Mehmet MERCAN, ZİYA ÇAĞLAR YURTTANÇIKMAZ, Fatih ÇAKMAK

İşsizlik histerisi hipotezinin Türkiye, AB-15, AB-27, Oecd ve g-8 ülkeleri için yatay kesit bağımlılığı ve yapısal kırılmalar altında testi: Dinamik panel veri analizi

Bu çalışmada, işsizlik oranını etkileyen şokların etkilerinin kalıcı olduğunu ifade eden Histeri hipotezinin geçerliliği Türkiye, AB-15, AB-27, OECD ve G-8 ülkeleri örneğinde incelenmiştir. Türkiye için histeri hipotezinin geçerliliği yapısal kırılmalı birim kök testleri ile 1923-2013 dönemi yıllık ve 1992Q1-2013Q1 dönemi üç aylık veriler kullanılarak incelenmiştir. Yapılan tüm testler Türkiyede histeri hipotezinin geçerli olduğunu göstermektedir. AB-15, AB-27, OECD ve G-8 ülke grupları için ise yatay kesit bağımlılığını yani, ilgili ülkelerin herhangi birinde meydana gelen şokların diğer ülkeleri de etkilediği varsayımını dikkate alan ikinci nesil panel birim kök testi ile araştırılmıştır. Analiz sonuçlarına göre; G-8 ülkeleri hariç, diğer ülke gruplarında histeri hipotezinin geçerli olduğu bulgusu elde edilmiştir. Yani işsizlik sorunsalı sadece gelişmekte olan değil, gelişmiş ükeleri de etkileyen ve çözülmesi gereken bir sosyo-ekonomik problem olarak ortaya çıkmaktadır.

Unemployment hysteresis hypothesis testing for Turkey EU-15, EU-27, Oecd and g-8 countries under cross-sectional dependency and structural breaks: Panel data analysis

In this study the validity of hysteria hypothesis which expresses that the chocks affecting the unemployment rates are permanent was analysed in the sample of Turkey, EU-15, EU-27, OECD and G-8 countries. The validity of hysteria hypothesis for Turkey was analysed unit root tests with structural break by using the annual data for 1923-2013 periods and the quarterly data for 1992Q1-2013Q1 periods. All the implemented tests show that hysteria hypothesis in Turkey is valid. However, it was searched for EU-15, EU-27, OECD and G-8 countries with the second- generation panel unit root tests considering cross-sectional dependency, in other words, the assumption that the shocks occurring in any related country affect the other countries. According to the analysis results, except for G-8 countries, it was found the evidence that hysteria hypothesis was valid for the other country groups. Thus, the unemployment problem comes out as a socio- economical problem that affects not only the developeng but also the developed countries and that has to be solved.

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