İşsizlik Oranı Üzerindeki Şoklar Gerçekten Kalıcı mı: Türkiye Ekonomisi Üzerine Bir Analiz

Bu çalışma, Türkiye Ekonomisinde 1988:Q3 ile 2015:Q3 dönemini kapsayan çeyreklik frekansta mevsimsel ve takvim etkilerinden arındırılmış işsizlik serisinde kalıcığı araştırmaktadır. Bu amaçla Lumsdaine ve Papell (1997) tarafından geliştirilen birim kök testi kullanılarak işsizlik serisinin birim kök içerip içermediği araştırılarak bu serinin şoklara karşı gösterdiği tepki incelenmiştir. Çalışmadan elde edilen bulgular yapısal kırılmalar göz önünde bulundurulmadığında işsizlik serisinde oldukça güçlü etkiye sahip olduğunu gösterirken yapısal kırılmalar göz önünde bulundurulduğunda, işsizlik serisi üzerindeki, etkisinin azaldığını göstermiştir

Are Shocks to Unemployment Rate Really Persistence: An Analysis on the Turkish Economy

This study investigates the persistencey in the seasonal and calendar-adjusted quarterly unemployment series in the Turkish Economy for the 1988:Q3-2015:Q3 period. For this purpose, the unit root test developed by Lumsdaine and Papell (1997) was used to investigate whether the unemployment series contains unit roots and the reaction of this series to shocks was investigated. Findings from the study show that shocks have a strong influence on the unemployment series, if structural breaks are not taken into account, and that the effects of shocks on the unemployment series are diminishing when structural breaks are taken into account

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