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Tasarruf ve enflasyonun ülke ekonomilerine etkisi, bu etkinin yönü ve nedenselliğine dair yapılan ampirik çalışmalar her geçen gün artmaktadır. Bu çalışmada tasarruf ve enflasyon arasındaki ilişki Türkiye Örneği üzerinde ele alınmıştır. Ele alınan iki seri için durağanlıkları analizler ile incelenmiştir. Yapılan analizler sonucunda serilerin her ikisinin de birinci farklarında durağan oldukları tespit edilmiştir. Daha sonra yapılan analizlerde ise kısa ve uzun dönemli ilişkiler ele alınmıştır. Elde edilen sonuçlara göre tasarruf ile enflasyon arasında hem kısa dönemde hem de uzun dönemde istatistiksel olarak anlamlı bir ilişki vardır. Kısa dönemde enflasyondaki artış tasarrufu arttırıyor iken uzun dönemde enflasyonda meydana gelecek bir artış tasarrufu azaltmaktadır. Seriler arasındaki nedensellik ilişkisini belirlemek amacıyla Toda Yamamoto yaklaşımı ile Granger nedensellik testi uygulanmıştır. Sonuçta iki seri arasında %10 anlamlılık düzeyinde tasarruftan enflasyona doğru tek yönlü bir nedensellik ilişkisi olduğu tespit edilmiştir.
The impact of savings and inflation on the country’s economies, the direction and causality of this effect are increasing every day. In this study, the relationship between savings and inflation was discussed on the example of Turkey. The stages for the two series taken were studied by analysis. The results of the analysis found that both series were stable in the first differences. In the subsequent analysis, the short-term and long-term relationships were discussed. According to the results obtained, there is a statistically meaningful relationship between savings and inflation both in the short and long term. In the short term, the increase in inflation increases savings, while in the long term, the increase in inflation reduces savings. In order to determine the causality relationship between the series, the Toda Yamamoto approach and the Granger causality test were applied. After all, it was found that between the two series there was a one-way causal relationship from savings to inflation at a level of 10% significance.
Empirical studies on the effect of savings and inflation on the country's economies, the direction and causality of this effect are increasing day by day. In this study, the relationship between savings and inflation is discussed in the case of Turkey. The stability of the two series studied was investigated by analysis. As a result of the analysis, it was determined that both series are stationary in their first differences. In the later analysis, short and long term relationships were discussed. According to the results obtained, there is a statistically significant relationship between savings and inflation both in the short run and the long run. While the increase in inflation increases the savings in the short term, an increase in inflation decreases the savings in the long term. To determine the causality relationship between the series, the Granger causality test was applied with Toda Yamamoto approach. As a result, it has been determined that there is a one-way causality relationship with 10% significance level from saving to inflation.
Field : Eğitim Bilimleri; Filoloji; Sosyal, Beşeri ve İdari Bilimler
Journal Type : Uluslararası
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