Türkiye'de İşsizlik Histerisinin Yapısal Kırılma ve Güçlü Hafıza Modellemesi ile Sektörel Analizi

Histeri etkisine göre ekonomik krizlerden sonra yükselen işsizlik oranları kendi ortalama değerine geri dönmemekte ve aksine artarak daha yüksek bir oranda denge noktası oluşturmaktadır. Türkiye ekonomisi son otuz yıldır sürekli artan işsizlik sorunu yaşamaktadır. 1994 ve 2001 krizlerinin ardından işsizlik oranlarında sıçramalar gerçekleşmiştir. Türkiye ekonomisi kriz sonrasında sektörel bazda farklı oranlarda büyümesine rağmen, işsizlik rakamlarında istenen azalmanın gerçekleşmemesi sektörel bazda histerinin araştırılmasını gerektirmiştir. Bu amaçla, çalışmada yapısal kırılma testleri ve güçlü hafıza modelleri ile sektörel bazda histeri etkisinin varlığı araştırılmıştır. Sonuçta yalnızca İmalat Sanayi ve Mali Kurumlar sektörlerinde histeri etkisinin varlığı ortaya çıkmıştır. Bu, Türkiye ekonomisinin 2001 sonrasında kesintisiz büyümesinin İmalat Sanayi ve Mali Kurumlar sektörleri dı- şında histeri etkisini ortadan kaldırırken, imalat sektöründe teknoloji yoğun malların üretimi ve istihdam yaratmayan büyümenin, bankacılık sektöründeki şubesiz bankacılığın histeri etkisini devam ettirdiğ i şeklinde yorumlanabilir.

Sector-Specific Analysis of Unemployment Hysteresis in Turkey with Structural Break and Long Memory Modeling

According to hysteresis effect increasing rate of unemployment rates, after the economic crisis does not turn back to its average value, on the contrary. It gets the much higher rate of equilibrium point the Turkish economy has been experienced the problem of continuously increasing unemployment for the last 30 years. Following the 1994 and 2001 crisis in Turkey, an increase in unemployment rates has been observed. After the crisis, non-decrease in unemployment rate is called hysteresis despite the growing economy. The differences in sector-specific increase unemployment rates, afterwards the crisis, have emerged the idea of investigating the sector-specific hysteresis. Meanwhile, since structural break leads spurious long memory, structural break based adjusted unemployment rates were used. As a result, hysteresis influence has only found in Manufacturing Industry and Financial Institutes sectors. This can be interpreted as although a strong growth has disappeared the hysteresis effect in the manufacturing and finance sectors after the 2001 crisis, the rise in technology-based production, jobless growth and self-service banking resulted in hysteresis effect in the sectors.

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