The wagner's law: Time series evidence for Turkey, 1960-2006

ÖZLEM TAŞSEVEN (Doğuş Üniversitesi, İstanbul, Türkiye)
Doğuş Üniversitesi Dergisi
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Yıl: 2011 Cilt: 12 Sayı: 2 Sayfa Aralığı: 304 - 316 Metin Dili: Türkçe İndeks Tarihi: 29-07-2022

The wagner's law: Time series evidence for Turkey, 1960-2006

Öz:
Bu çalışmada Türkiye İçin Wagner yasası 1960-2006 arası dönem için araştırılmıştır. Wagner Yasası kamu harcamaları ile milli gelir arasındaki uzun dönemli ilişki olup olmadığını araştırır. Bu çalışmada yasanın geçerliliği modern zaman serisi ekonometrik teknikleri ile test edilmiştir. Wagner Yasası'nın geçerliliğini test etmek İçin ko-İntegrasyon analizi kullanılmıştır. Çalışma sonuçlarına göre Florio ve Colutti (2005)'nm belirttiği elastikiyet ölçütlerine göre analiz edilen dönemde Wagner Yasası'nın iki formiilasyonuna göre yasa kabul edilmiştir. Bu çalışmada Toda - Yamamoto Granger nedensellik testi, modelin kısa ve uzun dönem özellikleri hata düzeltme modeli çerçevesinde incelenmiştir. Tahmini hata düzeltme modeline göre uzun dönemde kamu harcamaları ve gayri safı yurt içi milli hasıla arasındaki Granger nedensellik çift taraflıdır.
Anahtar Kelime:

Konular: İşletme İktisat

Wagner yasası: Türkiye örneği, 1960-2006

Öz:
In this paper the Wagner's Law for Turkey for the period 1960-2006 is analyzed. Wagner's law investigates whether there is a long run relationship between government expenditures and the gross national product of a country. The paper uses modern time-series econometric techniques to test the validity of law's proposition. (Reintegration analysis is used to test the validity of the Wagner's law. Our results suggest that Wagner's law is validated for two formulations using the definition given by Florio & Colutti (2005) according to the elasticity measures for the period under consideration. In this paper the Toda-Yamarnoto tests of Granger causality, short and long run properties of the model within an error correction model are examined. Estimated error correction models indicate that the Granger-causality between government expenditures and gross domestic product is bidirectional in the long run.
Anahtar Kelime:

Konular: İşletme İktisat
Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
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APA Taşseven Ö (2011). The wagner's law: Time series evidence for Turkey, 1960-2006. , 304 - 316.
Chicago Taşseven Özlem The wagner's law: Time series evidence for Turkey, 1960-2006. (2011): 304 - 316.
MLA Taşseven Özlem The wagner's law: Time series evidence for Turkey, 1960-2006. , 2011, ss.304 - 316.
AMA Taşseven Ö The wagner's law: Time series evidence for Turkey, 1960-2006. . 2011; 304 - 316.
Vancouver Taşseven Ö The wagner's law: Time series evidence for Turkey, 1960-2006. . 2011; 304 - 316.
IEEE Taşseven Ö "The wagner's law: Time series evidence for Turkey, 1960-2006." , ss.304 - 316, 2011.
ISNAD Taşseven, Özlem. "The wagner's law: Time series evidence for Turkey, 1960-2006". (2011), 304-316.
APA Taşseven Ö (2011). The wagner's law: Time series evidence for Turkey, 1960-2006. Doğuş Üniversitesi Dergisi, 12(2), 304 - 316.
Chicago Taşseven Özlem The wagner's law: Time series evidence for Turkey, 1960-2006. Doğuş Üniversitesi Dergisi 12, no.2 (2011): 304 - 316.
MLA Taşseven Özlem The wagner's law: Time series evidence for Turkey, 1960-2006. Doğuş Üniversitesi Dergisi, vol.12, no.2, 2011, ss.304 - 316.
AMA Taşseven Ö The wagner's law: Time series evidence for Turkey, 1960-2006. Doğuş Üniversitesi Dergisi. 2011; 12(2): 304 - 316.
Vancouver Taşseven Ö The wagner's law: Time series evidence for Turkey, 1960-2006. Doğuş Üniversitesi Dergisi. 2011; 12(2): 304 - 316.
IEEE Taşseven Ö "The wagner's law: Time series evidence for Turkey, 1960-2006." Doğuş Üniversitesi Dergisi, 12, ss.304 - 316, 2011.
ISNAD Taşseven, Özlem. "The wagner's law: Time series evidence for Turkey, 1960-2006". Doğuş Üniversitesi Dergisi 12/2 (2011), 304-316.
Sayfa Oluşturulma Tarihi
22-04-2024 16:52

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