MERTER AKINCI, MENŞURE KOLÇAK, ÖMER YILMAZ

Yurt içi Orijinal Günah’ın Belirleyicileri: Türkiye Ekonomisi için Robust Regresyon Analizi

Bu çalışmanın amacı Türkiye’de 2003:01-2012:12 dönemi itibarıyla Yurt İçi Orijinal Günah’ın belirleyicilerini Robust Regresyon Analizi’ni uygulayarak incelemektir. Robust Regresyon analiz sonuçları; faiz oranları, uluslararası rezervler ve kredi hacminin yurt içi orijinal günah üzerinde pozitif yönlü bir etki yarattığını, buna karşın döviz kuru, enflasyon oranları ve dış borç stokunun yurt içi orijinal günah üzerinde negatif bir etki meydana getirdiğini göstermiştir. Ayrıca, kredi derecelendirme notu ile kamu sektörü tarafından toplanan vergi gelirlerinin yurt içi orijinal günah üzerinde önemli bir rol oynamadığı da tespit edilmiştir.

The determinants of the Domestic Original Sin: The Robust Regression Analysis for Turkish Economy

The purpose of this study is to investigate the determinants of the Domestic Original Sin in Turkey from 2003:01 to 2012:12 by employing the Robust Regression Analysis. The result of the Robust Regression Analysis points out that exchange rate, inflation rate and foreign debt stock have a negative effect on the Domestic Original Sin while interest rate, international reserves and credit volume have a positive effect on the Domestic Original Sin. It is also determined that credit ratings and tax revenues collected by the government sector do not play an important role on the Domestic Original Sin.

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