Türki Cumhuriyetlerde Elektrik Tüketimi, Reel Gelir ve Dışa Açıklık İlişkisi: Bootstrap-Granger Nedensellik Yaklaşımı

Öz

Bu çalışma, Türki Cumhuriyetlerde gelir, elektrik enerji tüketimi ve dışa açıklık, arasındaki nedensellik ilişkilerini, yatay-kesit bağımlılığı dikkate ikinci nesil panel veri yöntemleri kullanılarak 1992-2012 dönemi için araştırmaktadır. Yatay kesit bağımlılık test sonuçlarına göre, tüm değişkenler ve model yatay kesit bağımlıdır. Smith vd. Bootstrap (2004) birim kök testi sonuçlarına göre kişi başı gelir ve dışa açıklık değişkenleri düzeyde, elektrik tüketimi değişkeni ise fark durağandır. Bu nedenle değişkenler arasında uzun dönemli ilişkilerin varlığını test etmeye yönelik olarak eşbütünleşme testleri uygulanmamıştır. Değişkenler arasındaki nedensel ilişkiler, yatay kesit bağımlılığı dikkate alan, ülke bazlı sonuçlar elde etmeye olanak sağlayan ve iki açıklayıcı değişkenin bağımlı değişken üzerindeki etkisini aynı anda test etmeye olanak sağlayan Konya (2006) panel nedensellik modeliyle incelenmiştir. Analiz sonuçları şu şekilde özetlenebilir: i) Elektrik tüketimi ve gelir arasında nedensellik ilişkisi mevcuttur. ii) Dışa açıklık ve gelir arasında nedensellik ilişkisi mevcuttur. iii) Enerji tüketimi ve dışa açıklık değişkenleri, gelir üzerinde daha güçlü ortak etkiye sahiptir.

Anahtar Kelimeler

• Enerji,Elektrik Tüketimi,Dışa Açıklık,Panel Veri

The Relationship between Electricity Consumption, Real Income and Trade Openness in Turkic Republics: Bootstrap-Granger Causality Approach

Abstract

This study explores the causal relationships between electricity consumption, real income and trade openness in Turkic Republics for 1992-2012 period by using second generation panel data methods under cross-sectional dependence. According to cross-sectional dependence tests, all variables and model are cross-sectionally dependent. According to the Smith et al. (2004) bootstrap unit root test, real income per capita and trade openness variables are stationary on level. On the contrary, electricity consumption variable is stationary in first difference. Therefore, cointegration tests have not been implemented in order to long-run relationships between variables. Causal relationships between variables have been examined by using Konya (2006) panel data causality approach which allows cross-sectional dependence and gives possibility to examine two explanatory variables’ effects on dependent variable and obtain country-specific results. The results can be summarized as follows: i) There exist a causal relationship between electricity consumption and real income. ii) There exist a causal relationship between trade openness and real income. iii) Electricity consumption and trade openness variables have more powerful common effects on real income.

Keywords

• Energy,Electricity Consumption,Trade Openness

Kaynakça

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