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Ýþsizlikte Histerisiz Etkisinin Uzun Hafýza Modeli ile Ýncelenmesi: Türkiye Üzerine bir Uygulama

Author

Listed:
  • Sinem Kutlu

    (Ýstanbul Üniversitesi, Ýktisat Fakültesi, Ýktisat Bölümü, Ýstanbul.)

  • Ýpek Melahat Yurttagüler

    (Ýstanbul Üniversitesi, Ýktisat Fakültesi, Ýktisat Bölümü, Ýstanbul.)

Abstract

Ýþsizliðin zaman serisi özelliklerinin incelenmesi gerek þoklarýn etkilerinin kavranmasý, gerekse istikrar politikalarýnýn etkilerinin deðerlendirilmesi açýsýndan önem taþýr. Bu çerçevede, iþsizliðin uzun ve kýsa dönem davranýþýna iliþkin dinamiklerin analizi makro iktisadýn önemli araþtýrma konularý arasýnda yer almaktadýr. Bir zaman serisinin duraðan olduðunu ya da olmadýðýný belirleyen geleneksel birim kök testleri serinin sahip olduðu dinamik süreci kýsýtlamaktadýr. Bu çalýþmada, iþsizliðin uzun hafýza özelliði kesirli bütünleþme analizi yardýmýyla incelenmekte, bu baðlamda histerisiz hipotezinin geçerliliði Türkiye için 2005:01 - 2016:09 dönemine ait aylýk veriler kullanýlarak araþtýrýlmaktadýr. Çalýþmadan elde edilen sonuçlara göre Türkiye’de ele alýnan dönemde iþsizliðin uzun vadede ortalamaya dönen dirençli bir yapýda olduðu gözlemlenmiþtir. Histerisiz hipotezinin geçerliliðine iliþkin bulgu ise tespit edilememiþtir.

Suggested Citation

  • Sinem Kutlu & Ýpek Melahat Yurttagüler, 2017. "Ýþsizlikte Histerisiz Etkisinin Uzun Hafýza Modeli ile Ýncelenmesi: Türkiye Üzerine bir Uygulama," Isletme ve Iktisat Calismalari Dergisi, Econjournals, vol. 5(4), pages 68-78.
    • Handle: RePEc:eco:journ4:2017-04-6
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    Keywords

    Ýþsizlik; Uzun hafýza; Histerisiz; Kesirli bütünleþme.;
    All these keywords.

    JEL classification:

    • E24 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

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