GELİŞMİŞ VE GELİŞMEKTE OLAN ÜLKELER İÇİN İŞSİZLİK HİSTERİSİNİN İNCELENMESİ: FOURIER ADF TEST BULGULARI

Yıl 2020, Cilt: 10 Sayı: 1, 1 - 14, 30.06.2020

Faruk Mike , Ali Eren Alper

https://doi.org/10.18074/ckuiibfd.661615

Cited By: 4

Öz

Bu çalışma işsizlik oranlarının zaman serisi özelliklerini doğal oran hipotezi ve histeri hipotezi ayrımı ile incelemeyi amaçlamaktadır. Bu doğrultuda çalışmada gelişmiş ve gelişmekte olan 52 ülke için Enders ve Lee (2012) tarafından geliştirilen Fourier ADF birim kök testi uygulanmıştır. Elde edilen bulgular söz konusu ülkelerin tamamı için birim kök boş hipotezinin reddedilemediğini ve dolayısıyla bütün ülkeler için işsizlik histerisi hipotezinin geçerli olduğunu ortaya koymaktadır. Ampirik bulgular, son yıllarda özellikle gelişmiş ülkelerde başlayan ve daha sonra gelişmekte olan ülkelere yayılan küresel ekonomik krizlerin, temel makroekonomik göstergelerden birisi olan işsizlik oranları üzerindeki olumsuz etkilerini doğrular niteliktedir.

Anahtar Kelimeler

İşsizlik, histeri, Doğal oran hipotezi, Fourier durağanlık testi

Kaynakça

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