Krizleri incelemede kullanılan nitel tercih modelleri: Türkiye için bir probit model uygulaması: (1988-2009)
Çalışmamızda ilk olarak nitel tercih modelleri olan logit ve probit modellere yer verilemektedir. Ampirik kısımda; 1988-2009 döneminde Türkiye’de, makroekonomik değişkenlerin krizleri açıklayıcılığı probit modelle incelenmektedir. Ayrıca değişkenlere ait marjinal etkiler hesaplanarak krizlerin bu etkilenmenin derecesine de bakılmıştır. Probit modeli sonuçlarına göre, faiz oranı ve ithalat değişkenlerinin istatistiksel olarak anlamsız çıkmıştır. Buna karşılık, enflasyon, döviz kuru, işsizlik oranı, gayri safi milli hasıla ve endüstriyel üretim endeksi değişkenleri anlamlı ve önemli olarak elde edilmiştir.
In our study, firstly we are giving place to logit and probit models which are qualitative choice models. In the empirical part, 1988-2009 period in Turkey, we analyze the explanatory of macroeconomic variables on the crises by using probit model. Additionally, by calculating the marginal effects, we examine the degree of influences on crises. According to the probit model results; interest rate and import variables were found statistically insignificant, whereas inflation, exchange rate, unemployment rate, gross national product and industrial product index variables were obtained significant and important.
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- ISSN: 1304-0235
- Yayın Aralığı: Yılda 4 Sayı
- Yayıncı: Kare Yayıncılık