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Emeklilik Yatırım Fonlarına Etki Eden Makroekonomik Faktörlerin En Küçük Kareler ve Var Yöntemi ile Analizi: Türkiye ve Seçilmiş Ülkeler

2021

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Ankara Üniversitesi SBF Dergisi

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Abstract:

Bu çalışmanın amacı, gelişmiş ve gelişmekte olan emeklilik fon pazarına sahip ülkelerin borsa endeksi, döviz sepeti, enflasyon ve faiz oranı verilerinin emeklilik yatırım fonlarının performansına olan etkilerini en küçük kareler yöntemi ve VAR analizi yardımıyla incelemektir. Analiz Ocak 2005 – Mart 2019 dönemi verileri kullanılarak başta Türkiye olmak üzere seçilmiş Asya ve Kuzey Amerika ülkelerini kapsamaktadır. Emeklilik yatırım fonları ile makroekonomik değişkenler arasındaki ilişki regresyon analizi yöntemiyle en küçük kareler metoduyla açıklanmıştır. VAR yöntemi yardımıyla etki tepki ve varyans ayrıştırma analizleri yapılmıştır. Çalışmanın ampirik kanıtlarına göre Türkiye ve analiz edilen diğer ülkelerde emeklilik yatırım fonlarının performansı ile borsa endeksi arasında güçlü bir ilişkinin olduğu bulgusuna ulaşılmıştır. Ayrıca elde edilen sonuçlar doğrultusunda analize dahil olan ülkelerde borsa endeksinin emeklilik yatırım fonlarını açıklayan en önemli değişken olduğu ifade edilebilir.

Keywords:

Analysis Of Macroeconomic Factors Influencing Of Pension Investment Funds By Least Squares and Var Method: Turkey and Selected Countries

2021

Journal:

Ankara Üniversitesi SBF Dergisi

Author:

DOI:

10.33630/ausbf.652149

Abstract:

The aim of this study is to investigate the effects of share indices, currency basket, inflation and interest rate data on the performance of pension investment funds in developed and developing countries' pension fund market by means of least squares method and VAR model. Analysis involves the data from January 2005 to March 2019 primarily in Turkey, selected Asia and North America. The relationship between pension investment funds and macroeconomic factors will be explained by using regression analysis. With the help of VAR method, the impulse-response and variance decomposition analyses were conducted. According to the empirical evidence of the study, it was found that there was a strong relationship between the performance of pension investment funds and the share indices in Turkey and other countries analyzed. Furthermore, according to the obtained results it can be stated that the share indices is the most important variable explaining the pension investment funds in the countries included in the analysis.

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Ankara Üniversitesi SBF Dergisi

Field : Sosyal, Beşeri ve İdari Bilimler

Journal Type : Ulusal

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Emeklilik Yatırım Fonlarına Etki Eden Makroekonomik Faktörlerin En Küçük Kareler ve Var Yöntemi ile Analizi: Türkiye ve Seçilmiş Ülkeler

2021

Journal:

Ankara Üniversitesi SBF Dergisi

Author:

DOI:

10.33630/ausbf.652149

Abstract:

Keywords:

Analysis Of Macroeconomic Factors Influencing Of Pension Investment Funds By Least Squares and Var Method: Turkey and Selected Countries

2021

Journal:

Ankara Üniversitesi SBF Dergisi

Author:

DOI:

10.33630/ausbf.652149

Abstract:

Keywords:

Citation Owners

Attention!
To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.

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If you are affiliated with a Sobiad Subscriber organization, you can use Login Panel for external access. You can easily sign up and log in with your corporate e-mail address.

Similar Articles

Ankara Üniversitesi SBF Dergisi

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User Guide

Menu

Mendeley

Endnote

Emeklilik Yatırım Fonlarına Etki Eden Makroekonomik Faktörlerin En Küçük Kareler ve Var Yöntemi ile Analizi: Türkiye ve Seçilmiş Ülkeler

2021

Journal:

Ankara Üniversitesi SBF Dergisi

Author:

DOI:

10.33630/ausbf.652149

Abstract:

Keywords:

Analysis Of Macroeconomic Factors Influencing Of Pension Investment Funds By Least Squares and Var Method: Turkey and Selected Countries

2021

Journal:

Ankara Üniversitesi SBF Dergisi

Author:

DOI:

10.33630/ausbf.652149

Abstract:

Keywords:

Citation Owners

Attention! To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.

Off-Campus AccessIf you are affiliated with a Sobiad Subscriber organization, you can use Login Panel for external access. You can easily sign up and log in with your corporate e-mail address.

Similar Articles

Ankara Üniversitesi SBF Dergisi

Metrics

Attention!
To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.

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