BRICS-T Ülkeleri İçin Satın Alma Gücü Paritesinin Geçerliliğinin Ekonometrik Tahmini
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DOI:
https://doi.org/10.5281/zenodo.14507720Anahtar Kelimeler:
Satın Alma Gücü Paritesi- Birim Kök- Reel Döviz Kuru- Doğrusal OlmamaÖzet
Satın alma gücü paritesi (SGP) hipotezi makroekonomide önemli bir konu olduğu için birçok uygulamalı çalışmada yer almıştır. Durağanlığın belirlenmesinde kullanılan birim kök analizleri bu konuda yardımcı olmaktadır. Birim kök mevcutsa şokların kalıcı, mevcut değilse şokların geçici etkisi olduğu ifade edilmektedir. Durağan bir reel döviz kuru SGP’nin geçerli olduğunu, tersi ise geçerli olmadığı anlamına gelmektedir. Bu çalışmada BRICS-T ülkeleri, yani Brezilya, Rusya, Hindistan, Çin, Güney Afrika ve Türkiye için 2017-2024 dönemini kapsayan veriler kullanılarak SGP’nin geçerliliğinin belirlenmesi amaçlanmıştır. Doğrusal ve doğrusal olmayan birim kök testlerine çalışmada yer verilerek sonuçlar tartışılmıştır. Doğrusal ve doğrusal olmayan panel birim test sonuçlarına göre, bu ülkelerde SGP’nin geçerli olmadığı görülmektedir (ortalamaya dönüş olmadığı). Bu da şokların kalıcı bir etkiye sahip olduğu anlamına gelmektedir.
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