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The stationary of energy consumption for Turkish disaggregate data by employing linear and nonlinear unit root tests

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  • Aslan, Alper
  • Kum, Hakan

Abstract

This study is the first attempt to investigate the stationary of energy consumption for Turkish disaggregates data by employing linear and non-linear unit root tests extending from 1970 to 2006. It is concluded that the linearity is rejected in 4 cases in 7 Turkish sectors. In addition, when LM (Lagrange multiplier) tests that account for at most two structural breaks are taken into account for residential, industrial and agricultural where energy consumption follow a linear behavior, the unit root null is rejected. This means that energy demand management policies designed to shrink energy consumption will instead have a transitory impact on the energy consumption and return it toward its original trend path. On the other hand, it’s concluded that the transportation, non-energy uses & other, final energy consumption and cycle & energy sector’s energy consumption are non-stationary which means that any shock to energy consumption is likely to be permanent and energy demand management policies will have a permanent impact on these sectors.

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  • Aslan, Alper & Kum, Hakan, 2011. "The stationary of energy consumption for Turkish disaggregate data by employing linear and nonlinear unit root tests," Energy, Elsevier, vol. 36(7), pages 4256-4258.
    • Handle: RePEc:eee:energy:v:36:y:2011:i:7:p:4256-4258
    DOI: 10.1016/j.energy.2011.04.018
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