TY - JOUR T1 - Türkiye’de Cinsiyete Göre İşsizlik Histerisinin Geleneksel ve Fourier Testlerle Analizi TT - Analysis of Unemployment Hysteresis by Gender in Turkey with Traditional and Fourier Tests AU - Ergül, Murat PY - 2024 DA - February Y2 - 2024 DO - 10.25229/beta.1414454 JF - Bulletin of Economic Theory and Analysis JO - Beta PB - Mehmet SONGUR WT - DergiPark SN - 2548-0707 SP - 329 EP - 346 VL - 9 IS - 1 LA - tr AB - Yapısal bir şok sonrası artan işsizlik oranlarının yeniden doğal işsizlik oranlarına yakınsayacağı beklentisi reel iktisadi dünyada çoğu zaman karşılık bulamamıştır. Bu çalışmada Doğal Oran Hipotezine tepki olarak kendine literatürde yer edinen İşsizlik Histerisi Teorisi’nin Türkiye için olası varlığı test edilmiştir. Birim kök bir süreci ifade eden işsizliğin olası histerik özellikleri ADF, FADF, KFFADF birim kök testleri ile sınanmıştır. 2014-2023 zaman aralığını kapsayan aylık verilerin kullanıldığı çalışma, genel işsizlik oranları, erkek işsizlik oranları, kadın işsizlik oranları verilerinin yanında, iş aramayan ancak potansiyel olarak çalışabilecek durumda olan bireylerin de verilerini ekleyerek potansiyel işgücünün bütünleşik oranları da analize dahil edilmiştir. Çalışmanın sonucunda kullanılan bütün değişkenler üzerinde histeri etkisinin varlığı tespit edilmektedir. Doğrusal birim kök testlerinin histeri etkisinin tespitinde zayıf kaldığı eleştirisi üzerine doğrusal olmayan birim kök testleri ile de sınamalar yapılmış ve benzer sonuçlar elde edilmiştir. KW - İşsizlik KW - Histeri Etkisi KW - Fourier Birim Kök Analizi N2 - The expectation that rising unemployment rates after a structural shock will converge to natural unemployment rates has often not been met in the real economic world. In this study, the possible existence of the Unemployment Hysteresis Theory, which takes its place in the literature as a reaction to the Natural Rate Hypothesis, was tested for Türkiye. Possible hysterical properties of unemployment, that represents a unit root process, were tested with ADF, FADF, KFFADF unit root tests. The study used monthly data covering the 2014-2023 time period. In addition to the general unemployment, male unemployment and female unemployment data, the integrated rates of the potential laborforce were also included in the analysis by adding the data of individuals who are not looking for a job but are potentially able to work. As a result of the study, it is determined that there is a hysteresis effect on all variables used. Following the criticism that linear unit root tests were weak in detecting the hysteresis effect, tests were carried out with non-linear unit root tests and similar results were obtained. CR - Acharya, V. V., & Richardson, M. (2009). Causes of the financial crisis. Critical Review, 21(2-3), 195-210. https://doi.org/10.1080/08913810902952903 CR - Azazi, H. (2022). Analysis of gender-based unemployment hysteria in Turkey. Business & Management Studies: An International Journal, 10(3), 858.doi:10.15295/bmij.v10i3.2076 CR - Ball, L., & Mankiw, N. G. (2002). The NAIRU in theory and practice. Journal of economic Perspectives, 16(4), 115-136. https//: 10.1257/089533002320951000 CR - Barro, R. J. (2001). Economic growth in East Asia before and after the financial crisis. doi:10.3386/w8330 CR - Blanchard, O. J., & Summers, L. H. (1986). Hysteresis and the European unemployment problem. NBER Macroeconomics Annual, 1, 15-78. https://doi.org/10.1086/654013 CR - Bolat, S., Tiwari, A. K., & Erdayi, A. U. (2014). Unemployment hysteresis in the Eurozone area: evidences from nonlinear heterogeneous panel unit root test. Applied Economics Letters, 21(8), 536-540. https://doi.org/10.1080/13504851.2013.872755 CR - Bozoklu, S. Yilancı, V. & Gorus, M. S. (2020). Persistence in per capita energy consumption: a fractional integration approach with a fourier function. Energy Economics, 91, 1-12 https://doi.org/10.1016/j.eneco.2020.104926 CR - Brunello, G. (1990). Hysteresis and “the Japanese unemployment problem”: a preliminary investigation. Oxford Economic Papers, 42(3), 483-500. https://doi.org/10.1093/oxfordjournals.oep.a041959 CR - Camarero, M., & Tamarit, C. (2004). Hysteresis vs. natural rate of unemployment: new evidence for OECD countries. Economics Letters, 84(3), 413-417. https://doi.org/10.1016/j.econlet.2004.02.014 CR - Coşkun, N. (2021). Test ing the Hysteresis in Youth Unemployment: The Case of Turkey. Bulletin of Economic Theory and Analysis, 6(1), 97-112. CR - Demir, Y. (2009). 1960-1980 Dönemi Türk-Arap Ekonomik İlişkileri. Çağdaş Türkiye Tarihi Araştırmaları Dergisi, 8(18), 209-227. CR - Dickey, D.A. & W.A. Fuller (1981). Distribution of the estimators for autoregressive time series with a unit root. Econometrica, 49, 1057-1072. https://doi.org/10.2307/2286348 CR - Enders, W. & Lee, J. (2012). The flexible Fourier form and Dickey–Fuller type unit root tests, Economics Letters, 117, 196-199. https://doi.org/10.1016/j.econlet.2012.04.081 CR - Friedman, M. (1968). The role of monetary policy. American Economic Review, 58, 1–17 CR - Jensen, R. J. (1989). The causes and cures of unemployment in the Great Depression. The Journal of Interdisciplinary History, 19(4), 553-583. https://doi.org/10.2307/203954 CR - Lee, H. Y., Wu, J. L., & Lin, C. H. (2010). Hysteresis in east asian unemployment. Applied Economics, 42(7), 887-898. https://doi.org/10.1080/00036840701720895 CR - León–Ledesma, M. A. (2002). Unemployment hysteresis in the US states and the EU: a panel approach. Bulletin of Economic Research, 54(2), 95-103. https://doi.org/10.1111/1467-8586.00141 CR - Mitchell, W. F. (1993). Testing for unit roots and persistence in OECD unemployment rates. Applied Economics, 25, 1489-1489. CR - Modigliani, F., & Papademos, L. (1975). Targets for monetary policy in the coming year. Brookings Papers on Economic Activity, 1975(1), 141-165. https://doi.org/10.2307/2534063 CR - Omay, T., Ozcan, B., & Shahbaz, M. (2020). Testing the hysteresis effect in the US state-level unemployment series. Journal of Applied Economics, 23(1), 329-348. https://doi.org/10.1080/15140326.2020.1759865 CR - Phelps, E. S. (1967). Phillips curves, expectations of inflation and optimal unemployment over time. Economica, 254-281. https://doi.org/10.2307/2552025 CR - Song, F. M., & Wu, Y. (1998). Hysteresis in unemployment: evidence from OECD countries. The Quarterly Review of Economics and Finance, 38(2), 181-192. https://doi.org/10.1016/S1062-9769(99)80111-2 CR - Yılmaz, M. (2023). An Econometric Study on the Validity of the Unemployment Hysteresis Hypothesis in EU-15 and EU-28. OPUS Journal of Society Research, 20(Human Behavior and Social Institutions), 842-851. https://doi.org/10.26466/opusjsr.1329033 UR - https://doi.org/10.25229/beta.1414454 L1 - https://dergipark.org.tr/en/download/article-file/3638604 ER -