Enflasyon ve İşçi Transferleri arasındaki Nedensellik İlişkisi: Türkiye Örneği

Bu çalışmanın amacı işçi transferleri ve enflasyon arasındaki ilişkiyi Türkiye için ortaya koymaktır. Bu amaçla 1987-2019 dönemi ele alınmış ve Johansen yaklaşımı, FMOLS yöntemi ve Hacker-Hatemi (2006) nedensellik testi kullanılmıştır. Johansen testi sonucuna göre, değişkenler arasında uzun dönem ilişki bulunmaktadır. FMOLS analizi bulguları ise, teoride beklenildiği gibi işçi transferlerinin enflasyonu artırdığını göstermektedir. Ayrıca, dış borçların enflasyon üzerinde pozitif etkiye sahip olduğu ancak dışa açıklık oranının istatistiksel olarak anlamlı olmadığı tespit edilmiştir. Hacker-Hatemi (2006) testi sonucu ise, işçi transferlerinden enflasyona doğru tek yönlü bir nedenselliğin varlığını göstermektedir.

Anahtar Kelimeler:

İşçi Transferleri, Enflasyon, Nedensellik, Eşbütünleşme

The Causality Relationship between Inflation and Worker Remittances: Evidence from Turkey

The aim of this study is to investigate the relationship between the worker remittances and inflation for Turkey over the period 1987-2019. To this aim, Johansen approach, FMOLS method and Hacker-Hatemi (2006) causality test are used. According to the results of Johansen test, there is cointegration between the variables. The results of the analysis of FMOLS implied that remittance inflows significantly increase inflation as expected in theory. It is also found that external debt have pozitif effect on inflation while the variable openness is statistically insignificant. The results of the Hacker-Hatemi (2006) causality test displayed the existence of unidirectional causality running from worker remittance to inflation.

Keywords:

Worker remittances, inflation, causality, cointegration,

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