期刊名称:Ömer Halisdemir Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
电子版ISSN:2564-6931
出版年度:2017
卷号:10
期号:3
DOI:10.25287/ohuiibf.305729
语种:English
出版社:Ömer Halisdemir Üniversitesi
摘要:This paper investigates the causal relationship among GDP,agricultural,industrial and services sectors in Turkey for the period of 1968-2015. For this purpose,we employed Engle-Granger causality/block exogeneity Wald test,Impulse Response and Variance Decomposition analysis. The results showed unidirectional granger causality from agriculture to GDP and the other three sectors,while the agricultural sector is not influenced by the others. This is an expected result for any developing country where the agriculture accounts for a large proportion of national GDP,but an unexpected result for developed countries like European Union members to which Turkey has long been wishing to join. To our knowledge,although this method has been applied in various areas,sectoral causality has not been studied for Turkey before.
其他摘要:Bu çalışmada,1968-2015 yılları arasında Türkiye’nin GSYİH ile tarım,sanayi ve hizmetler sektörleri arasındaki nedensellik ilişkisi incelenmektedir. Bu amaçla,Engle-Granger nedensellik/Blok Dışsallık Wald testleri ile Etki-Tepki ve Varyans Ayrıştırma anali
关键词:causality; granger; agriculture; impulse-response; variance decomposition; GDP
其他关键词:nedensellik; granger; tarım; etki-tepki; varyans ayrıştırması; GSYİH; Türkiye