BALKAN ÜLKELERİNDE İŞSİZLİK HİSTERİSİ VE DOĞAL ORAN HİPOTEZİNİN GEÇERLİLİĞİ: AMPİRİK BİR DEĞERLENDİRME

Yıl 2017, Cilt: 8 Sayı: 16, 295 - 317, 29.12.2017

Özgür Koçbulut Süleyman Bolat

Öz

Çalışma, 7 Balkan ülkesinde doğal oran
hipotezi ve işsizlik histerisi yaklaşımlarının geçerliliğini 2004:1-2016:1
döneminde çeyreklik verilerle ikinci nesil panel birim kök testleri ile test
etmektedir. Histerisi etkisi işsizlik serisinin birim kök içermesiyle
belirlenirken, doğal oran hipotezinin ise serinin durağan olması ile
açıklanmaktadır. Çalışmanın analizinde kullanılan yöntem, Breuer vd. (2002)
tarafından kullanılan SURADF panel birim kök testi; Pesaran (2007) tarafından
geliştirilen CADF panel birim kök testi ve son olarak yapısal kırılmalara izin
veren Carrion-i-Silvestre vd. (2005) tarafından geliştirilen panel KPSS
(PANKPSS) testi kullanılmıştır. Çalışmadan elde edilen bulgular, işsizlik
serilerinin SURADF, CADF ve PANKPSS test sonuçlarına göre incelenen tüm
ülkelerde durağan olduğunu göstermektedir. Bu sonuçlar, Balkan ülkelerinde
geçici şokların işsizlik oranları üzerinde kalıcı etkilere yol açmadığını ve
doğal oran hipotezinin geçerli olduğunu ortaya koymaktadır.

Anahtar Kelimeler

İşsizlik Histerisi, Balkan Ülkeleri, Panel Birim Kök Analizi.İşsizlik Histerisi

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