conjunktural Waves With The Markov Regime Change Model
2020
Author:  
Abstract:

The Republic of Turkey has experienced many events that have profoundly affected the economy since its establishment, such as war, earthquake, global crises and military coup. Such events have caused impact on the economic conjuncture and have come to us in the form of structural breakdowns. The calculation of the period phases of regime changes that occur on the economic conjuncture is of importance for the policy detections that are to be carried out in the future to identify the possibility of interregional transition. In this study, the GDP values of the Republic of Turkey 1923-2018 were addressed and attempted to identify whether the economic conjunctive structure was exposed to regime changes with the Markov regime change model. According to the research findings, the country’s economy has demonstrated high durability in the expansion regime while operating in two different regimes, the reduction and expansion. The form of the transition between the regimes is soft.

Keywords:

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Trends in Business and Economics

Journal Type :   Uluslararası

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