TÜRKİYE’DE SEKTÖR-KAYNAK BAZINDA ENERJİ YAPISININ DOĞRUSAL OLMAYAN YÖNTEMLERLE ANALİZİ

Bu çalışmada 1970-2017 döneminde Türkiye’de sektörlerin katma değer yaratma sürecinde ihtiyaç duydukları enerjinin yoğunluklu olarak hangi kaynaklardan sağlandığı tespit edilerek, bu kaynaklardan sağlanan enerji miktarlarının doğrusallık ve durağanlık yapıları incelenmiştir. Doğrusalsızlık testlerinden Brock, Dechert ve Scheinkman (BDS) test istatistiği sonuçları, sektörlerde kaynak bazında kullanılan enerjinin doğrusal bir yapı sergilemediğini ve doğrusal olmayan birim kök testlerinden Kapetanios, Shin ve Snell (KSS) test sonuçları ise kaynakların durağan bir yapı sergilemediğini göstermiştir. Bu sonuçlar kapsamında kaynak bazında tespit edilen durağan olmayan yapılara yapısal kırılmaların mı neden olduğu Clemente-Montañes-Reyes (CMR) (1998) birim kök testi ile araştırılmıştır. Ampirik bulgular; değişkenlerin yapısal kırılmalarla birlikte birim kök içerdiğini ve kaynak bazında kırılmaların farklı yapısal değişim dönemlerinde meydana geldiğini göstermiştir. Bu sonuçlar, enerji tüketiminde meydana gelen herhangi bir şokun kalıcı olduğunu gösterdiğinden geçmiş dönemler baz alınarak oluşturulan enerji talep yönetimi politikalarının daha kalıcı bir etkisi olabileceği düşünülmektedir.

Analysis of Energy Structure in Sector-Resource with Nonlinear Methods in Turkey

In this study, firstly it is determined from which sources the energy that the sectors need in the production process is provided and investigate to stationary-linearity forms of these sources in Turkey in the period of 1970-2017. The results of the BDS test statistics, which is one of the non-linearity tests, showed that the energy used on the basis of resources in the sectors does not exhibit a linear structure. On the other hand, KSS test results, which is one of the non-linear unit root tests, showed that the sources do not exhibit a stationary structure. Whether structural breaks are caused to non-stationary structures was investigated by CMR (1998) unit root test. Empirical findings shown that the variables contain unit root with structural breaks and the breaks on the basis of source occur at different periods of structural change. Since these results will cause any shock in energy consumption to be permanent, it is thought that energy demand management policies created based on past periods may have a more permanent effect.

Keywords:

Sectoral Energy Structure Nonlinearity Test, Stationary Test,

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