eki̇mad Ekonomi İşletme ve Maliye Araştırmaları Dergisi 2667-503X İrfan ERSİN 10.38009/ekimad.1741824 Econometric and Statistical Methods Time-Series Analysis Employment Ekonometrik ve İstatistiksel Yöntemler Zaman Serileri Analizi İstihdam G7 Ülkelerinde İşsizlik Histerisi Hipotezi: Fourier Fonksiyonlu ve Geleneksel Birim Kök Testleriyle Analiz Unemployment Hysteresis Hypothesis in G7 Countries: Analysis with Fourier Function and Traditional Unit Root Tests https://orcid.org/0000-0002-4181-2289 Ayık Uğur ERZURUM TECHNICAL UNIVERSITY 12 31 2025 7 3 315 327 07 14 2025 12 09 2025 Copyright © 2018, Journal of Economics Business and Finance Research 2018 Journal of Economics Business and Finance Research

G7 ülkeleri için doğal işsizlik oranı hipotezi mi yoksa işsizlik histerisi hipotezinin mi geçerli olduğunun sorgulanması bu çalışmanın temel amacını teşkil etmektedir. Bu temel çerçevesinde 1970-2023 dönemini kapsayan yıllık zaman serisi verilerinin baz alındığı çalışmada serilerin durağanlığını tespit etmek için geleneksel (PP, KPSS) ve yapısal kırılmalı (ZA, LS) birim kök testlerinin yanı sıra Fourier fonksiyonlu birim kök testleri (F-KPSS, F-ADF) de dikkate alınarak analiz boyutu genişletilmiştir. Elde edilen bulgular ışığında, G7 ülkeleri için işsizlik histerisi hipotezinin geçerliliği farklılık göstermiştir. ABD, Almanya, Japonya ve Kanada için doğal işsizlik oranı hipotezinin geçerli olduğu sonucuna ulaşılırken; Birleşik Krallık, Fransa ve İtalya için ise işsizlik histerisi hipotezinin geçerli bulunduğu, yani işsizliğin bu ülkelerde kalıcı olduğuna dair kanıtlar ortaya çıkmıştır. İşsizlik histerisi hipotezinin geçerli bulunduğu ülkelerde, işsizlikteki kalıcılığın önüne geçmek için ekonomik büyümenin sürdürülebilir olmasının yanı sıra işgücü piyasasındaki uzun vadeli yapısal zorlukları ele alan kapsamlı politikaların geliştirilmesinin gerekliliği önerilmektedir.

This study's primary goal is to determine whether the unemployment hysteresis or natural unemployment rate theories apply to the G7 nations. Based on annual time series data from 1970 to 2023, the study has broadened the scope of analysis by taking into account the Fourier function unit root tests (F-KPSS, F-ADF) in addition to the traditional (PP, KPSS) and structural break (ZA, LS) unit root tests to ascertain the series' stationarity. Within the scope of the findings obtained, the unemployment hysteresis hypothesis's validity for the G7 countries has varied. The UK, France, and Italy were found to be valid for the unemployment hysteresis hypothesis, while the USA, Germany, Japan, and Canada were found to be valid for the natural unemployment rate hypothesis. The validity of the hysteresis hypothesis has revealed evidence that unemployment is permanent in these countries. In countries where the unemployment hysteresis hypothesis is valid, it is suggested that in addition to the sustainability of economic growth, comprehensive policies should be developed to address long-term structural difficulties in the labour market in order to prevent the persistence of unemployment.

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