İŞSİZLİKTE UZUN HAFIZA ETKİSİ VE HİSTERİSİZ HİPOTEZİNİN GEÇERLİLİĞİ

Yıl 2019, Cilt: 20 Sayı: 1, 214 - 225, 31.05.2019

İpek Yurttagüler Sinem Kutlu

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

Kaynakça

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