İŞSİZLİKTE UZUN HAFIZA ETKİSİ VE HİSTERİSİZ HİPOTEZİNİN GEÇERLİLİĞİ

İpek Yurttagüler; Sinem Kutlu

doi:10.37880/cumuiibf.519049

İŞSİZLİKTE UZUN HAFIZA ETKİSİ VE HİSTERİSİZ HİPOTEZİNİN GEÇERLİLİĞİ

Öz

Ekonomilerin temel iktisadi göstergelerinden biri olan işsizlik gerek teorik gerekse ampirik literatür açısından makro iktisadın güncel konuları arasında yer almaktadır. Ekonomik faaliyet ve üretim düzeyinin çevrimsel bir süreç izlemesi neticesinde dalgalanmalara maruz kalan işsizlik oranı makro iktisat teorisinin iki temel yaklaşımı olan ‘doğal oran’ ve ‘histerisiz’ hipotezleri ile açıklanmaktadır. Bu çerçevede, serilerin bütünleşme derecelerinin belirlenmesine yönelik ekonometrik tekniklerin kullanıldığı ampirik çalışmalarda işsizliğin durağan olup olmadığı üzerinde durulmaktadır. Bu çalışmada, Karadeniz’i çevreleyen altı ülke örneğinde işsizliğin uzun hafıza özelliğinin test edilmesi amaçlanmaktadır. Söz konusu ülkelerin 2003:Q1–2017:Q4 dönemine ilişkin işsizlik verileri kullanılarak kesirli bütünleşme analizi yardımıyla incelenmektedir. Çalışmanın bulguları, Rusya ve Ukrayna için geçerli olduğu saptanan histerisiz hipotezinin diğer ülkelerde ise geçerli olmadığına işaret etmektedir.

Anahtar Kelimeler

Doğal Oran,İşsizlik Histerisizi,Uzun Hafıza,ARFIMA

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Details

Primary Language

Turkish

Subjects

-

Journal Section

Research Article

Authors

İpek Yurttagüler ^*
0000-0003-3368-3787
Türkiye

Sinem Kutlu
0000-0001-9392-2458
Türkiye

Publication Date

May 31, 2019

Submission Date

January 29, 2019

Acceptance Date

May 8, 2019

Published in Issue

Year 2019 Volume: 20 Number: 1

DOI

https://doi.org/10.37880/cumuiibf.519049

IZ

https://izlik.org/JA33ML39JA

Cite

RIS / Bibtex

APA

Yurttagüler, İ., & Kutlu, S. (2019). İŞSİZLİKTE UZUN HAFIZA ETKİSİ VE HİSTERİSİZ HİPOTEZİNİN GEÇERLİLİĞİ. Cumhuriyet Üniversitesi İktisadi Ve İdari Bilimler Dergisi, 20(1), 214-225. https://doi.org/10.37880/cumuiibf.519049