OECD Ülkelerinde İşsizlik Histerisinin Ampirik Bir Analizi: Fourier Panel Durağanlık Testi
Yıl: 2020 Cilt: 10 Sayı: 1 Sayfa Aralığı: 125 - 144 Metin Dili: Türkçe DOI: 10.32331/ sgd.753027 İndeks Tarihi: 09-06-2021
OECD Ülkelerinde İşsizlik Histerisinin Ampirik Bir Analizi: Fourier Panel Durağanlık Testi
Öz: İşsizlik toplumun her kesimini ilgilendiren büyük birkonudur. Yüksek işsizlik oranı hem arz hem de talepkanalıyla çeşitli problemlere sebebiyet verebilmektedir.Bu nedenle işsizlik oranının karakteristik özelliklerinianaliz etmek oldukça önemlidir. İktisat teorisinde,işsizlik histerisi ve doğal oran hipotezleri yüksekişsizlik oranının geçici mi yoksa kalıcı mı olduğunakarar vermek için test edilmektedir. Bu çalışma 1991q1-2019q2 dönemi için 15 OECD ülkesinde işsizlikhisterisinin geçerliliğini Bahmani-Oskooee, Chang veWu (2014) tarafından geliştirilen Fourier paneldurağanlık testini kullanarak incelemektedir.Durağanlık testinin sonuçları panelin tamamı içinişsizlik histerisi hipotezinin geçerliliğinidesteklememektedir. Ancak, ülke özelindeki sonuçlaraçısından, Almanya, Türkiye ve İspanya'da işsizlikhisterisi geçerlidir. Bu bulgulara göre, hükümetlerişsizlikle mücadele için makroekonomik politikalarıetkin bir şekilde kullanabilirler. Aksine, geride kalan 12OECD ülkesinde ise doğal oran hipotezi geçerlidir. Buülkeler için kısa süreli şokların işsizlik oranı üzerindekietkileri geçicidir. Dolayısıyla, çalışmanın temel bulgusu15 OECD üyesi ülkenin 12’si için fiili işsizlikoranlarının uzun dönemde doğal işsizlik oranı değerinegeri döneceği göstermektedir.
Anahtar Kelime: An Empirical Analysis of the Unemployment Hysteresis in OECD Countries: Fourier Panel Stationary Tests
Öz: Unemployment is a major issue that concerns all segments of society. High unemployment rate can cause various problems through both supply and demand channels. It is therefore important to analyze the characteristics properties of the unemployment rate. In economic theory, the unemployment hysteresis and natural rate hypotheses are tested to decide whether high unemployment rate is temporary or permanent. This study examines the validity of the unemployment hysteresis in 15 OECD countries for the period 1991q1- 2019q2 using the Fourier panel stationary test developed by Bahmani-Oskooee Chang and Wu (2014). The results of the stationary test do not support the unemployment hysteresis for the panel as a whole. However, in terms of country specific results, the unemployment hysteresis is valid in Germany, Turkey and Spain. According to these results, governments can effectively use macroeconomic policies to fight against unemployment. In contrast, the natural unemployment rate hypothesis is valid in the remaining 12 OECD countries. The effects of short-run shocks on unemployment rate are temporary for these countries. Thus, the main finding of the study shows that actual unemployment rates will return to the natural unemployment rate for 12 out of 15 OECD countries in the long-run.
Anahtar Kelime: Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
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| APA | Pata U (2020). OECD Ülkelerinde İşsizlik Histerisinin Ampirik Bir Analizi: Fourier Panel Durağanlık Testi. , 125 - 144. 10.32331/ sgd.753027 |
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| ISNAD | Pata, Ugur Korkut. "OECD Ülkelerinde İşsizlik Histerisinin Ampirik Bir Analizi: Fourier Panel Durağanlık Testi". (2020), 125-144. https://doi.org/10.32331/ sgd.753027 |
| APA | Pata U (2020). OECD Ülkelerinde İşsizlik Histerisinin Ampirik Bir Analizi: Fourier Panel Durağanlık Testi. SOSYAL GÜVENLİK DERGİSİ, 10(1), 125 - 144. 10.32331/ sgd.753027 |
| Chicago | Pata Ugur Korkut OECD Ülkelerinde İşsizlik Histerisinin Ampirik Bir Analizi: Fourier Panel Durağanlık Testi. SOSYAL GÜVENLİK DERGİSİ 10, no.1 (2020): 125 - 144. 10.32331/ sgd.753027 |
| MLA | Pata Ugur Korkut OECD Ülkelerinde İşsizlik Histerisinin Ampirik Bir Analizi: Fourier Panel Durağanlık Testi. SOSYAL GÜVENLİK DERGİSİ, vol.10, no.1, 2020, ss.125 - 144. 10.32331/ sgd.753027 |
| AMA | Pata U OECD Ülkelerinde İşsizlik Histerisinin Ampirik Bir Analizi: Fourier Panel Durağanlık Testi. SOSYAL GÜVENLİK DERGİSİ. 2020; 10(1): 125 - 144. 10.32331/ sgd.753027 |
| Vancouver | Pata U OECD Ülkelerinde İşsizlik Histerisinin Ampirik Bir Analizi: Fourier Panel Durağanlık Testi. SOSYAL GÜVENLİK DERGİSİ. 2020; 10(1): 125 - 144. 10.32331/ sgd.753027 |
| IEEE | Pata U "OECD Ülkelerinde İşsizlik Histerisinin Ampirik Bir Analizi: Fourier Panel Durağanlık Testi." SOSYAL GÜVENLİK DERGİSİ, 10, ss.125 - 144, 2020. 10.32331/ sgd.753027 |
| ISNAD | Pata, Ugur Korkut. "OECD Ülkelerinde İşsizlik Histerisinin Ampirik Bir Analizi: Fourier Panel Durağanlık Testi". SOSYAL GÜVENLİK DERGİSİ 10/1 (2020), 125-144. https://doi.org/10.32331/ sgd.753027 |
