Türkiye’de Yaş ve Cinsiyete Göre Ayrıştırılmış İşsizlik Oranlarında Histeri Etkisinin Test Edilmesi: Yeni Nesil Otoregresif Sinir Ağları Birim Kök Testinden Kanıtlar

Year 2024, , 27 - 38, 22.05.2024

Muhammet Daştan

https://doi.org/10.25294/auiibfd.1422541

Cited By: 1

Abstract

Bu çalışmada, Türkiye'de yaş ve cinsiyete göre ayrıştırılmış işsizlik oranlarındaki olası histeri etkisi Ocak 2005 – Ekim 2023 dönemi için aylık veriler kullanılarak araştırılmaktadır. Çalışmada serilerin durağanlık özellikleri test edilirken, öncelikle Augmented Dickey-Fuller ve Phillips-Perron testleri gibi geleneksel birim kök testleri ile Zivot-Andrews, Lee-Strazicich ve Narayan-Popp testleri gibi serilerde bir veya iki yapısal kırılmaya izin veren birim kök testlerinden faydalanılmıştır. Ardından, işsizlik serilerinin doğrusal olmayan bir süreç izlediği göz önünde bulundurularak Yaya vd. (2021) tarafından geliştirilen yeni nesil ADF tipi Otoregresif Sinir Ağları (ARNN-ADF) birim kök testi kullanılmıştır. Çalışmada model tabanlı yöntemlerin aksine veri odaklı ve sistematik olarak doğrusal, kuadratik ve kübik şeklinde üç ayrı bileşenin tek bir doğrusal olmayan teste dönüştürüldüğü ARNN-ADF birim kök testinin kullanılması, güvenilir sonuçlara ulaşılabilmesi açısından önem arz etmektedir. Ampirik bulgular, tüm bu testlerin işsizlik oranlarında birim kök sıfır hipotezini reddetmede başarısız olduğunu göstermekte ve böylece Türkiye'deki işsizlik oranlarındaki histeri etkisinin yaş ve cinsiyet farklılıklarından bağımsız olarak geçerli olduğunu ortaya koymaktadır. Bu sonuçlar, Türkiye ekonomisindeki ani şoklardan sonra işsizlik oranlarının trend patikasına geri dönmediğine yönelik kanıt sunarken aynı zamanda işgücü piyasasının olumsuz şoklara karşı dayanıklılığını güçlendirmek amacıyla tasarlanan istikrar politikalarının başarılı olabileceğine işaret etmektedir.

Keywords

İşsizlik Histerisi, ARNN-ADF Birim Kök Testi, Türkiye Ekonomisi

Testing the Hysteresis Effect in Age- and Sex-Disaggregated Unemployment Rates in Türkiye: Evidence from the Next Generation Autoregressive Neural Network Unit Root Test

Abstract

This paper explores the potential hysteresis effect in age and gender-disaggregated unemployment rates in Türkiye by using monthly data for the period January 2005 – October 2023. When examining the stationarity characteristics of the series, the study employs both conventional unit root tests, such as the Augmented Dickey-Fuller and Phillips-Perron tests, and unit root tests that permit one or two structural breaks in the series, such as Zivot-Andrews, Lee-Strazicich, and Narayan-Popp tests. Then, the study employs a new generation ADF-type Autoregressive Neural Network (ARNN-ADF) unit root test introduced by Yaya et al. (2021), considering that unemployment series potentially follow a non-linear trajectory. Contrary to model-based procedures, the ARNN-ADF unit root test, which is data-driven and systematically converts three discrete linear, quadratic, and cubic components into a single nonlinear test, is critical for producing credible outcomes. The empirical findings indicate that all these tests fail to reject the null hypothesis of a unit root in unemployment rates, suggesting that the hysteresis effect in unemployment rates in Türkiye is valid, regardless of age and gender differences. These outcomes provide evidence that unemployment rates are not reverting to their trending path after sudden shocks in the Turkish economy while at the same time pointing out that stabilization policies designed to strengthen the resilience of the labor market against adverse shocks can be successful.

Keywords

Unemployment Hysteresis, ARNN-ADF Unit Root Test, Turkish Economy

References

• Ağazade, S. (2016). Türkiye için işsizlik histerisine karşın doğal oran hipotezinin doğrusal dışı yöntemlerle sınanması. SGD-Sosyal Güvenlik Dergisi, 6(2), 28-46.
• Alogoskoufis, G. S., & Manning, A. (1988). On the persistence of unemployment. Economic Policy, 3(7), 427-469. https://doi.org/10.2307/1344492
• Arestis, P., & Mariscal, I. B. F. (1999). Unit roots and structural breaks in OECD unemployment. Economics Letters, 65(2), 149-156. https://doi.org/10.1016/S0165-1765(99)00131-7
• Arestis, P., & Mariscal, I. B. F. (2000). OECD unemployment: structural breaks and stationarity. Applied Economics, 32(4), 399-403. https://doi.org/10.1080/000368400322570
• Atamer, M. A., Uçar, M., & Ülger, M. (2023). Türkiye ekonomisinde işsizlik histerisi hipotezinin geçerliliğinin analizi: 1988-2020 Dönemi. Ekonomi Politika Ve Finans Araştırmaları Dergisi, 8(2), 283-304. https://doi.org/10.30784/epfad.1231956
• Azazi, H., & Ateş, S. (2022). Türkiye için genel işsizlik ve genç işsizlik histerisinin karşılaştırmalı bir analizi. Journal of Entrepreneurship & Development/Girisimcilik ve Kalkinma Dergisi, 17(1), 27-36.
• Bahmani-Oskooee, M., Chang, T., & Ranjbar, O. (2018). Testing hysteresis effect in US state unemployment: new evidence using a nonlinear quantile unit root test. Applied Economics Letters, 25(4), 249-253. https://doi.org/10.1080/13504851.2017.1316477
• Barışık, S., & Çevik, E. İ. (2008). Yapısal kırılma testleri ile Türkiye’de işsizlik histerisinin analizi: 1923-2006 dönemi. KMU İİBF Dergisi, 14, 1-26.
• Bayrakdar, S. (2015). Türkiye için işsizlik histerisi ya da doğal işsizlik oranı hipotezinin geçerliliğinin sınanması. Journal of Economic Policy Researches, 2(2), 45-61.
• Belliler, İ. S., & Demiralp, A. (2022). Türkiye’de İşsizlik Histerisi: Doğrusal Olmayan Birim Kök Testinden Kanıtlar. Pearson Journal, 7(22), 167-178. https://doi.org/10.46872/pearson.402
• Bermejo, L., Malmierca-Ordoqui, M., & Gil-Alana, L. A. (2023). Unemployment and COVID-19: an analysis of change in persistence. Applied Economics, 55(39), 4511-4521. https://doi.org/10.1080/00036846.2022.2129574
• Blanchard, O. J., & Summers, L. H. (1986). Hysteresis in unemployment. In Economic Models of Trade Unions (pp. 235-242). Dordrecht: Springer Netherlands.
• 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
• 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
• Caglar, A. E., & Mert, M. (2022). Carbon hysteresis hypothesis as a new approach to emission behavior: a case of top five emitters. Gondwana Research, 109, 171-182. https://doi.org/10.1016/j.gr.2022.05.002
• Camarero, M., Carrion‐i‐Silvestre, J. L., & Tamarit, C. (2006). Testing for hysteresis in unemployment in OECD countries: new evidence using stationarity panel tests with breaks. Oxford Bulletin of Economics and Statistics, 68(2), 167-182. https://doi.org/10.1111/j.1468-0084.2006.00157.x
• Cancelo, J. R. (2007). Cyclical asymmetries in unemployment rates: international evidence. International Advances in Economic Research, 13, 334-346. https://doi.org/10.1007/s11294-007-9094-y
• Chang, T., & Lee, C. H. (2011). Hysteresis in unemployment for G-7 countries: Threshold unit root test. Romanian Journal of Economic Forecasting, 4, 5-14.
• Chang, T., Wei, C. C., & Nieh, C. C. (2005). Is per capita real GDP stationary? Evidence from selected African countries based on more powerful nonlinear (logistic) unit root tests. Economics Bulletin, 3(24), 1-9.
• Chattopadhyay, S., & Chattopadhyay, G. (2010). Univariate modelling of summer-monsoon rainfall time series: comparison between ARIMA and ARNN. Comptes Rendus Geoscience, 342(2), 100-107. https://doi.org/10.1016/j.crte.2009.10.016
• Cheema, A. R. ve Atta, A. (2014). Economic determinants of unemployment in Pakistan: Co- integration analysis. International Journal of Business and Social Science, 5(3), 209-221.
• Cheng, K. M., Durmaz, N., Kim, H., & Stern, M. L. (2012). Hysteresis vs. natural rate of US unemployment. Economic Modelling, 29(2), 428-434. https://doi.org/10.1016/j.econmod.2011.11.012
• Cheratian, I., Goltabar, S., & Gil-Alaña, L. A. (2023). The unemployment hysteresis by territory, gender, and age groups in Iran. SN Business & Economics, 3(2), 44. https://doi.org/10.1007/s43546-023-00424-5
• Choi, I., & Chung, B. S. (1995). Sampling frequency and the power of tests for a unit root: A simulation study. Economics Letters, 49(2), 131-136. https://doi.org/10.1016/0165-1765(95)00656-Z
• Christopoulos, D. K., & León‐Ledesma, M. A. (2007). Unemployment hysteresis in EU countries: what do we really know about it?. Journal of Economic Studies, 34(2), 80-89. https://doi.org/10.1108/01443580710745353
• Coşkun, N. (2021). Genç Nüfusta İşsizlik Histerisinin Sınanması: Türkiye Örneği. Bulletin of Economic Theory and Analysis, 6(1), 97-112. https://doi.org/10.25229/beta.892482
• Çağlayan Akay, E., Oskonbaeva, Z., & Bülbül, H. (2020). What do unit root tests tell us about unemployment hysteresis in transition economies?. Applied Economic Analysis, 28(84), 221-238. https://doi.org/10.1108/AEA-05-2020-0048
• Çemrek, F., & Şeker, T. (2020). Türkiye’de kadın işsizlik oranlarının yapısal kırılmalı birim kök testleri ile incelenmesi. Ankara Hacı Bayram Veli Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 117-132.
• Çiçen, Y. B. (2020). Global Krizde Cinsiyet ve Medeni Duruma Göre İşsizlik Histerisi: Türkiye İçin Fourıer Durağanlık Analizi. Akademik Hassasiyetler, 7(13), 505-525.
• Çizel, R. B., Güzeller, C. O., & Mütevellioğlu, N. (2011). İşsizliğin psikolojik sonuçları: Antalya örneği. Çalışma İlişkileri Dergisi, 2(1), 26-41.
• Di Nallo, A., Lipps, O., Oesch, D. ve Voorpostel, M. (2022). The effect of unemployment on couples separating in Germany and the UK. Journal of Marriage and Family, 84(1), 310-329. https://doi.org/10.1111/jomf.12803
• Dickey, D. A., & Fuller, W. A. (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, 427-431. https://doi.org/10.1080/01621459.1979.10482531
• Doğaner, A. (2023). Avrupa Birliği ülkelerinde işsizlik histerisi hipotezinin doğrusal ve doğrusal olmayan birim kök testleriyle tespiti: 1991-2020 dönemi. İstanbul İktisat Dergisi, 72(2), 753-785. https://doi.org/10.26650/ISTJECON2022-1100547
• Friedman, M. (1968) The role of monetary policy, American Economic Review, 58(1), 1-17.
• Furuoka, F. (2017). A new approach to testing unemployment hysteresis. Empirical economics, 53(3), 1253-1280. https://doi.org/10.1007/s00181-016-1164-7
• Furuoka, F., Gil-Alana, L. A., Yaya, O. S., Aruchunan, E., & Ogbonna, A. E. (2024). A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis. Empirical Economics, 1-29. https://doi.org/10.1007/s00181-023-02540-5
• García-Cintado, A., Romero-Ávila, D., & Usabiaga, C. (2015). Can the hysteresis hypothesis in Spanish regional unemployment be beaten? New evidence from unit root tests with breaks. Economic Modelling, 47, 244-252. https://doi.org/10.1016/j.econmod.2015.02.035
• Gray, D. (2004). Persistent regional unemployment differentials revisited. Regional Studies, 38(2), 167-176. https://doi.org/10.1080/0034340042000190145
• Gustavsson, M., & Österholm, P. (2006). Hysteresis and non-linearities in unemployment rates. Applied Economics Letters, 13(9), 545-548. https://doi.org/10.1080/13504850500401437
• Güloğlu, B., & İspir, M. S. (2011). Doğal işsizlik oranı mı? İşsizlik histerisi mi? Türkiye için sektörel panel birim kök sınaması analizi. Ege Akademik Bakış, 11(2), 205-215.
• Güriş, B., Tiftikçigil, B. Y., & Tıraşoğlu, M. (2017a). Testing for unemployment hysteresis in Turkey: evidence from nonlinear unit root tests. Quality & Quantity, 51, 35-46. https://doi.org/10.1007/s11135-015-0292-z
• Güriş, B., Yaşgül, Y. S., & Tıraşoğlu, M. (2017b). E7 Ülkelerinde Satınalma Gücü Paritesinin Geçerliliğinin Doğrusal ve Doğrusal Olmayan Birim Kök Testleri ile Analizi. İstanbul Gelişim Üniversitesi Sosyal Bilimler Dergisi, 4(2 (ICEFM 2017 Özel Sayısı / Special Issue of ICEFM 2017), 33-46. https://doi.org/10.17336/igusbd.387999
• Im, K. S., Pesaran, M. H., & Shin, Y. (1997). Testing for unit roots inheterogeneous panels, Mimeo, DAE University of Cambridge.
• Jaeger, A., & Parkinson, M. (1994). Some evidence on hysteresis in unemployment rates. European Economic Review, 38(2), 329-342. https://doi.org/10.1016/0014-2921(94)90061-2
• Kapetanios, G., Shin, Y., & Snell, A. (2003). Testing for a unit root in the nonlinear STAR framework. Journal of Econometrics, 112(2), 359-379. https://doi.org/10.1016/S0304-4076(02)00202-6
• Khraief, N., Shahbaz, M., Heshmati, A., & Azam, M. (2020). Are unemployment rates in OECD countries stationary? Evidence from univariate and panel unit root tests. The North American Journal of Economics and Finance, 51, 100838. https://doi.org/10.1016/j.najef.2018.08.021
• Kilic, E., Yavuz, E., Ergen, E., & Yarasir Tulumce, S. (2023). Asymmetric persistence and the unemployment hysteresis question in emerging markets: evidence from advanced quantile unit-root tests. Studies in Economics and Econometrics, 47:3, 244-261. https://doi.org/10.1080/03796205.2023.2208742
• Kruse, R. (2011). A new unit root test against ESTAR based on a class of modified statistics. Statistical Papers, 52, 71-85. https://doi.org/10.1007/s00362-009-0204-1
• Lee, C. C., & Chang, C. P. (2008). Unemployment hysteresis in OECD countries: Centurial time series evidence with structural breaks. Economic Modelling, 25(2), 312-325. https://doi.org/10.1016/j.econmod.2007.06.002
• Lee, C. F. (2010). Testing for unemployment hysteresis in nonlinear heterogeneous panels: International evidence. Economic Modelling, 27(5), 1097-1102. https://doi.org/10.1016/j.econmod.2010.03.010
• 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
• Lee, J. D., Lee, C. C., & Chang, C. P. (2009). Hysteresis in unemployment revisited: evidence from panel LM unit root tests with heterogeneous structural breaks. Bulletin of Economic Research, 61(4), 325-334. https://doi.org/10.1111/j.1467-8586.2008.00287.x
• Lee, J., & Strazicich, M. C. (2003). Minimum Lagrange multiplier unit root test with two structural breaks. Review of Economics and Statistics, 85(4), 1082-1089. https://doi.org/10.1162/003465303772815961
• Lee, J., & Strazicich, M. C. (2013). Minimum LM unit root test with one structural break. Economics Bulletin, 33(4), 2483-2492.
• 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
• Meng, M., Strazicich, M. C., & Lee, J. (2017). Hysteresis in unemployment? Evidence from linear and nonlinear unit root tests and tests with non-normal errors. Empirical Economics, 53, 1399-1414. https://doi.org/10.1007/s00181-016-1196-z
• Mert, M., & Çağlar, A.E. (2023). Eviews ve Gauss uygulamalı zaman serileri analizi. Detay Yayıncılık, Ankara. ISBN: 978-605-254-716-8.
• Murray, C. J., & Papell, D. H. (2001). Testing for unit roots in panels in the presence of structural change with an application to OECD unemployment. In Nonstationary panels, panel cointegration, and dynamic panels (pp. 223-238). Emerald Group Publishing Limited.
• Narayan, P. K., & Popp, S. (2010). A new unit root test with two structural breaks in level and slope at unknown time. Journal of Applied Statistics, 37(9), 1425-1438. https://doi.org/10.1080/02664760903039883
• Narayan, P. K., & Sharma, S. S. (2015). Does data frequency matter for the impact of forward premium on spot exchange rate?. International Review of Financial Analysis, 39, 45-53. https://doi.org/10.1016/j.irfa.2015.01.011
• Nelson, C. R., & Plosser, C. R. (1982). Trends and random walks in macroeconomic time series: some evidence and implications. Journal of Monetary Economics, 10(2), 139-162. https://doi.org/10.1016/0304-3932(82)90012-5
• Neudorfer, P., Pichelmann, K., & Wagner, M. (1990). Hysteresis, NAIRU and long term unemployment in Austria. In Hysteresis effects in economic models (pp. 109-121). Physica-Verlag HD.
• Ng, S., & Perron, P. (2001). Lag length selection and the construction of unit root tests with good size and power. Econometrica, 69(6), 1519-1554. https://doi.org/10.1111/1468-0262.00256
• Ozpence, A. İ., & Ergen, E. (2017). Analysis of unemployment hysteresis in Turkey: Structural break unit root test. Journal of Economics Finance and Accounting, 4(4), 368-376. https://doi.org/10.17261/Pressacademia.2017.747
• Ozturk, I., & Aslan, A. (2011). Are fluctuations in energy consumption per capita transitory? Evidence from Turkey. Energy Exploration & Exploitation, 29(2), 161-167. https://doi.org/10.1260/0144-5987.29.2.
• Önal, M. (2021). Cinsiyete göre Türkiye’de işsizlik histerisi. Biga İktisadi ve İdari Bilimler Fakültesi Dergisi, 2(1), 29-41.
• Paliwal, M., & Kumar, U. A. (2009). Neural networks and statistical techniques: A review of applications. Expert Systems with Applications, 36(1), 2-17. https://doi.org/10.1016/j.eswa.2007.10.005
• Perron, P. (1989). The great crash, the oil price shock, and the unit root hypothesis. Econometrica: journal of the Econometric Society, 1361-1401. https://doi.org/10.2307/1913712
• Phelps, E. S. (1967) Phillips curves, expectations of inflation and optimal unemployment over time. Economica, New Series, 34, 254–81. https://doi.org/10.2307/2552025
• Phillips, P. C., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335-346. https://doi.org/10.1093/biomet/75.2.335
• Pissarides, C. A. (1992). Loss of skill during unemployment and the persistence of employment shocks. The Quarterly Journal of Economics, 107(4), 1371-1391. https://doi.org/10.2307/2118392
• Popp, S. (2008). New innovational outlier unit root test with a break at an unknown time. Journal of Statistical Computation and Simulation, 78(12), 1145-1161. https://doi.org/10.1080/00949650701411429
• Rahman, A., & Saadi, S. (2008). Random walk and breaking trend in financial series: An econometric critique of unit root tests. Review of Financial Economics, 17(3), 204-212. https://doi.org/10.1016/j.rfe.2007.05.002
• Røed, K. (1996). Unemployment hysteresis-macro evidence from 16 OECD countries. Empirical Economics, 21, 589-600. https://doi.org/10.1007/BF01180703
• Røed, K. (1997). Hysteresis in unemployment. Journal of Economic Surveys, 11(4), 389-418. https://doi.org/10.1111/1467-6419.00040
• Romero-Ávila, D., & Omay, T. (2022). Are CO2 emissions stationary after all? New evidence from nonlinear unit root tests. Environmental Modeling & Assessment, 27(4), 621-643. https://doi.org/10.1007/s10666-022-09835-4
• Romero‐Ávila, D., & Usabiaga, C. (2007). Unit root tests, persistence, and the unemployment rate of the US states. Southern Economic Journal, 73(3), 698-716. https://doi.org/10.1002/j.2325-8012.2007.tb00797.x
• Saraç, T. B. (2014). İşsizlikte histeri etkisi: Türkiye örneği. Ege Academic Review, 14(3), 335-344.
• Sessions, J. G. (1994). Unemployment stigma and multiple labour market equilibria: A social‐psychological interpretation of hysteresis. Labour, 8(3), 355-376. https://doi.org/10.1111/j.1467-9914.1994.tb00168.x
• Smyth, R. (2003). Unemployment hysteresis in Australian states and territories: evidence from panel data unit root tests. Australian Economic Review, 36(2), 181-192. https://doi.org/10.1111/1467-8462.00278
• Sollis, R. (2009). A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries. Economic Modelling, 26(1), 118-125. https://doi.org/10.1016/j.econmod.2008.06.002
• Song, F. M., & Yangru, W. U. (1997). Hysteresis in unemployment evidence from 48 US states. Economic Inquiry, 35(2), 235-243. https://doi.org/10.1111/j.1465-7295.1997.tb01906.x
• Şak, N. (2021). Türkiye’de işsizlik histerisi: Kadın ve erkek işsizliğine bir bakış. Ömer Halisdemir Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi, 14(2), 467-477. https://doi.org/10.25287/ohuiibf.714090
• Taş, S., & Uğur, B. (2017). Türkiye için işsizlik histerisi mi, yoksa doğal oran hipotezi mi geçerlidir?. Çukurova Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 21(1), 25-45.
• Tekin, İ. (2018). Türkiye'de işsizlik histerisi: Fourier fonksiyonlu durağanlık sınamaları. Dokuz Eylül Üniversitesi İktisadi İdari Bilimler Fakültesi Dergisi, 33(1), 97-127. https://doi.org/10.24988/deuiibf.2018331685
• Trapletti, A., Leisch, F., & Hornik, K. (2000). Stationary and integrated autoregressive neural network processes. Neural Computation, 12(10), 2427-2450. https://doi.org/10.1162/089976600300015006
• Türkiye İstatistik Kurumu (TÜİK) (2023). İşgücü İstatistikleri. https://data.tuik.gov.tr/Bulten/Index?p=%C4%B0%C5%9Fg%-C3%BCc%C3%BC-%C4%B0statistikleri-Kas%C4%B1m-2023-49378&dil=1 (erişim tarihi: 10.12.2023).
• Ucar, N., & Omay, T. (2009). Testing for unit root in nonlinear heterogeneous panels. Economics Letters, 104(1), 5-8. https://doi.org/10.1016/j.econlet.2009.03.018
• Üçler, Y. T., Yıldırım, M., Akcan, A. T., & Ak, Ö. K. (2023). Türkiye’de genç kadın ve genç erkeklerin işsizlik histerisi. Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 10(2), 1071-1082. https://doi.org/10.30798/makuiibf.1100513.
• Yaya, O. S., Ogbonna, A. E., Furuoka, F., & Gil‐Alana, L. A. (2021). A new unit root test for unemployment hysteresis based on the autoregressive neural network. Oxford Bulletin of Economics and Statistics, 83(4), 960-981. https://doi.org/10.1111/obes.12422
• 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. https://doi.org/10.25294/auiibfd.420807
• Yılancı, V. (2008). Are unemployment rates nonstationary or nonlinear? Evidence from 19 OECD countries. Economics Bulletin, 3(47), 1-5.
• Yılancı, V. (2009). Yapısal kırılmalar altında Türkiye için işsizlik histerisinin sınanması. Doğuş Üniversitesi Dergisi, 10(2), 324-335.
• Zhang, G., Patuwo, B. E., & Hu, M. Y. (1998). Forecasting with artificial neural networks: The state of the art. International journal of forecasting, 14(1), 35-62. https://doi.org/10.1016/S0169-2070(97)00044-7
• Zivot, E., & Andrews, D. W. (1992). Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business & Economic Statistics, 10(3), 251-270. https://doi.org/10.1198/073500102753410372