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Türkiye’de Kömür Tüketimi ve Ekonomik Büyüme İlişkisi: Tekrarlamalı Gelişen Pencereli Nedensellik Yaklaşımı

Year 2022, Volume 7, Issue 18, 351 - 365, 30.06.2022
https://doi.org/10.25204/iktisad.1088192

Abstract

Bu çalışmanın amacı yoğun kömür tüketen ülkelerden olan Türkiye’de kömür tüketimi ve ekonomik büyüme arasındaki nedensellik ilişkisini araştırmaktır. Bu amacı gerçekleştirmek için, Shi vd. (2018) ve Shi vd. (2020) tarafından literatüre yeni kazandırılan tekrarlamalı gelişen pencereli nedensellik yaklaşımı kullanılmaktadır. Metodolojik olarak katkı sunmak için, bu çalışma literatürde yaygın şekilde kullanılan Granger (1969), Toda-Yamamoto (1995) ve Nazlıoglu vd. (2016) tarafından geliştirilen Fourier nedensellik yaklaşımlarının sonuçları ile zamanla değişen nedensellik sonuçlarını karşılaştırmaktadır. Zamana göre değişimi dikkate almayan yaklaşımlar ekonomik büyüme ile kömür tüketimi arasında bir nedensellik ilişkisi bulamamıştır. Diğer taraftan, zamanla değişen nedensellik yaklaşımı ise zamanın bir noktasında (1981-1982) kömür tüketiminden ekonomik büyümeye doğru bir nedensellik ilişkisi yakalamıştır. Bu sonuçlar kısa bir zaman diliminde Türkiye’de kömür tüketimi ve ekonomik büyüme için büyüme hipotezinin geçerli olduğunu göstermektedir. Fakat değişkenler arasındaki nedensellik ilişkisi kısa bir dönemi kapsamaktadır ve 1982 yılından sonra nedensel ilişki sonlamaktadır. Böylece sıradan ve tekrarlamalı gelişen pencereli nedensellik sonuçları arasındaki farklar gösterilmiştir.

References

  • Aktaş, C. (2017). Causal relationship between coal consumption and economic growth in Turkey. Ünye İktisadi ve İdari Bilimler Fakültesi Dergisi, 1(2), 78-83.
  • Apergis, N., ve Payne, J. E. (2010a). The causal dynamics between coal consumption and growth: evidence from emerging market economies. Applied Energy, 87(6), 1972-1977.
  • Apergis, N., ve Payne, J. E. (2010b). Coal consumption and economic growth: Evidence from a panel of OECD countries. Energy Policy, 38(3), 1353-1359.
  • Balcilar, M., Ozdemir, Z. A., ve Arslanturk, Y. (2010). Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window. Energy Economics, 32(6), 1398-1410.
  • BP (2021, 5 Aralık). Statistical Review of World Energy. https://www.bp.com/en/global/corporate/energy-economics/statistical-review-of-world-energy/downloads.html.
  • Dickey, D.A. ve Fuller, W.A. (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, 7/4, 427-431.
  • Dickey, D.A. ve Fuller, W.A. (1981). Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica: Journal of the Econometric Society, 49/4, 1057-1072.
  • Emirmahmutoglu, F., Denaux, Z., ve Topcu, M. (2021). Time-varying causality between renewable and non-renewable energy consumption and real output: Sectoral evidence from the United States. Renewable and Sustainable Energy Reviews, 149, 111326.
  • Frodyma, K., Papież, M., ve Śmiech, S. (2022). Revisiting the environmental kuznets curve in the European Union countries. Energy, 241, 122899.
  • Granger, C. W. (1969). Investigating causal relations by econometric models and cross-spectral methods. Econometrica: Journal of the Econometric Society, 424-438.
  • Granger, C. W. (1988). Some recent development in a concept of causality. Journal of Econometrics, 39(1-2), 199-211.
  • Hammoudeh, S., Ajmi, A. N., ve Mokni, K. (2020). Relationship between green bonds and financial and environmental variables: A novel time-varying causality. Energy Economics, 92, 104941.
  • IEA. (2021, 15 Aralık). Energy policy review for Turkey. https://www.iea.org/reports/turkey-2021
  • Ito, K. (2017). CO2 emissions, renewable and non-renewable energy consumption, and economic growth: Evidence from panel data for developing countries. International Economics, 151, 1-6.
  • Jebli, M. B., ve Youssef, S. B. (2015). Output, renewable and non-renewable energy consumption and international trade: Evidence from a panel of 69 countries. Renewable Energy, 83, 799-808.
  • Kendirkiran, G. (2021). Türkiye’de dış ticaret ve ekonomik büyüme ilişkisi: zamanla değişen nedensellik yaklaşımları. Yayımlanmamış Yüksek Lisans Tezi.
  • Kim, H. M., ve Yoo, S. H. (2016). Coal consumption and economic growth in Indonesia. Energy Sources, Part B: Economics, Planning, and Policy, 11(6), 547-552.
  • Kraft, J., ve Kraft, A. (1978). On the relationship between energy and GNP. Journal of Energy and Development, 401-403.
  • Lane, J. E. (2018). Global warming is an energy conundrum. Earth Sci. Res, 7(2), 1.
  • Li, J., ve Li, Z. (2011). A causality analysis of coal consumption and economic growth for China and India. Natural Resources, 2(1), 54.
  • Li, R., ve Leung, G. C. (2012). Coal consumption and economic growth in China. Energy Policy, 40, 438-443.
  • Li, W., Qiao, Y., Li, X., ve Wang, Y. (2022). Energy consumption, pollution haven hypothesis, and environmental Kuznets curve: examining the environment–economy link in belt and road initiative countries. Energy, 239, 122559.
  • Mert, M., ve Çağlar, A. E. (2019). Eviews ve Gauss uygulamalı zaman serileri analizi. Detay Yayıncılık.
  • Nazlioglu, S., Gormus, N. A., ve Soytas, U. (2016). Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis. Energy Economics, 60, 168-175.
  • Odhiambo, N. M. (2016). Coal consumption and economic growth in South Africa: An empirical investigation. Energy & Environment, 27(2), 215-226.
  • Oguz, O., Ozturk, I., ve Aslan, A. (2013). Coal consumption and economic growth in Turkey. International Journal of Energy Economics and Policy, 3(2), 193-198.
  • Our World in Data. (2021, 5 Aralık). Energy data explorer. https://ourworldindata.org/explorers/energy.
  • Pata, U. K. (2021). Renewable and non-renewable energy consumption, economic complexity, CO2 emissions, and ecological footprint in the USA: testing the EKC hypothesis with a structural break. Environmental Science and Pollution Research, 28(1), 846-861.
  • Sahir, M. H., ve Qureshi, A. H. (2007). Specific concerns of Pakistan in the context of energy security issues and geopolitics of the region. Energy Policy, 35(4), 2031-2037.
  • Shi, S., Hurn, S., ve Phillips, P. C. (2020). Causal change detection in possibly integrated systems: Revisiting the money–income relationship. Journal of Financial Econometrics, 18(1), 158-180.
  • Shi, S., Phillips, P. C., ve Hurn, S. (2018). Change detection and the causal impact of the yield curve. Journal of Time Series Analysis, 39(6), 966-987.
  • Swanson, N. R. (1998). Money and output viewed through a rolling window. Journal of Monetary Economics, 41(3), 455-474.
  • Tepav (2016). Türkiye kömür madenciliği sektöründe sözleşmesel düzenlemeler: gerçekleşme biçimleri, boyutları, nedenleri. Yasal nedenleri ve İSG üzerindeki etkisi, Ankara.
  • Thoma, M. A. (1994). Subsample instability and asymmetries in money-income causality. Journal of Econometrics, 64(1-2), 279-306.
  • Toda, H. Y., ve Yamamoto, T. (1995). Statistical inference in vector autoregressions with possibly integrated processes. Journal of Econometrics, 66(1-2), 225-250.
  • Wolde-Rufael, Y. (2010). Coal consumption and economic growth revisited. Applied Energy, 87(1), 160-167.
  • World Bank. (2021, 5 Aralık). World development indicators online database. https://databank.worldbank.org/source/world-development-indicators
  • Yang, H. Y. (2000). Coal consumption and economic growth in Taiwan. Energy Sources, 22(2), 109-115.
  • Yenilmez, F., ve Erdem, M. S. (2018). Türkiye ve Avrupa Birliği’nde ekonomik büyüme ile enerji tüketimi arasındaki ilişki: Toda-Yamamoto nedensellik testi. Eskişehir Osmangazi Üniversitesi Sosyal Bilimler Dergisi, 19(1), 71-95.
  • Yoo, S. H. (2006). Causal relationship between coal consumption and economic growth in Korea. Applied Energy, 83(11), 1181-1189.
  • Zafar, M. W., Sinha, A., Ahmed, Z., Qin, Q., ve Zaidi, S. A. H. (2021). Effects of biomass energy consumption on environmental quality: The role of education and technology in Asia-Pacific Economic Cooperation countries. Renewable and Sustainable Energy Reviews, 142, 110868.
  • Zivot, E. ve Andrews D.W.K. (1992). Further evidence on the great crash, the oil price shock and the unit root hypothesis, Journal of Business and Economic Statistics, 10/3, 251-270.

The Relationship Between Coal Consumption and Economic Growth in Turkey: Recursive Evolving Window Causality Approach

Year 2022, Volume 7, Issue 18, 351 - 365, 30.06.2022
https://doi.org/10.25204/iktisad.1088192

Abstract

This study aims to investigate the causal relationship between coal consumption and economic growth in Turkey, one of the intense coal-consuming countries. To achieve this aim, the Recursive Evolving Window causality approach, which was newly introduced to the literature by Shi et al. (2018) and Shi et al. (2020), is used. To contribute methodologically, this study compares the results of Granger (1969), Toda-Yamamoto (1995), the Fourier causality approach developed by Nazlioglu et al. (2016), which are widely used in the literature, and the time-varying causality results. Approaches that do not consider the change over time have not found a causal relationship between economic growth and coal consumption. On the other hand, the time-varying causality approach caught a causal relationship from coal consumption to economic growth at some point in time. These results show that the growth hypothesis is valid for coal consumption and economic growth in Turkey. However, the causality relationship between the variables covers a short period, and the causal relationship ends after 1982. Thus, the differences between ordinary and Recursive Evolving Window causality results are shown.

References

  • Aktaş, C. (2017). Causal relationship between coal consumption and economic growth in Turkey. Ünye İktisadi ve İdari Bilimler Fakültesi Dergisi, 1(2), 78-83.
  • Apergis, N., ve Payne, J. E. (2010a). The causal dynamics between coal consumption and growth: evidence from emerging market economies. Applied Energy, 87(6), 1972-1977.
  • Apergis, N., ve Payne, J. E. (2010b). Coal consumption and economic growth: Evidence from a panel of OECD countries. Energy Policy, 38(3), 1353-1359.
  • Balcilar, M., Ozdemir, Z. A., ve Arslanturk, Y. (2010). Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window. Energy Economics, 32(6), 1398-1410.
  • BP (2021, 5 Aralık). Statistical Review of World Energy. https://www.bp.com/en/global/corporate/energy-economics/statistical-review-of-world-energy/downloads.html.
  • Dickey, D.A. ve Fuller, W.A. (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, 7/4, 427-431.
  • Dickey, D.A. ve Fuller, W.A. (1981). Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica: Journal of the Econometric Society, 49/4, 1057-1072.
  • Emirmahmutoglu, F., Denaux, Z., ve Topcu, M. (2021). Time-varying causality between renewable and non-renewable energy consumption and real output: Sectoral evidence from the United States. Renewable and Sustainable Energy Reviews, 149, 111326.
  • Frodyma, K., Papież, M., ve Śmiech, S. (2022). Revisiting the environmental kuznets curve in the European Union countries. Energy, 241, 122899.
  • Granger, C. W. (1969). Investigating causal relations by econometric models and cross-spectral methods. Econometrica: Journal of the Econometric Society, 424-438.
  • Granger, C. W. (1988). Some recent development in a concept of causality. Journal of Econometrics, 39(1-2), 199-211.
  • Hammoudeh, S., Ajmi, A. N., ve Mokni, K. (2020). Relationship between green bonds and financial and environmental variables: A novel time-varying causality. Energy Economics, 92, 104941.
  • IEA. (2021, 15 Aralık). Energy policy review for Turkey. https://www.iea.org/reports/turkey-2021
  • Ito, K. (2017). CO2 emissions, renewable and non-renewable energy consumption, and economic growth: Evidence from panel data for developing countries. International Economics, 151, 1-6.
  • Jebli, M. B., ve Youssef, S. B. (2015). Output, renewable and non-renewable energy consumption and international trade: Evidence from a panel of 69 countries. Renewable Energy, 83, 799-808.
  • Kendirkiran, G. (2021). Türkiye’de dış ticaret ve ekonomik büyüme ilişkisi: zamanla değişen nedensellik yaklaşımları. Yayımlanmamış Yüksek Lisans Tezi.
  • Kim, H. M., ve Yoo, S. H. (2016). Coal consumption and economic growth in Indonesia. Energy Sources, Part B: Economics, Planning, and Policy, 11(6), 547-552.
  • Kraft, J., ve Kraft, A. (1978). On the relationship between energy and GNP. Journal of Energy and Development, 401-403.
  • Lane, J. E. (2018). Global warming is an energy conundrum. Earth Sci. Res, 7(2), 1.
  • Li, J., ve Li, Z. (2011). A causality analysis of coal consumption and economic growth for China and India. Natural Resources, 2(1), 54.
  • Li, R., ve Leung, G. C. (2012). Coal consumption and economic growth in China. Energy Policy, 40, 438-443.
  • Li, W., Qiao, Y., Li, X., ve Wang, Y. (2022). Energy consumption, pollution haven hypothesis, and environmental Kuznets curve: examining the environment–economy link in belt and road initiative countries. Energy, 239, 122559.
  • Mert, M., ve Çağlar, A. E. (2019). Eviews ve Gauss uygulamalı zaman serileri analizi. Detay Yayıncılık.
  • Nazlioglu, S., Gormus, N. A., ve Soytas, U. (2016). Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis. Energy Economics, 60, 168-175.
  • Odhiambo, N. M. (2016). Coal consumption and economic growth in South Africa: An empirical investigation. Energy & Environment, 27(2), 215-226.
  • Oguz, O., Ozturk, I., ve Aslan, A. (2013). Coal consumption and economic growth in Turkey. International Journal of Energy Economics and Policy, 3(2), 193-198.
  • Our World in Data. (2021, 5 Aralık). Energy data explorer. https://ourworldindata.org/explorers/energy.
  • Pata, U. K. (2021). Renewable and non-renewable energy consumption, economic complexity, CO2 emissions, and ecological footprint in the USA: testing the EKC hypothesis with a structural break. Environmental Science and Pollution Research, 28(1), 846-861.
  • Sahir, M. H., ve Qureshi, A. H. (2007). Specific concerns of Pakistan in the context of energy security issues and geopolitics of the region. Energy Policy, 35(4), 2031-2037.
  • Shi, S., Hurn, S., ve Phillips, P. C. (2020). Causal change detection in possibly integrated systems: Revisiting the money–income relationship. Journal of Financial Econometrics, 18(1), 158-180.
  • Shi, S., Phillips, P. C., ve Hurn, S. (2018). Change detection and the causal impact of the yield curve. Journal of Time Series Analysis, 39(6), 966-987.
  • Swanson, N. R. (1998). Money and output viewed through a rolling window. Journal of Monetary Economics, 41(3), 455-474.
  • Tepav (2016). Türkiye kömür madenciliği sektöründe sözleşmesel düzenlemeler: gerçekleşme biçimleri, boyutları, nedenleri. Yasal nedenleri ve İSG üzerindeki etkisi, Ankara.
  • Thoma, M. A. (1994). Subsample instability and asymmetries in money-income causality. Journal of Econometrics, 64(1-2), 279-306.
  • Toda, H. Y., ve Yamamoto, T. (1995). Statistical inference in vector autoregressions with possibly integrated processes. Journal of Econometrics, 66(1-2), 225-250.
  • Wolde-Rufael, Y. (2010). Coal consumption and economic growth revisited. Applied Energy, 87(1), 160-167.
  • World Bank. (2021, 5 Aralık). World development indicators online database. https://databank.worldbank.org/source/world-development-indicators
  • Yang, H. Y. (2000). Coal consumption and economic growth in Taiwan. Energy Sources, 22(2), 109-115.
  • Yenilmez, F., ve Erdem, M. S. (2018). Türkiye ve Avrupa Birliği’nde ekonomik büyüme ile enerji tüketimi arasındaki ilişki: Toda-Yamamoto nedensellik testi. Eskişehir Osmangazi Üniversitesi Sosyal Bilimler Dergisi, 19(1), 71-95.
  • Yoo, S. H. (2006). Causal relationship between coal consumption and economic growth in Korea. Applied Energy, 83(11), 1181-1189.
  • Zafar, M. W., Sinha, A., Ahmed, Z., Qin, Q., ve Zaidi, S. A. H. (2021). Effects of biomass energy consumption on environmental quality: The role of education and technology in Asia-Pacific Economic Cooperation countries. Renewable and Sustainable Energy Reviews, 142, 110868.
  • Zivot, E. ve Andrews D.W.K. (1992). Further evidence on the great crash, the oil price shock and the unit root hypothesis, Journal of Business and Economic Statistics, 10/3, 251-270.

Details

Primary Language Turkish
Subjects Economics
Published Date Yaz
Journal Section Research Papers
Authors

Abdullah Emre ÇAĞLAR> (Primary Author)
ATATÜRK ÜNİVERSİTESİ
0000-0003-4723-4499
Türkiye

Publication Date June 30, 2022
Published in Issue Year 2022, Volume 7, Issue 18

Cite

Bibtex @research article { iktisad1088192, journal = {İktisadi İdari ve Siyasal Araştırmalar Dergisi}, eissn = {2564-7466}, address = {}, publisher = {H. Mustafa PAKSOY}, year = {2022}, volume = {7}, number = {18}, pages = {351 - 365}, doi = {10.25204/iktisad.1088192}, title = {Türkiye’de Kömür Tüketimi ve Ekonomik Büyüme İlişkisi: Tekrarlamalı Gelişen Pencereli Nedensellik Yaklaşımı}, key = {cite}, author = {Çağlar, Abdullah Emre} }
APA Çağlar, A. E. (2022). Türkiye’de Kömür Tüketimi ve Ekonomik Büyüme İlişkisi: Tekrarlamalı Gelişen Pencereli Nedensellik Yaklaşımı . İktisadi İdari ve Siyasal Araştırmalar Dergisi , 7 (18) , 351-365 . DOI: 10.25204/iktisad.1088192
MLA Çağlar, A. E. "Türkiye’de Kömür Tüketimi ve Ekonomik Büyüme İlişkisi: Tekrarlamalı Gelişen Pencereli Nedensellik Yaklaşımı" . İktisadi İdari ve Siyasal Araştırmalar Dergisi 7 (2022 ): 351-365 <https://dergipark.org.tr/en/pub/iktisad/issue/70356/1088192>
Chicago Çağlar, A. E. "Türkiye’de Kömür Tüketimi ve Ekonomik Büyüme İlişkisi: Tekrarlamalı Gelişen Pencereli Nedensellik Yaklaşımı". İktisadi İdari ve Siyasal Araştırmalar Dergisi 7 (2022 ): 351-365
RIS TY - JOUR T1 - The Relationship Between Coal Consumption and Economic Growth in Turkey: Recursive Evolving Window Causality Approach AU - Abdullah EmreÇağlar Y1 - 2022 PY - 2022 N1 - doi: 10.25204/iktisad.1088192 DO - 10.25204/iktisad.1088192 T2 - İktisadi İdari ve Siyasal Araştırmalar Dergisi JF - Journal JO - JOR SP - 351 EP - 365 VL - 7 IS - 18 SN - -2564-7466 M3 - doi: 10.25204/iktisad.1088192 UR - https://doi.org/10.25204/iktisad.1088192 Y2 - 2022 ER -
EndNote %0 Journal of Economics Business and Political Researches Türkiye’de Kömür Tüketimi ve Ekonomik Büyüme İlişkisi: Tekrarlamalı Gelişen Pencereli Nedensellik Yaklaşımı %A Abdullah Emre Çağlar %T Türkiye’de Kömür Tüketimi ve Ekonomik Büyüme İlişkisi: Tekrarlamalı Gelişen Pencereli Nedensellik Yaklaşımı %D 2022 %J İktisadi İdari ve Siyasal Araştırmalar Dergisi %P -2564-7466 %V 7 %N 18 %R doi: 10.25204/iktisad.1088192 %U 10.25204/iktisad.1088192
ISNAD Çağlar, Abdullah Emre . "Türkiye’de Kömür Tüketimi ve Ekonomik Büyüme İlişkisi: Tekrarlamalı Gelişen Pencereli Nedensellik Yaklaşımı". İktisadi İdari ve Siyasal Araştırmalar Dergisi 7 / 18 (June 2022): 351-365 . https://doi.org/10.25204/iktisad.1088192
AMA Çağlar A. E. Türkiye’de Kömür Tüketimi ve Ekonomik Büyüme İlişkisi: Tekrarlamalı Gelişen Pencereli Nedensellik Yaklaşımı. JEBUPOR. 2022; 7(18): 351-365.
Vancouver Çağlar A. E. Türkiye’de Kömür Tüketimi ve Ekonomik Büyüme İlişkisi: Tekrarlamalı Gelişen Pencereli Nedensellik Yaklaşımı. İktisadi İdari ve Siyasal Araştırmalar Dergisi. 2022; 7(18): 351-365.
IEEE A. E. Çağlar , "Türkiye’de Kömür Tüketimi ve Ekonomik Büyüme İlişkisi: Tekrarlamalı Gelişen Pencereli Nedensellik Yaklaşımı", İktisadi İdari ve Siyasal Araştırmalar Dergisi, vol. 7, no. 18, pp. 351-365, Jun. 2022, doi:10.25204/iktisad.1088192