TÜRKİYE'DE ELEKTRİK TÜKETİMİ, İSTİHDAM VE EKONOMİK BÜYÜME ARASINDAKİ İLİŞKİNİN HATA DÜZELTME MODELİYLE ANALİZİ

Year 2009, Issue: 25, - , 20.06.2015

Cengiz Aktaş

Abstract

Consumption of electricity has been known in many countries to be correlated with economic activities. The reasons for increase of electricity demand are higher living standards and industrialization. Like in other developing countries, in Turkey, the demand for energy and electricity is growing rapidly due to social and economic developments and increase of the population of the country. In this paper, the Granger causality between electricity consumption, employment and Gross National Product is examined for Turkey using annual data covering the period 1970-2006. As economic growth, employment and electricity consumption variables used in empirical analysis have same order of integration (I(1)), Granger causality test is employed. In this study it was found that bidirectional causal relationship between employment and GNP in the short and long-run. In addition to, unidirectional causality running from GNP and employment to electricity consumption exists in the short and long-run

Keywords

Electricity Consumption, Growth, Causality, Cointegration, ECM

TÜRKİYE'DE ELEKTRİK TÜKETİMİ, İSTİHDAM VE EKONOMİK BÜYÜME ARASINDAKİ İLİŞKİNİN HATA DÜZELTME MODELİYLE ANALİZİ

Abstract

Elektrik tüketiminin pek çok ülkede ekonomik aktivitelerle ilişkili olduğu bilinmektedir. Elektiriğe olan talebin sebebi yüksek yaşam standartları ve sanayileşmedir. Diğer gelişmiş ülkelerde olduğu gibi Türkiye’de de enerjiye ve elektriğe olan yüksek talebin nedeni, ülke nüfusundaki artış ve, sosyal ve ekonomik gelişmelerin hızla artmasındandır. Bu makalede, Türkiye’nin 1970-2006 dönemindeki yıllık verilerle elektrik tüketimi, istihdam ve GSMH arasındaki nedensellik araştırıldı. Yapılan analiz sonunda elektrik tüketimi, istihdam ve GSMH değişkenleri aynı derecede (I(1)) bütünleşik olduklarından Granger nedensellik testi uygulandı. Çalışmada, kısa ve uzun dönemde, ekonomik büyümeden ve istihdamdan elektrik tüketimine tek yönlü bir nedesellik tespit edilirken, istihdam ve büyüme arasında iki yönlü nedensellik bulundu

Keywords

Elektrik Tüketimi, Büyüme, Nedensellik, Eşbütünleşme, HDM

References

• Akarca, A. ve Long T.V (1980), “On the Relationship Between Energy and GNP: A Re-Examination”, Journal of Energy and Development, 5, 326-331.
• Akarca, A.T., Long, T.V., (1979), “Energy and Employment: A Time Series Analysis of the Causal Relationship”, Resource and Energy, 2, 151-62.
• Altınay, G., Karagöl, E., (2005), “Electrictiy Consumption and Economic Growth: Evidence From Turkey”, Energy Economics 27, 849-856.
• Chang, T., Wenshwo, F.ve Li-Fang, W. (2001), “Energy Consumption, Employment, Output and Temporal Causality: Evidence From Taivan Based on Cointegration and Error-Correction Modelling Techniques”, Applied Economics, 33, 1045- 1056.
• Dickey, D. ve Fuller, W.A. (1981), “Likelihood Ratio Statistics for Autoregressive Time Series with A Unit Root”, Econometrica, 49, 1057-1072.
• Dickey, D.A. ve Fuller, W.A (1979), “Distribution of the Estimators for Autoregressive Time Series with A Unit Root”, Journal of American Statistical Association, 74, 427-431.
• Engle, R. F. ve Granger C.W.J., (1987), “Co-integration and Error Correction: Representation, Estimation and Testing”, Econometrica, 55 (2): 251-276.
• Erol, U. ve Yu, E.S (1987), “Time Series Analysis of the Causal Relationships Between US Energy and Employment”, Resources Energy, 9, 75-89.
• Ghosh, S. (2002), “Electricity Consumption and Economic Growth in India”, Energy Policy, 30, 125–129.
• Granger C.W.J., ve Newbold, P., (1974), “Spurios Regressions in Econometrics”, Journal of Econometrics, 2(2), 111–120.
• Güneş, S., (2007), “İmalat Sektöründe Verimlilik ve Reel Ücret İlişkisi: Bir Koentegrasyon Analizi”, Celal Bayar Üniversitesi, Yönetim ve Ekonomi Dergisi, 14, 2, 276-287.
• Johansen, S. (1988), “Statistical Analysis of Cointegration Vectors”, Journal of Economic Dynamics and Control, 12, 231-254.
• Jumbe, C.B.L. (2004), “Cointegration and Causality Between Electricity Consumption and GDP: Empirical Evidence From Malawi”, Energy Economics, 26, 61-68.
• Kar, M. ve Kınık, E. (2008), “Türkiye’de Elektrik Tüketimi Çeşitleri ve Ekonomik Büyüme Arasındaki İlişkinin Ekonometrik Bir Analizi”, Afyon Kocatepe Üniversitesi, İ.İ.B.F. Dergsi, 2, 333-353.
• Kraft, J. ve Kraft, A. (1978), “On the Relationship Between Energy and GNP”, Journal of Energy and Development , 3, 401-403.
• Kwiatkowski, D., Phillips, P.C., Schmidt, P. ve Shin, Y. (1992), “Testing the Null Hypothesis of Stationarity Against the Alternative of A Unit Root”, Journal of Econometrics, 1, 159- 178.
• Lee, C.C., (2005), “Energy Consumption and GDP in Developing Countries: A Cointegration Panel Analysis”, Energy Economics, 27, 415-427.
• Masih, A.M.M., Masih, R., (1997), “On the Causal Relationship Between Energy Consumption, Real İncome Prices: Some New Evidence From Asian Nics Based on Multivariate Cointegration:Vector Error Correction Approach”, Journal of Policy Modeling, 19, 417-440.
• Morimoto, R., ve Hope, C., (2004), “The Impact of Electricity Supply on Economic Growth in Sri Lanka”, Energy Economics, 26, 77-85.
• Mozumder, P. ve Marathe, A. (2007), “Causality Relationship Between Electricity Consumption and GDP in Bangladesh”, Energy Policy, 35 (1), 395-402.
• Murray, D. A. ve Nan, G. D. (1992), “The Energy Consumption and Employment Relationship: A Clarification”, Journal of Energy and Development, 16, 121-231.
• Narayan, P.K., Singh, B., (2007), “The Electricity Consumption and GDP Nexus for Fiji Islands”, Energy Economics, 29, 1141-1150.
• Narayan, P.K., Smyth, R., (2005) “Electricity Consumption, Employment and Real Income in Australia: Evidence From Multivariate Granger Causality Tests”, Energy Policy, 33, 1109-1116.
• Pazarlıoğlu, V. ve Çevik, E.İ., (2007), “Verimlilik, Ücretler ve İşsizlik Oranları Arasındaki İlişkinin Analizi: Türkiye Örneği, Celal Bayar Üniversitesi, Yönetim ve Ekonomi Dergisi, 14, 2, 1-17.
• Philips, P.C.B. and Perron, P. (1988), “Testing for A Unit Root in Time Series Regression”, Biometrica, 75, 335–46.
• Saatçioğlu, C. ve Küçükaksoy, İ. (2004), “Türkiye Ekonomisinin Enerji Yoğunluğu ve Önemli Enerji Taşıma Projelerinin Ekonomiye Etkisi”, 11, 19-41.
• Shiu, A. ve Pun, L.L. (2004), “Electricity Consumption and Economic Growth in China”, Energy Policy, 32, 47
• Stern, D. I. (1993), “Energy and Growth in the USA. A Multivariate Approach”, Energy Economics, 15, 137-150.
• Stern, D.I. (2000), “Multivariate Cointegration Analysis of the Role of Energy in the US Macroeconomy”, Energy Economics, 22, 267–283.
• Thoma, M., (2004), “Electrical Energy Usage over the Business Cycle”, Energy Economics, 26, 463-485.
• Wolde, A. ve Rufael, Y., (2006), “Electricity Consumption and Economic Growth: A Time Series Experience for 17 African Countries”, Energy Policy 34, 1106-1114.
• Yang, H.Y., (2000), “A Note on the Causal Relationship Between Energy and GDP in Taiwan”, Energy Economics, 22, 309-317.
• Yu, E.S.H. ve Jin, J.C.(1992), “Cointegration Tests of Energy Consumption, Income and Employment”, Resources and Energy, 14, 259-266.
• Yu, E. S. H., Chow, P. C. Y. ve Choi, J. Y. (1987), “The Causal Relationship Between Energy and Employment: An Reexamination”, Energy System and Policy, 11, 287-295.
• Yu, E.S.H. ve Choi, J.Y., (1985), “The Causal Relationship Between Energy and GNP: An international Comparison”, Journal of Energy and Development, 10, 249-272.
• Yu, E.S.H. ve Hwang, B.K., (1984), “The Relationship Between Energy and GNP: Further Results”, Energy Economics, 6, 186-190.
• Zortuk, M., (2008), “Türkiye’de Tüketici ve Toptan Eşya Fiyat İndeksleri Arasındaki Nedensellik İlişkisi: 1986– 2004”, Dumlupınar Ünv. Sosyal Bilimler Dergisi, 20, 181-190.