The Power of Linear Methods in Determining the Dominant Fiscal Regime: A Research on Turkiye

The Fiscal Theory of the Price Level suggests that in a non-Ricardian regime, an inflation targeting monetary policy will no longer capable of controlling price level, and that optimum policy should always include a combination of monetary and fiscal policies. The aim of this paper is to investigate...

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Main Authors: Kaan Masatcı, Asuman Oktayer
Format: Article
Language:English
Published: Istanbul University Press 2022-06-01
Series:Journal of Economy Culture and Society
Subjects:
Online Access:https://cdn.istanbul.edu.tr/file/JTA6CLJ8T5/21D0F2F92A1D4234AA3AC16F3ADB15C1
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author Kaan Masatcı
Asuman Oktayer
author_facet Kaan Masatcı
Asuman Oktayer
author_sort Kaan Masatcı
collection DOAJ
description The Fiscal Theory of the Price Level suggests that in a non-Ricardian regime, an inflation targeting monetary policy will no longer capable of controlling price level, and that optimum policy should always include a combination of monetary and fiscal policies. The aim of this paper is to investigate the dominant fiscal policy regime in Turkey using the ARDL Bounds Testing Approach and to compare the results with actual observations. The review period covers 1996–2019 period using a quarterly data set. Based on the assumption that the actual behavior of the government’s fiscal policy can be observed more accurately with structural balance, the sub-components of primary balance (structural and cyclical balance) are also included in the analysis. During the review period, there were important breaks in the Turkish economy that could lead to changes in monetary and fiscal policies. To observe possible policy changes, rather than dividing the sample into different periods, dummy variables were used to reflect the difference between periods. The results of the analysis demonstrate that structural balance more accurately reflects actual behavior of the government’s fiscal policy. Another finding is that the linear ARDL approach is insufficient to capture the changes in the fiscal policy, especially in periods when the fiscal space narrows.
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institution Kabale University
issn 2645-8772
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publishDate 2022-06-01
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spelling doaj-art-e70afce9b8e64404b5f4dfc2145b440f2025-08-20T03:52:39ZengIstanbul University PressJournal of Economy Culture and Society2645-87722022-06-016537539410.26650/JECS2021-974653123456The Power of Linear Methods in Determining the Dominant Fiscal Regime: A Research on TurkiyeKaan Masatcı0https://orcid.org/0000-0003-2478-8309Asuman Oktayer1https://orcid.org/0000-0003-1426-8588Yıldız Teknik Üniversitesi, Istanbul, TurkiyeYıldız Teknik Üniversitesi, Istanbul, TurkiyeThe Fiscal Theory of the Price Level suggests that in a non-Ricardian regime, an inflation targeting monetary policy will no longer capable of controlling price level, and that optimum policy should always include a combination of monetary and fiscal policies. The aim of this paper is to investigate the dominant fiscal policy regime in Turkey using the ARDL Bounds Testing Approach and to compare the results with actual observations. The review period covers 1996–2019 period using a quarterly data set. Based on the assumption that the actual behavior of the government’s fiscal policy can be observed more accurately with structural balance, the sub-components of primary balance (structural and cyclical balance) are also included in the analysis. During the review period, there were important breaks in the Turkish economy that could lead to changes in monetary and fiscal policies. To observe possible policy changes, rather than dividing the sample into different periods, dummy variables were used to reflect the difference between periods. The results of the analysis demonstrate that structural balance more accurately reflects actual behavior of the government’s fiscal policy. Another finding is that the linear ARDL approach is insufficient to capture the changes in the fiscal policy, especially in periods when the fiscal space narrows.https://cdn.istanbul.edu.tr/file/JTA6CLJ8T5/21D0F2F92A1D4234AA3AC16F3ADB15C1fiscal theory of the price levelstructural budget balancericardian non- ricardianardl
spellingShingle Kaan Masatcı
Asuman Oktayer
The Power of Linear Methods in Determining the Dominant Fiscal Regime: A Research on Turkiye
Journal of Economy Culture and Society
fiscal theory of the price level
structural budget balance
ricardian non- ricardian
ardl
title The Power of Linear Methods in Determining the Dominant Fiscal Regime: A Research on Turkiye
title_full The Power of Linear Methods in Determining the Dominant Fiscal Regime: A Research on Turkiye
title_fullStr The Power of Linear Methods in Determining the Dominant Fiscal Regime: A Research on Turkiye
title_full_unstemmed The Power of Linear Methods in Determining the Dominant Fiscal Regime: A Research on Turkiye
title_short The Power of Linear Methods in Determining the Dominant Fiscal Regime: A Research on Turkiye
title_sort power of linear methods in determining the dominant fiscal regime a research on turkiye
topic fiscal theory of the price level
structural budget balance
ricardian non- ricardian
ardl
url https://cdn.istanbul.edu.tr/file/JTA6CLJ8T5/21D0F2F92A1D4234AA3AC16F3ADB15C1
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