Petrol Tüketimindeki Dalgalanmalar Geçici mi Yoksa Kalıcı mı? BRICS-T Ülkeleri için Doğrusal ve Doğrusal Olmayan Birim Kök Testi Uygulamaları

Year 2016, Volume: 20 Issue: 1, 27 - 37, 30.06.2016

Cuma Bozkurt , İlyas Okumuş

Abstract

Çalışma, BRICS-T ülkeleri için toplam petrol tüketiminin durağanlığını 1965-2014 yıllarını kapsayan dönem için
doğrusal ve doğrusal olmayan birim kök testleri kullanarak analiz etmektedir. Ampirik sonuçlar Hindistan, Güney
Afrika, Rusya ve Türkiye'nin petrol tüketiminin doğrusal olmayan bir seyir izlediğini göstermektedir. Doğrusallık testi
sonucuna göre uygulanan KSS (2003) ve iki kırılmalı LM birim kök testi sonuçlarına göre, Brezilya, Çin ve Türkiye'de
toplam petrol tüketimi serileri durağandır. Bu sonuç, bu ülkelerde enerji talep yönetimi politikalarının uzun
dönemde petrol tüketimi üzerinde etkili olmayacağını göstermiştir. Diğer bir yandan, Hindistan, Güney Afrika ve
Rusya'da ise petrol tüketimi serilerinin durağan olmadığı sonucuna ulaşılmıştır. Bu ülkelerde, petrol tüketiminde
meydana gelen herhangi bir şokun kalıcı etkiye sahip olacağı ve petrol tüketimiyle ilgili politikaların da kalıcı etkiler
göstereceği söylenebilir.

Keywords

Petrol tüketimi, durağanlık, doğrusal olmayan, BRICS-T

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