gusbid Gümüşhane University Journal of Social Sciences 1309-7423 1309-7423 Gümüşhane Üniversitesi Türkiye’de İşsizlik Histerisi Hipotezi: Fourier Birim Kök Testleri’nden Yeni Kanıtlar Unemployment Hysteresis Hypothesis in Turkey: New Evidence from Fourier Unit Root Tests https://orcid.org/0000-0002-7085-9203 Yurtkuran Süleyman Milli Eğitim Bakanlığı 02 23 2021 12 1 70 80 11 26 2020 01 03 2021 Copyright © 2010, Gümüşhane Üniversitesi Sosyal Bilimler Dergisi 2010 Gümüşhane Üniversitesi Sosyal Bilimler Dergisi

Türkiye için 2006q1-2019q2 döneminde Narayan-Popp, Fourier ADF ve Fourier KSS birim kök testleri yardımıyla gerçekleştirilen bu çalışmada işsizlik histerisi hipotezinin geçerli olup olmadığı test edilmektedir. Narayan-Popp birim kök testi sonuçlarına göre doğal işsizlik oranı hipotezinin geçerli olduğu tespit edilmiştir. Fourier fonksiyonlarının kullanıldığı testlere göre ise işsizlik oranı serisinin birim kök içerdiği belirlenmiştir. Fourier fonksiyonlarının kullanıldığı birim kök testleri lineer birim kök testlerine göre daha gerçekçi sonuçlar vermektedir. Bu yüzden, bu çalışmada işsizlik histerisi hipotezinin geçerli olduğu sonucuna ulaşılmıştır. Türkiye’de meydana gelen şoklar işsizlik oranı üzerinde kalıcı bir etki bırakmaktadır. Dolayısıyla politika yapıcıların işsizlik oranını azaltmak için yapısal reformları uygulamaları önem arz etmektedir.

In this study, the validity of unemployment hysteresis is analyzed by Narayan-Popp, Fourier ADF and Fourier KSS unit root tests covering the period of 2006q1-2019q2 in Turkey. The findings obtained from the Narayan-Pop unit root test indicate that natural unemployment rate hypothesis is valid. According to tests using Fourier functions, it is determined that the unemployment rate series contains a unit root. Unit root tests with Fourier functions give more reliable results than linear unit root tests. Therefore, the results obtained in this study indicate that the unemployment hysteresis is valid. Shocks have a permanent impact on the unemployment rate in Turkey. So, policy makers need to implement structural reforms to reduce unemployment rate.

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