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Bu çalışmada, 2007-2018 dönemi Türkiye ekonomisinin aylık verileri kullanılarak petrol fiyatlarının temel makroekonomik göstergeler üzerindeki uzun dönem etkisinin ekonometrik açıdan belirlenmesi amaçlanmıştır. Uzun dönem ilişkinin tespiti için Johansen Eşbütünleşme, uzun dönem katsayıların hesaplanması için ise FMOLS, DOLS ve CCR yöntemleri kullanılmıştır. Elde edilen amprik sonuçlar; petrol fiyatlarının temel makroekonomik göstergelerle uzun dönemde birlikte hareket ettiğini, petrol fiyatlarındaki hareketliliğin faiz, enflasyon, üretim, kur ve istihdam değişkenlerini pozitif, cari açığı ise negatif etkilediğini ortaya koymuştur.
In this study, it has been aimed to determine the effect of oil prices on basic macroeconomic indicators econometrically by using the monthly data of the Turkish economy of the 2007-2018 period. Johansen Cointegration method has been used to determine the long-term relationship, and FMOLS, DOLS, and CCR methods have been used to calculate the long-term coefficients. According to the empirical results, oil price mobility is cointegrated with the main macroeconomic indicators in the long run, and have a positive effect on the interest rate, inflation, industrial production index, real effective exchange rate and employment and a negative effect on the current account deficit.
In this study, it has been aimed to determine the effect of oil prices on basic macroeconomic indicators econometrically by using the monthly data of the Turkish economy of the 2007-2018 period. Johansen Cointegration method has been used to determine the long-term relationship, and FMOLS, DOLS, and CCR methods have been used to calculate the long-term coefficients. According to the empirical results, oil price mobility is cointegrated with the main macroeconomic indicators in the long run, and have a positive effect on the interest rate, inflation, industrial production index, real effective exchange rate and employment and a negative effect on the current account deficit.
Field : Sosyal, Beşeri ve İdari Bilimler
Journal Type : Uluslararası
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