ПРИЧИННО-СЛЕДСТВЕННАЯ СВЯЗЬ МЕЖДУ ПРЯМЫМИ ИНОСТРАННЫМИ ИНВЕСТИЦИЯМИ И ЭКОНОМИЧЕСКИМ РОСТОМ В ТУРЦИИ: АНАЛИЗ ТОДА–ЯМАМОТО
DOI:
https://doi.org/10.60078/3060-4842-2026-vol3-iss1-pp435-449Аннотация
В данном исследовании анализируется причинное влияние прямых иностранных инвестиций (ПИИ) на экономический рост в Турции с использованием годовых временных рядов за период 1980–2020 гг. В качестве показателя экономического роста используется реальный валовой внутренний продукт (ВВП) на душу населения. Данные получены из авторитетных международных источников, таких как Всемирный банк и TurkStat, и все переменные были логарифмированы для обеспечения пригодности к статистическому анализу. В связи с наличием переменных с различными порядками интеграции был применён метод причинности Тода–Ямамото, устойчивый к смешанным порядкам интеграции. Стационарность рядов проверялась с использованием тестов Дики–Фуллера и Филлипса–Перрона, а оптимальная длина лага определялась на основе информационных критериев. Для подтверждения адекватности модели были проведены диагностические тесты на автокорреляцию, гетероскедастичность и структурную устойчивость. Эмпирические результаты выявили статистически значимую однонаправленную причинность от ПИИ к экономическому росту на уровне значимости 1%, при отсутствии обратной причинности. Полученные результаты свидетельствуют о том, что ПИИ выступают не только источником внешнего капитала, но и стратегическим фактором роста за счёт повышения производительности, содействия трансферу знаний и технологий, а также стимулирования структурной трансформации. Использование долгосрочного набора данных и учёт макроэкономической структуры обеспечивают методологически обоснованный и контекстуально релевантный вклад данного исследования в литературу по взаимосвязи ПИИ и экономического роста в развивающихся экономиках.
Ключевые слова:
прямые иностранные инвестиции экономический рост тест причинности Тода–Ямамото анализ временных рядов экономика ТурцииБиблиографические ссылки
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