Cilt 10 Sayı 4 (2022): Business & Management Studies: An International Journal
Makaleler

Doğrudan yabancı yatırım, ticari açıklık ve ekonomik büyüme arasında nedensellik testi: BRICS ve MINT ülkeleri

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  • Sevilay KÜÇÜKSAKARYA
Sevilay KÜÇÜKSAKARYA
Doç. Dr., Anadolu Üniversitesi, Eskişehir, Türkiye
DOI: https://doi.org/10.15295/bmij.v10i4.2161

Yayınlanmış 2022-12-25

Anahtar Kelimeler

  • BRICS, MINT, Ekonomik Büyüme, Yatay Kesit Bağımlılığı, Panel Nedensellik
  • BRICS, MINT, Economic Growth, Cross-sectional Dependence, Panel Causality

Nasıl Atıf Yapılır

KÜÇÜKSAKARYA, S. (2022). Doğrudan yabancı yatırım, ticari açıklık ve ekonomik büyüme arasında nedensellik testi: BRICS ve MINT ülkeleri. Business & Management Studies: An International Journal, 10(4), 1416–1424. https://doi.org/10.15295/bmij.v10i4.2161

Telif Hakkı (c) 2022 Sevilay KÜÇÜKSAKARYA

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Özet

Bu çalışma, Dumitrescu-Hurlin panel nedensellik testi kullanarak 1990-2021 yılları arasında BRICS ve MINT ülkeleri için doğrudan yabancı yatırım, ticari açıklık ve ekonomik büyüme arasındaki nedenselliği araştırmaya çalışmaktadır. İlk olarak, farklı yatay kesit bağımlılığı testleri ile ülkeler arasında yatay kesit bağımlılığı olup olmadığına bakılmıştır. Ülkeler arasında yatay kesit bağımlılığı olduğu sonucuna ulaştıktan sonra panel birim kök testi olarak CIPS testiyle serilerin durağanlığı test edilmiştir. Tüm değişkenler birinci farklarında durağandır, bu nedenle Dumitrescu ve Hurlin Nedensellik testi uygulanmıştır. Sonuçlara göre, sadece MINT ülkeleri için ticari açıklık ile ekonomik büyüme arasında çift yönlü nedensellik ilişkisi bulunurken, BRICS ülkeleri için, ekonomik büyümeden doğrudan yabancı yatırımlara ve ticari açıklıktan ekonomik büyümeye doğru tek yönlü nedensellik ilişkileri bulunmuştur. Her iki ülke grubu için ticari açıklıktan doğrudan yabancı yatırımlara doğru tek yönlü bir ilişki vardır.

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