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Turizm Yakınsaması Türkiye'de Geçerli mi? Fourier Adf Birim Kök Testinden Kanıtlar

Yıl 2023, , 209 - 229, 31.03.2023
https://doi.org/10.18074/ckuiibfd.1163938

Öz

Turizmin ekonomide gösterdiği olumlu etkiler giderek artmaktadır. Turizm sektöründe önemli bir konumda olan Türkiye, bu sektörden elde ettiği gelirleri giderek artırmayı amaçlamaktadır. Bu amaçla çalışmada, Türkiye’nin uluslararası turizm piyasasında dünyanın farklı kıtalarında yer alan ülkeler için yakınsama hipotezinin geçerliliği sınanmıştır. 2000-2020 yıllarını kapsayan çalışmada TUİK tarafından oluşturulan 8 grup (Afrika, Amerika, Asya, Avrupa, Bağımsız Devletler, OECD, Okyanusya ve Milliyetsiz) üzerinden analiz gerçekleştirilmiştir. Yakınsama hipotezinin geçerliliği sınanması için kullanılan Christopoulos ve León Ledesma (2010) tarafından geliştirilen Fourier ADF birim kök testi sonucunda yakınsama hipotezinin geçerli olmadığı sonucuna ulaşılmıştır.

Kaynakça

  • Abbott, A., De Vita, G., & Altinay, L. (2012). Revisiting the convergence hypothesis for tourism markets: Evidence from Turkey using the pairwise approach. Tourism Management, 33(3), 537-544.
  • Alper, A., E. & Demiral, M. (2017). Türkiye’nin turizm piyasaları için yakınsama hipotezinin testi: Fourier durağanlık analizi bulguları. Ömer Halisdemir Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 10(4), 205- 213.
  • Bozkurt, K., & Bahar, O. (2015). Turizm Gelirlerine Yönelik Bir Yakınsama Analizi. Uluslararası İktisadi Ve İdari İncelemeler Dergisi, (15).
  • Dickey, D.A., Fuller, W.A. (1979). Distributions of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association 74, pp.427-431.
  • Enders, W., Lee, J. (2012), “The Fexible Fourier form and the Dickey-Fuller Type Unit Root Tests”, Econ Lett 117(1), 196–199.
  • Furuoka, F. (2017). A new approach to testing unemployment hysteresis. Empirical economics, 53(3), 1253-1280.
  • Gülbahar, O. (2009). Turizmin Bölgelerarasi Gelişmişlik Farklarini Gidermedeki Rolü (Türkiye Örneği). Atatürk Üniversitesi İktisadi ve İdari Bilimler Dergisi, 23(1), pp. 19-47.
  • Kapetanios, G., Shin, Y. and Snell, A. (2003). “Testing for A Unit Root in The Non-linear STAR Framework." Journal of Econometrics, 112, 359-379.
  • Kaplan, F., Öztürk, E., & Güngör, Ş. (2017). Is the club convergence hypothesis validy for Turkey tourism market. Research in Applied Economics, 9(3), 24-30.
  • Katrakilidis, C. P., Konteos, G., Sariannidis, N., & Manolidou, C. (2017). Investigation of convergence in the tourist markets of Greece.
  • Konat, G., & Han, A., (2021). Mınt Ülkeleri İçin Turizm Gelirlerinin Yakınsaması: Doğrusal Olmayan Panel Birim Kök Testi Bulguları. Sosyal Ekonomik Araştırmalar Dergisi, 21(1), 54-66.
  • Lean, H., H., Smyth, R. (2008). “Are Malaysia’s Tourism Markets Converging? Evidence from Univariateand Panel Unit Root Tests with Structural Breaks”. Tourism Economics, 14 (1), 97–112.
  • Lee, C., G. (2009a). “Are Tourist Arrivals Stationary? Evidence from Singapore”. Internatıonal Journal of Tourism Research, 11, 409–414.
  • Leybourne, S. J., Newbold, P. and Vougas, D. (1998). “Unit Roots and Smooth Transitions”. Journal of Time Series Analysis, 19, 83-97.
  • Narayan, P., K. (2006). “Are Australia’s Tourism Markets Converging?”. Applied Economics, 38(10), 1153-1162.
  • Narayan, P., K. (2007). “Testing Convergence of Fiji’s Tourism Markets”. Pacific Economic Review, 12(5), 651–663.
  • Omay, T., Emirmahmutoğlu, F. and Hasanov, M. (2018). “Structural Break, Non Linearity and Asymmetry: A Re-Examination of PPP Proposition”. Applied Economics, 50(12), 1289-1308.
  • Ozcan, B., & Erdogan, S. (2017). Are Turkey's tourism markets converging? Evidence from the two-step LM and three-step RALS-LM unit root tests. Current Issues in Tourism, 20(4), 425-442.
  • Perron P, Timothy J, Vogelsang TJ (1992) Non-stationarity and level shifts with an application to purchasing power parity. J Bus Econ Stat 10(3):301–320.
  • Pesaran, M. H. (2007). A pairwise approach to testing for output and growth convergence. Journal of Econometrics, 138(1), 312e355.
  • Pesaran, M. H., Smith, R., Yamagata, T., & Hvozdyk, L. (2009). Pairwise tests of purchasing power parity. Econometric Reviews, 28, 495e521.
  • Phillips, P. C., & Sul, D. (2007). Transition modeling and econometric convergence tests. Econometrica, 75(6), 1771-1855.
  • Pshenichnykh, Y., Yakimenko, M, & Zhertovskaja, E. (2020). Checking convergence hypothesis of the Russia tourist market. European Journal of Tourism Research 26, 2608.
  • Sollis, R. (2004). “Asymmetric Adjustment and Smooth Transitions: A Combination of Some Unit RootTests”. Journal of Time Series Analysis, 25(3), 409–417.
  • Sollis, R. (2009). “A Simple Unit Root Test Against Asymmetric STAR Nonlinearity with An Application to Real Exchangerates in Nordic Countries”. Economic Modelling, 26, 118–125.
  • Topyıldız, N., (2019). Doğrusal Olmayan Modellerle Türkiye’de Turizm Sektörünün Yakınsama Hipotezinin Sınanması. Gazi Üniversitesi, Sosyal Bilimler Enstitüsü, Yüksek Lisans Tezi.
  • Türe, H. ve Akdi, Y. (2005). Mevsimsel Kointegrasyon: Türkiye Verilerine Bir Uygulama, Ulusal Ekonometri ve İstatistik Sempozyumu, Düzenleyen: İstanbul Üniversitesi, 26-27 Mayıs 2005.
  • WTTC, 2020, https://wttc.org/Research/Economic-Impact.
  • WTTC,2020,https://wttc.org/Portals/0/Documents/Reports/2020/WTTC%20Methodology%20Report%202020.pdf?ver=2021-02-25-183105-660
  • Yalçinkaya, Ö., & Yazgan, Ş. (2020). Türkiye'nin Turizm Piyasalarının Yakınsama Analizi: Fourier Birim Kök Testlerinden Kanıtlar. Third Sector Social Economic Review, 55(1), 93-110.
  • Yilanci, V. & Eris, Z. A. (2012). Are tourism markets of turkey converging or not? A fourier stationary analysis, Anatolia: An International Journal of Tourism and Hospitality Research, 23: 207–216.
  • Xhiliola Agaraj, Lect Univ. 2009. “Turismul – Un Sector Important În Dezvoltarea Economică.” (1):83–90.
  • Zivot E, Andrews DWK (1992) Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. J Bus Econ Stat 10(3):251–270.

IS TOURISM CONVERGENCE VALID IN TURKEY? EVIDENCE FROM FURUOKA UNIT ROOT TEST

Yıl 2023, , 209 - 229, 31.03.2023
https://doi.org/10.18074/ckuiibfd.1163938

Öz

The positive effects of tourism on the economy are gradually increasing. These positive effects force countries to seek new policies to develop the tourism sector further. Turkey has a critical position in the tourism sector, and its main policy in this area is to increase its income. This study purpose of testing the validity of the convergence hypothesis for the countries located in different continents of the world in Turkey's international tourism market. The study covering the years 2000-2020 analyzed eight groups (Africa, America, Asia, Europe, Independent States, OECD, Oceania and non-national) with the data created by the Turkish Statistical Institute (TUIK). The unit root test developed by Furuoka (2017) is used to test the validity of the convergence hypothesis. As a result of this study found model D to be the most appropriate method among the four proposed alternatives. Accordingly, it is seen that the convergence is not valid for Asia, Europe and Oceania. It is also concluded that convergence is valid for America, OECD, Non-National, Independent States and Africa.

Kaynakça

  • Abbott, A., De Vita, G., & Altinay, L. (2012). Revisiting the convergence hypothesis for tourism markets: Evidence from Turkey using the pairwise approach. Tourism Management, 33(3), 537-544.
  • Alper, A., E. & Demiral, M. (2017). Türkiye’nin turizm piyasaları için yakınsama hipotezinin testi: Fourier durağanlık analizi bulguları. Ömer Halisdemir Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 10(4), 205- 213.
  • Bozkurt, K., & Bahar, O. (2015). Turizm Gelirlerine Yönelik Bir Yakınsama Analizi. Uluslararası İktisadi Ve İdari İncelemeler Dergisi, (15).
  • Dickey, D.A., Fuller, W.A. (1979). Distributions of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association 74, pp.427-431.
  • Enders, W., Lee, J. (2012), “The Fexible Fourier form and the Dickey-Fuller Type Unit Root Tests”, Econ Lett 117(1), 196–199.
  • Furuoka, F. (2017). A new approach to testing unemployment hysteresis. Empirical economics, 53(3), 1253-1280.
  • Gülbahar, O. (2009). Turizmin Bölgelerarasi Gelişmişlik Farklarini Gidermedeki Rolü (Türkiye Örneği). Atatürk Üniversitesi İktisadi ve İdari Bilimler Dergisi, 23(1), pp. 19-47.
  • Kapetanios, G., Shin, Y. and Snell, A. (2003). “Testing for A Unit Root in The Non-linear STAR Framework." Journal of Econometrics, 112, 359-379.
  • Kaplan, F., Öztürk, E., & Güngör, Ş. (2017). Is the club convergence hypothesis validy for Turkey tourism market. Research in Applied Economics, 9(3), 24-30.
  • Katrakilidis, C. P., Konteos, G., Sariannidis, N., & Manolidou, C. (2017). Investigation of convergence in the tourist markets of Greece.
  • Konat, G., & Han, A., (2021). Mınt Ülkeleri İçin Turizm Gelirlerinin Yakınsaması: Doğrusal Olmayan Panel Birim Kök Testi Bulguları. Sosyal Ekonomik Araştırmalar Dergisi, 21(1), 54-66.
  • Lean, H., H., Smyth, R. (2008). “Are Malaysia’s Tourism Markets Converging? Evidence from Univariateand Panel Unit Root Tests with Structural Breaks”. Tourism Economics, 14 (1), 97–112.
  • Lee, C., G. (2009a). “Are Tourist Arrivals Stationary? Evidence from Singapore”. Internatıonal Journal of Tourism Research, 11, 409–414.
  • Leybourne, S. J., Newbold, P. and Vougas, D. (1998). “Unit Roots and Smooth Transitions”. Journal of Time Series Analysis, 19, 83-97.
  • Narayan, P., K. (2006). “Are Australia’s Tourism Markets Converging?”. Applied Economics, 38(10), 1153-1162.
  • Narayan, P., K. (2007). “Testing Convergence of Fiji’s Tourism Markets”. Pacific Economic Review, 12(5), 651–663.
  • Omay, T., Emirmahmutoğlu, F. and Hasanov, M. (2018). “Structural Break, Non Linearity and Asymmetry: A Re-Examination of PPP Proposition”. Applied Economics, 50(12), 1289-1308.
  • Ozcan, B., & Erdogan, S. (2017). Are Turkey's tourism markets converging? Evidence from the two-step LM and three-step RALS-LM unit root tests. Current Issues in Tourism, 20(4), 425-442.
  • Perron P, Timothy J, Vogelsang TJ (1992) Non-stationarity and level shifts with an application to purchasing power parity. J Bus Econ Stat 10(3):301–320.
  • Pesaran, M. H. (2007). A pairwise approach to testing for output and growth convergence. Journal of Econometrics, 138(1), 312e355.
  • Pesaran, M. H., Smith, R., Yamagata, T., & Hvozdyk, L. (2009). Pairwise tests of purchasing power parity. Econometric Reviews, 28, 495e521.
  • Phillips, P. C., & Sul, D. (2007). Transition modeling and econometric convergence tests. Econometrica, 75(6), 1771-1855.
  • Pshenichnykh, Y., Yakimenko, M, & Zhertovskaja, E. (2020). Checking convergence hypothesis of the Russia tourist market. European Journal of Tourism Research 26, 2608.
  • Sollis, R. (2004). “Asymmetric Adjustment and Smooth Transitions: A Combination of Some Unit RootTests”. Journal of Time Series Analysis, 25(3), 409–417.
  • Sollis, R. (2009). “A Simple Unit Root Test Against Asymmetric STAR Nonlinearity with An Application to Real Exchangerates in Nordic Countries”. Economic Modelling, 26, 118–125.
  • Topyıldız, N., (2019). Doğrusal Olmayan Modellerle Türkiye’de Turizm Sektörünün Yakınsama Hipotezinin Sınanması. Gazi Üniversitesi, Sosyal Bilimler Enstitüsü, Yüksek Lisans Tezi.
  • Türe, H. ve Akdi, Y. (2005). Mevsimsel Kointegrasyon: Türkiye Verilerine Bir Uygulama, Ulusal Ekonometri ve İstatistik Sempozyumu, Düzenleyen: İstanbul Üniversitesi, 26-27 Mayıs 2005.
  • WTTC, 2020, https://wttc.org/Research/Economic-Impact.
  • WTTC,2020,https://wttc.org/Portals/0/Documents/Reports/2020/WTTC%20Methodology%20Report%202020.pdf?ver=2021-02-25-183105-660
  • Yalçinkaya, Ö., & Yazgan, Ş. (2020). Türkiye'nin Turizm Piyasalarının Yakınsama Analizi: Fourier Birim Kök Testlerinden Kanıtlar. Third Sector Social Economic Review, 55(1), 93-110.
  • Yilanci, V. & Eris, Z. A. (2012). Are tourism markets of turkey converging or not? A fourier stationary analysis, Anatolia: An International Journal of Tourism and Hospitality Research, 23: 207–216.
  • Xhiliola Agaraj, Lect Univ. 2009. “Turismul – Un Sector Important În Dezvoltarea Economică.” (1):83–90.
  • Zivot E, Andrews DWK (1992) Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. J Bus Econ Stat 10(3):251–270.
Toplam 33 adet kaynakça vardır.

Ayrıntılar

Birincil Dil İngilizce
Konular Ekonomi
Bölüm Araştırma Makalesi
Yazarlar

Ceren Pehlivan 0000-0001-5632-2955

Gökhan Konat 0000-0002-0964-7893

Ayşegül Han 0000-0002-3390-2129

Ferhat Özbay 0000-0002-7756-3835

Yayımlanma Tarihi 31 Mart 2023
Yayımlandığı Sayı Yıl 2023

Kaynak Göster

APA Pehlivan, C., Konat, G., Han, A., Özbay, F. (2023). IS TOURISM CONVERGENCE VALID IN TURKEY? EVIDENCE FROM FURUOKA UNIT ROOT TEST. Çankırı Karatekin Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi, 13(1), 209-229. https://doi.org/10.18074/ckuiibfd.1163938
AMA Pehlivan C, Konat G, Han A, Özbay F. IS TOURISM CONVERGENCE VALID IN TURKEY? EVIDENCE FROM FURUOKA UNIT ROOT TEST. Çankırı Karatekin Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. Mart 2023;13(1):209-229. doi:10.18074/ckuiibfd.1163938
Chicago Pehlivan, Ceren, Gökhan Konat, Ayşegül Han, ve Ferhat Özbay. “IS TOURISM CONVERGENCE VALID IN TURKEY? EVIDENCE FROM FURUOKA UNIT ROOT TEST”. Çankırı Karatekin Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi 13, sy. 1 (Mart 2023): 209-29. https://doi.org/10.18074/ckuiibfd.1163938.
EndNote Pehlivan C, Konat G, Han A, Özbay F (01 Mart 2023) IS TOURISM CONVERGENCE VALID IN TURKEY? EVIDENCE FROM FURUOKA UNIT ROOT TEST. Çankırı Karatekin Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 13 1 209–229.
IEEE C. Pehlivan, G. Konat, A. Han, ve F. Özbay, “IS TOURISM CONVERGENCE VALID IN TURKEY? EVIDENCE FROM FURUOKA UNIT ROOT TEST”, Çankırı Karatekin Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, c. 13, sy. 1, ss. 209–229, 2023, doi: 10.18074/ckuiibfd.1163938.
ISNAD Pehlivan, Ceren vd. “IS TOURISM CONVERGENCE VALID IN TURKEY? EVIDENCE FROM FURUOKA UNIT ROOT TEST”. Çankırı Karatekin Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 13/1 (Mart 2023), 209-229. https://doi.org/10.18074/ckuiibfd.1163938.
JAMA Pehlivan C, Konat G, Han A, Özbay F. IS TOURISM CONVERGENCE VALID IN TURKEY? EVIDENCE FROM FURUOKA UNIT ROOT TEST. Çankırı Karatekin Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. 2023;13:209–229.
MLA Pehlivan, Ceren vd. “IS TOURISM CONVERGENCE VALID IN TURKEY? EVIDENCE FROM FURUOKA UNIT ROOT TEST”. Çankırı Karatekin Üniversitesi İktisadi Ve İdari Bilimler Fakültesi Dergisi, c. 13, sy. 1, 2023, ss. 209-2, doi:10.18074/ckuiibfd.1163938.
Vancouver Pehlivan C, Konat G, Han A, Özbay F. IS TOURISM CONVERGENCE VALID IN TURKEY? EVIDENCE FROM FURUOKA UNIT ROOT TEST. Çankırı Karatekin Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. 2023;13(1):209-2.