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

Year 2022, Volume: 7 Issue: 18, 351 - 365, 30.06.2022

Abdullah Emre Çağlar

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.

Keywords

Zamanla değişen nedensellik, Birim kök, Fourier nedensellik, Büyüme hipotezi

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

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.

Keywords

Time varying causality, Unit root, Fourier causality, Growth hypothesis

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