Publication: Öncü Göstergelerle Finansal Kırılganlık Endeksi: Türkiye Örneği (1990-2017)
Abstract
Dünya genelinde son 35 yılda oldukça sık düzeyde finansal krizler yaşanmıştır. Yaşanan finansal krizlerin,ülke ekonomilerini her alanda olumsuz yönde etkilediği, şiddetlerinin çok ağır olduğu ve diğer ülkelere sıçrayarak hızla yayılma gösterdiği anlaşılmaktadır. Bu nedenle söz konusu sorunların ve krizlerin getirdiği maliyetlerin elimine edilmesi için finansal krizlerin önceden tahmin edilebilmesi ülkeler için son derece önemli bir konuhaline gelmiştir.Ele alınan çalışmanın amacı, finansal krizlerin, Türkiye ekonomisi için öncü göstergeler endeksi ile tahmin edilebilirliğinin sınanmasıdır. Çalışmada 1990 ve 2017 dönemine ait 7 makroekonomik değişken ele alınarak incelenmeye tabi tutulmuştur. Çalışmada ayrı bir ekonometrik yöntem tercih edilmemiş, öncü kabul edilen göstergelerin bileşiminden bir endeks oluşturulmuştur. Yapılan analiz sonucunda seçilen değişkenlerin kriz sinyalini yakalamada başarılı olduğu bulgusu elde edilmiştir.
In the last 35 years, worldwide financial crises have been very frequent. It is understood that the financial crises have negative effects on national economies in every field, their severity is very heavy and they spread rapidly to other countries. Forth is reason, it is a very important issue for the countries to predict the financial crisis in order to eliminate the problems caused by these problems and crises. Discussed the purpose of the study of the financial crisis, leading indicators for Turkey's economy is to test the predictability of the index. In the study, 7 macroeconomic variables of 1990 and 2017 period were examined and examined. In this study, a separate econometric method has not been preferred and an index has been formed from the combination of accepted indicators. As a result of the analysis, it was found that the selected variables were successful in catching the crisis signal.
In the last 35 years, worldwide financial crises have been very frequent. It is understood that the financial crises have negative effects on national economies in every field, their severity is very heavy and they spread rapidly to other countries. Forth is reason, it is a very important issue for the countries to predict the financial crisis in order to eliminate the problems caused by these problems and crises. Discussed the purpose of the study of the financial crisis, leading indicators for Turkey's economy is to test the predictability of the index. In the study, 7 macroeconomic variables of 1990 and 2017 period were examined and examined. In this study, a separate econometric method has not been preferred and an index has been formed from the combination of accepted indicators. As a result of the analysis, it was found that the selected variables were successful in catching the crisis signal.