Görüntüleme
67
İndirme
42
Bu çalışmada, 1965-2016 yılları için Granger nedensellik testi kullanılarak ABD'de faiz oranı ve gayri safi yurtiçi hâsıla ile yatırımın nedenselliği araştırılmıştır. Granger nedensellik ilişkisini belirlemeden önce birim kök ve eşbütünleşme analizi yapılmıştır. Zaman serileri teknikleri kullanılarak elde edilen bulgulara göre, gayri safi yurtiçi hâsıla ve yatırımla faiz oranı varlığı bulunmuştur. Öte yandan, Granger nedensellik sonuçlarına göre; faiz oranı, ne gayri safi yurtiçi hasılayı nede yatırımı belirlememektedir. Ayrıca, gayri safi yurtiçi hâsıla ile faiz oranı arasında tek yönlü nedensellik ilişkisi ve yatırımdan gayrisafi yurtiçi hâsılaya tek yönlü nedensellik ilişkisi tespit edildi. Not: Bu çalışmada gayri safi yurtiçi hâsıla, geliri göstermektedir.
In this study, the Granger causality test for the years 1965-2016 used to investigate the causality of investment with interest rates in the U.S. and non-clean domestic taxation. Before determining the causality relationship of Granger, the unit root and equalization analysis was performed. According to the findings obtained using time series techniques, there was an unclean domestic asset and interest rate with investment. On the other hand, according to Granger's causality results; the interest rate does not determine the non-clean domestic revenue of the investment. Furthermore, the one-way causal relationship between the non-clean domestic asset and the interest rate and the one-way causal relationship from the investment to the non-profit domestic asset were identified. Notes: In this work, the unclean domestic asset, indicates income.
In this study, the interaction between Interest Rate and Gross Domestic Product with Investment was investigated in the USA using the Granger causality test for 1965 -2016. Before determining the Granger causality relationship, unit root and cointegration analysis was conducted. According to the findings obtained by using time series techniques, the existence of Gross Domestic Product and Interest Rate with Investment were found. On the other hand, according to the results of Granger Causality; Interest Rate denominated neither a Gross Domestic Product nor an Investment. Also a one-way causality relationship was found between the Gross Domestic Product and the Interest Rate as well as the one-way from Investment to Gross Domestic Product causality relation.
Alan : Eğitim Bilimleri; Filoloji; Güzel Sanatlar; Hukuk; İlahiyat; Sosyal, Beşeri ve İdari Bilimler; Spor Bilimleri
Dergi Türü : Uluslararası
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