Türkiye'de işgücü piyasası göstergelerine etki eden şokların kalıcılığının analizi

Bu calışmanı amacı, 2005:1-2011:11 donemi aylık verileriyle Turkiyede, hem toplam hem de cinsiyete gore ayrıştırılmış işsizlik, istihdam, işgucune katılım oranı gibi işgucu piyasası gostergelerine etki eden şokların kalıcı mı yoksa gecici mi oldu.unu birim kok sınamaları ve uzun hafıza analizi vasıtasıyla incelemektir. Bu amacla, yapısal kırılmayı dikkate almayan birim kok sınamaları şokların kalıcılı.ı konusunda net bir sonuc vermemiş, ancak yapısal kırılmalı birim kok sınama ve yarı parametrik Geweke Porter-Hudak yontemine dayanan uzun hafıza analizi sonucları şokların analize konu de.işkenler uzerindeki etkisinin kalıcı olaca.ını gostermektedir.

An analysis of persistency of shocks to labor market indicators in Turkey

The aim of this paper is to examine the issue of whether shocks to labor market indicators namely, unemployment, employment, labor force participation rates expressed as aggregated and disaggregated by gender are persistent or transitory by employing a range of unit root tests and long memory analysis for the period 2005:1-2011:11. The results of unit root tests without a structural break are inconclusive. The findings from the unit root test with structural breaks and long memory analysis based on Geweke Porter- Hudak, however, are conclusive, suggesting that shocks will have a permanent effect on the variables under examination.

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