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ODKA Ülkelerinin Savunma Harcama Yakınsaması: Çok Kırılmalı Fourier Panel Birim Kök Testinden Kanıtlar

Yıl 2023, Sayı: 39, 183 - 199, 27.12.2023
https://doi.org/10.26650/ekoist.2023.39.1190962

Öz

Bölgesel çatışmaların bile küresel ölçekte siyasi ve askeri krizlere yol açtığı günümüzde, ülkelerin savunma harcamaları bütçe içindeki önemini giderek arttırmaktadır. Dahil oldukları politik, askeri örgütlere veya komşularına göre savunma harcamalarını şekillendiren ülkelerin bu noktada yakınsama davranışı göstermesi beklenmektedir. Bu çalışma 1977-2021 yılları arasında 12 ODKA ülkesinin (Cezayir, Bahreyn, Mısır, İran, İsrail, Ürdün, Kuveyt, Fas, Umman, Suudi Arabistan, Tunus, Türkiye) savunma harcama yüklerini ele almaktadır. Breusch-Pagan (1980), Pesaran (2004) Scaled LM, Pesaran CD (2004), Baltagi, Feng ve Kao (2012) testlerinin tamamı yatay kesit bağımlılığın olmadığını ifade eden temel hipotezi reddetmiştir. Yatay kesit bağımlılığını dikkate alan birim kök testlerinin kullanılması bu bağlamda daha doğru olacaktır. Savunma harcama yüklerinin yakınsama analizinin gerçekleştirilebilmesi için Yatay Kesit Bağımlılığı ve birimler arası heterojenliği dikkate alan Bahmani-Oskooee(2014)’nin Çok Kırılmalı Fourier Panel Birim kök testi kullanılmıştır. Araştırma bulgularına göre bazı ODKA ülkelerin yakınsama davranışı göstermediği alternatif hipotez reddedilememiştir. Bahreyn, Ürdün, Kuveyt, Suudi Arabistan ve Türkiye ODKA ortalamasına yakınsama davranışı göstermiştir. Amerika ve İsrail’in savunma harcama ortalamasına yakınsama gösteren ülkeler ise Bahreyn, Ürdün, Kuveyt, Suudi Arabistan ve Türkiye olarak bulunmuştur. Türkiye’nin NATO üyesi olması sebebiyle ABD’ye yakınsama davranışı göstermesi beklentilere uygunluk göstermektedir. Türkiye ve Suudi Arabistan’ın bölge içindeki ağırlığını arttırmak istemesi de ABD ve İsrail’e yakınsamasını açıklamaktadır. Bölgede gerçekleşen Körfez savaşı ve Arap Baharı gibi olaylar ani kırılma tarihlerinde tespit edilmiştir. Herbir ülke için eklenen fourier terimlerine uygulanan F testine göre sonuçlar istatistiksel olarak anlamlı bulunmuştur. Sonuç olarak elde edilen bulguların bölge içinde bulunan ülkelerin savunma harcama yüklerinin nasıl şekillendirdiklerinin açıklanabilmesi açısından önem arz etmektedir.

Kaynakça

  • Ali, H. E. (2012). Military expenditures and inequality in the Middle East and North Africa: a panel analysis. Defence and Peace Economics, 23(6), 575-589. google scholar
  • Arunatilake, N., S. Jayasuriya, and S. Kelegama. (2001). The Economic Cost of the War in Sri Lanka, World Developmen,t vol. 39, n. 9, pp. 1483-1500. google scholar
  • Arvanitidis, P., Kollias, C., & Anastasopoulos, K. (2014). Is there an international convergence in defence burdens? Some initial findings. Peace Economics, Peace Science and Public Policy, 20(4), 611-620. google scholar
  • Ashrafi, Y., noury, R., Mohammadpoor, S. (2019). Defense Expenditure Convergence in Selected MENA Countries: Nonlinear NCADF Approach. Strategic Management Studies of National Defence Studies, 9(36), 374-353. google scholar
  • Athanassiou, E., Kollias, C., Nikolaidou, E., & Zografakis, S. (2002). Greece: Military Expenditure, Economic Growth, and the Opportunity Cost of Defense. In Arming the South (pp. 291-317). Palgrave Macmillan, London. google scholar
  • Baltagi, B. H, Feng, Q. and Kao C. (2012). A Lagrange Multiplier test for Cross-sectional Dependence in a Fixed Effects Panel Data Model. Journal of the Econometrics, 170, 164-177. google scholar
  • Breusch, T. S. and Pagan, A.R. (1980). The Lagrange Multiplier Test and Its Applications to Model Specification Tests in Econometrics. Review of Economic Studies, 47, 239-53. google scholar
  • Chan, S. (1985). The Impact of Defense Spending on Economic Performance: A Survey of Evidence and Problems, American Economics Review, vol. 29, n. 2, pp. 403-434. google scholar
  • Chan, S. (1986). Military Expenditure and Economic Performance, World Military Expenditures and Arms Transfers. Washington, D.C.: Arms Control and Disarmaments Agency. google scholar
  • Cohen, D. (1995). Tests of theconvergence Hypothesis’: Some Further Results. DISCUSSION PAPER SERIES-CENTRE FOR ECONOMIC POLICY RESEARCH LONDON. google scholar
  • David Bigelow, “An Analysis of the Richardson Arms Race Model”, 2003, https://pdfs.semanticscholar.org/dda7/0e86 15b1b80f845f669d7d92526434468a4f.pdf (Erişim Tarihi; 21 February 2019). google scholar
  • Dunne, J. P., & Tian, N. (2013). Military expenditure and economic growth: A survey. The economics of peace and security journal, 8(1). google scholar
  • Dunne, P., & Perlo-Freeman, S. (2003). The demand for military spending in developing countries. International Review of Applied Economics, 17(1), 23-48. google scholar
  • Faini, R. (1984). Defense Spending, Economic Structure, and Growth: Evidence Among Countries and Over Time, Economic Development and Cultural Change, vol. 32, n.3, April, pp. 487-498 google scholar
  • Gibler, D. M., Rider, T. J., & Hutchison, M. L. (2005). Taking arms against a sea of troubles: Conventional arms races during periods of rivalry. Journal of Peace Research, 42(2), 131-147. google scholar
  • Grobar, L.M., and S. Gnanaselvam. (1993). The Economic Effects of the Sri Lankan Civil War, Economic Development and Cultural Change, vol. 41, n. 4, pp. 395-405. google scholar
  • Güriş, S., Güriş, B., & Tiraşoğlu, M. (2017). Do military expenditures converge in NATO countries? Linear and nonlinear unit root test evidence. Theoretical & Applied Economics, 24(2). google scholar
  • Hamid E. Ali and Omnia A. Abdellatif, “Military Expenditures and Natural Resources: Evidence from Rentier States in the Middle East and North Africa”, Defence and Peace Economics, Vol. 26, No 1, 2015, p. 5-13. google scholar
  • Imad Salamey, “Post-Arab Spring: Changes and Challenges”, Third World Quarterly, Vol. 36, No 1, 2015, p. 111-129. google scholar
  • Jushan Bai and Pierre Perron, “Estimating and Testing Linear Models with Multiple Structural Changes”, Econometrica, Vol. 66, No 1, 1998, p. 47-78. google scholar
  • Karabiyik, E.D. (2021). Orta Doğu Ve Kuzey Afrika Ülkelerinde savunma harcamalarının yakınsaması için ampirik bir analiz. Kafkas Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 12(23), 147-159. google scholar
  • Kollias, C., & Paleologou, S. M. (2003). Domestic political and external security determinants of the demand for Greek military expenditure. Defence and Peace Economics, 14(6), 437-445. google scholar
  • Kollias, C., Paleologou, S. M., Tzeremes, P., & Tzeremes, N. (2018). The demand for military spending in Latin American countries. Latin American Economic Review, 27(1), 1-17. google scholar
  • Lau, C. K. M., Demir, E., & Bilgin, M. H. (2016). A nonlinear model of military expenditure convergence: Evidence from estar nonlinear unit root test. Defence and Peace Economics, 27(3), 392-403. google scholar
  • Lee, K., Pesaran, M. H., & Smith, R. (1997). Growth and convergence in a multi-country empirical stochastic Solow model. Journal of applied Econometrics, 12(4), 357-392. google scholar
  • Lim, D. (1983). Another Look at Growth and Defense in Less Developed Countries, Economic Development and Cultural Change, vol. 31, pp. 377- 384. google scholar
  • Maizaels, A., and K. Nissanke. (1986). The Determinants of Military Expenditures in Developing Countries, World Development, vol. 14, pp. 1125-1140. google scholar
  • Pesaran, M.H. (2004). General Diagnostic Tests for Cross Section Dependence in Panels. Cambridge Working Papers in Economics, No. 435. Pradhan, G. (2001). Economic Costs of Sri Lanka’s Ethnic Conflict, Journal of Contemporary Asia, vol. 31, pp. 375-384. google scholar
  • Ra, S., and B. Singh. (2005). Measuring the Economic Costs of Conflict, Working paper Series No. 2. Nepal Resident Mission, Asian Development Bank. google scholar
  • Ron P. Smith, “The Demand for Military Expenditure”, The Economic Journal, Vol. 90, No 360, 1980, p. 811-820 google scholar
  • Ron P. Smith, “The Demand for Military Expenditure: A Correction”, The Economic Journal, Vol. 97, No 388, 1987, p. 989-990. google scholar
  • Roux, A. (1996). Defense Expenditures and Economic Growth in South Africa, Journal for Studies in Economics and Econometrics, vol. 20, pp. 19-34. google scholar
  • Saba, C. S. (2020). Military expenditure and security outcome convergence in africa: An application of the club clustering approach. African Security, 13(3), 260-295. google scholar
  • Sezgin, S., & Yildirim, J. (2002). The demand for Turkish defence expenditure. Defence and Peace Economics, 13(2), 121-128. google scholar
  • Shahbaz, M., Khraief, N., Kumar Mahalik, M., & Khan, S. (2018). Military Spending Response to Defense Shocks? International Evidence. google scholar
  • SIPRI Military Expenditure Database, Stockholm International Peace Research Institute SIPRI, 2018 , https://www.sipri. Org/databases/milex (Erişim Tarihi 28.07.2022). google scholar
  • Solarin, S. A. (2018). Determinants of military expenditure and the role of globalisation in a cross-country analysis. Defence and Peace Economics, 29(7), 853-870. google scholar
  • Ucler, G., & Bulut, U. (2021). Re-examination of the Convergence in Military Expenditures across NATO Countries: Do Different Approximations in Modeling Structural Breaks Matter?. Applied Economics Journal, 28(1), 43-62. google scholar
  • Yazgan, Ş., Ceylan, R., & Mollavelioğlu, M. Ş. (2018). Seçilmiş NATO ülkelerinde askeri harcamaların yakınsaması: Doğrusal olmayan birim kök testinden kanıtlar. Akdeniz İİBF Dergisi, 18(37), 118-132. google scholar
  • Yilanci, V., Eryüzlü, H., & Hopoğlu, S. (2020). Convergence of Military Burdens in the MENA Region. Uluslararası İlişkiler Dergisi, 17(66), 41-59. google scholar

Convergence of Military Expenditures in MENA Countries: Evidences from a Fourier Panel Unit Root Test with Multiple Breaks

Yıl 2023, Sayı: 39, 183 - 199, 27.12.2023
https://doi.org/10.26650/ekoist.2023.39.1190962

Öz

Nowadays, even regional conflicts can lead to political and military crises on a global scale, and military expenditures have become more important in countries’ budgets. Countries that shape their military spending according to the political and military organizations of which they are a part are expected along with their neighbors to exhibit convergent behavior in this regard. This study examines the military expenditures of 12 Middle East and North Africa (MENA) countries (i.e., Algeria, Bahrain, Egypt, Iran, Israel, Jordan, Kuwait, Morocco, Oman, Saudi Arabia, Tunisia, and Turkey) from 1977-2021. The null hypothesis stating no cross-sectional dependence to exist has been rejected by all of the Breusch-Pagan (1980), the scaled Lagrange multiplier (LM) Pesaran and Pesaran’s cross-sectional dependency (CD; 2004), and also LM (2012) tests. In this context, using unit root tests that take into account cross-sectional dependence would be more accurate. Bahmani-Oskooee et al.’s (2014) Fourier panel unit root test with multiple breaks, which takes into account cross-sectional dependency and heterogeneity between units, was used to perform the convergence analysis of military burdens. According to the research findings, the alternative hypothesis that some MENA countries did not imply convergent behavior could not be rejected. The military expenditures of Bahrain, Jordan, Kuwait, Saudi Arabia, and Turkey were found to converge with the MENA mean and the military expendituresof the United States and Israel. Due to being a NATO member, Turkey’s behavior is expected to converge with the United States. Turkey and Saudi Arabia’s motivation for enhancing their weight in the region also explains their convergence with the US and Israel. Events such as the Gulf War and the Arab Spring that took place in the region stand out with regard to sudden break dates. The findings were determined to be statistically significant in accordance with the F test performed on the Fourier terms added for each country. In conclusion, the findings are significant for understanding how the military expenditures of MENA countries are formed.

Kaynakça

  • Ali, H. E. (2012). Military expenditures and inequality in the Middle East and North Africa: a panel analysis. Defence and Peace Economics, 23(6), 575-589. google scholar
  • Arunatilake, N., S. Jayasuriya, and S. Kelegama. (2001). The Economic Cost of the War in Sri Lanka, World Developmen,t vol. 39, n. 9, pp. 1483-1500. google scholar
  • Arvanitidis, P., Kollias, C., & Anastasopoulos, K. (2014). Is there an international convergence in defence burdens? Some initial findings. Peace Economics, Peace Science and Public Policy, 20(4), 611-620. google scholar
  • Ashrafi, Y., noury, R., Mohammadpoor, S. (2019). Defense Expenditure Convergence in Selected MENA Countries: Nonlinear NCADF Approach. Strategic Management Studies of National Defence Studies, 9(36), 374-353. google scholar
  • Athanassiou, E., Kollias, C., Nikolaidou, E., & Zografakis, S. (2002). Greece: Military Expenditure, Economic Growth, and the Opportunity Cost of Defense. In Arming the South (pp. 291-317). Palgrave Macmillan, London. google scholar
  • Baltagi, B. H, Feng, Q. and Kao C. (2012). A Lagrange Multiplier test for Cross-sectional Dependence in a Fixed Effects Panel Data Model. Journal of the Econometrics, 170, 164-177. google scholar
  • Breusch, T. S. and Pagan, A.R. (1980). The Lagrange Multiplier Test and Its Applications to Model Specification Tests in Econometrics. Review of Economic Studies, 47, 239-53. google scholar
  • Chan, S. (1985). The Impact of Defense Spending on Economic Performance: A Survey of Evidence and Problems, American Economics Review, vol. 29, n. 2, pp. 403-434. google scholar
  • Chan, S. (1986). Military Expenditure and Economic Performance, World Military Expenditures and Arms Transfers. Washington, D.C.: Arms Control and Disarmaments Agency. google scholar
  • Cohen, D. (1995). Tests of theconvergence Hypothesis’: Some Further Results. DISCUSSION PAPER SERIES-CENTRE FOR ECONOMIC POLICY RESEARCH LONDON. google scholar
  • David Bigelow, “An Analysis of the Richardson Arms Race Model”, 2003, https://pdfs.semanticscholar.org/dda7/0e86 15b1b80f845f669d7d92526434468a4f.pdf (Erişim Tarihi; 21 February 2019). google scholar
  • Dunne, J. P., & Tian, N. (2013). Military expenditure and economic growth: A survey. The economics of peace and security journal, 8(1). google scholar
  • Dunne, P., & Perlo-Freeman, S. (2003). The demand for military spending in developing countries. International Review of Applied Economics, 17(1), 23-48. google scholar
  • Faini, R. (1984). Defense Spending, Economic Structure, and Growth: Evidence Among Countries and Over Time, Economic Development and Cultural Change, vol. 32, n.3, April, pp. 487-498 google scholar
  • Gibler, D. M., Rider, T. J., & Hutchison, M. L. (2005). Taking arms against a sea of troubles: Conventional arms races during periods of rivalry. Journal of Peace Research, 42(2), 131-147. google scholar
  • Grobar, L.M., and S. Gnanaselvam. (1993). The Economic Effects of the Sri Lankan Civil War, Economic Development and Cultural Change, vol. 41, n. 4, pp. 395-405. google scholar
  • Güriş, S., Güriş, B., & Tiraşoğlu, M. (2017). Do military expenditures converge in NATO countries? Linear and nonlinear unit root test evidence. Theoretical & Applied Economics, 24(2). google scholar
  • Hamid E. Ali and Omnia A. Abdellatif, “Military Expenditures and Natural Resources: Evidence from Rentier States in the Middle East and North Africa”, Defence and Peace Economics, Vol. 26, No 1, 2015, p. 5-13. google scholar
  • Imad Salamey, “Post-Arab Spring: Changes and Challenges”, Third World Quarterly, Vol. 36, No 1, 2015, p. 111-129. google scholar
  • Jushan Bai and Pierre Perron, “Estimating and Testing Linear Models with Multiple Structural Changes”, Econometrica, Vol. 66, No 1, 1998, p. 47-78. google scholar
  • Karabiyik, E.D. (2021). Orta Doğu Ve Kuzey Afrika Ülkelerinde savunma harcamalarının yakınsaması için ampirik bir analiz. Kafkas Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 12(23), 147-159. google scholar
  • Kollias, C., & Paleologou, S. M. (2003). Domestic political and external security determinants of the demand for Greek military expenditure. Defence and Peace Economics, 14(6), 437-445. google scholar
  • Kollias, C., Paleologou, S. M., Tzeremes, P., & Tzeremes, N. (2018). The demand for military spending in Latin American countries. Latin American Economic Review, 27(1), 1-17. google scholar
  • Lau, C. K. M., Demir, E., & Bilgin, M. H. (2016). A nonlinear model of military expenditure convergence: Evidence from estar nonlinear unit root test. Defence and Peace Economics, 27(3), 392-403. google scholar
  • Lee, K., Pesaran, M. H., & Smith, R. (1997). Growth and convergence in a multi-country empirical stochastic Solow model. Journal of applied Econometrics, 12(4), 357-392. google scholar
  • Lim, D. (1983). Another Look at Growth and Defense in Less Developed Countries, Economic Development and Cultural Change, vol. 31, pp. 377- 384. google scholar
  • Maizaels, A., and K. Nissanke. (1986). The Determinants of Military Expenditures in Developing Countries, World Development, vol. 14, pp. 1125-1140. google scholar
  • Pesaran, M.H. (2004). General Diagnostic Tests for Cross Section Dependence in Panels. Cambridge Working Papers in Economics, No. 435. Pradhan, G. (2001). Economic Costs of Sri Lanka’s Ethnic Conflict, Journal of Contemporary Asia, vol. 31, pp. 375-384. google scholar
  • Ra, S., and B. Singh. (2005). Measuring the Economic Costs of Conflict, Working paper Series No. 2. Nepal Resident Mission, Asian Development Bank. google scholar
  • Ron P. Smith, “The Demand for Military Expenditure”, The Economic Journal, Vol. 90, No 360, 1980, p. 811-820 google scholar
  • Ron P. Smith, “The Demand for Military Expenditure: A Correction”, The Economic Journal, Vol. 97, No 388, 1987, p. 989-990. google scholar
  • Roux, A. (1996). Defense Expenditures and Economic Growth in South Africa, Journal for Studies in Economics and Econometrics, vol. 20, pp. 19-34. google scholar
  • Saba, C. S. (2020). Military expenditure and security outcome convergence in africa: An application of the club clustering approach. African Security, 13(3), 260-295. google scholar
  • Sezgin, S., & Yildirim, J. (2002). The demand for Turkish defence expenditure. Defence and Peace Economics, 13(2), 121-128. google scholar
  • Shahbaz, M., Khraief, N., Kumar Mahalik, M., & Khan, S. (2018). Military Spending Response to Defense Shocks? International Evidence. google scholar
  • SIPRI Military Expenditure Database, Stockholm International Peace Research Institute SIPRI, 2018 , https://www.sipri. Org/databases/milex (Erişim Tarihi 28.07.2022). google scholar
  • Solarin, S. A. (2018). Determinants of military expenditure and the role of globalisation in a cross-country analysis. Defence and Peace Economics, 29(7), 853-870. google scholar
  • Ucler, G., & Bulut, U. (2021). Re-examination of the Convergence in Military Expenditures across NATO Countries: Do Different Approximations in Modeling Structural Breaks Matter?. Applied Economics Journal, 28(1), 43-62. google scholar
  • Yazgan, Ş., Ceylan, R., & Mollavelioğlu, M. Ş. (2018). Seçilmiş NATO ülkelerinde askeri harcamaların yakınsaması: Doğrusal olmayan birim kök testinden kanıtlar. Akdeniz İİBF Dergisi, 18(37), 118-132. google scholar
  • Yilanci, V., Eryüzlü, H., & Hopoğlu, S. (2020). Convergence of Military Burdens in the MENA Region. Uluslararası İlişkiler Dergisi, 17(66), 41-59. google scholar
Toplam 40 adet kaynakça vardır.

Ayrıntılar

Birincil Dil Türkçe
Konular Ekonometri (Diğer)
Bölüm ARAŞTIRMA MAKALESI
Yazarlar

İbrahim Sezer Belliler 0000-0001-8141-6347

Yayımlanma Tarihi 27 Aralık 2023
Gönderilme Tarihi 18 Ekim 2022
Yayımlandığı Sayı Yıl 2023 Sayı: 39

Kaynak Göster

APA Belliler, İ. S. (2023). ODKA Ülkelerinin Savunma Harcama Yakınsaması: Çok Kırılmalı Fourier Panel Birim Kök Testinden Kanıtlar. EKOIST Journal of Econometrics and Statistics(39), 183-199. https://doi.org/10.26650/ekoist.2023.39.1190962