{"id":2112,"date":"2012-10-19T23:36:30","date_gmt":"2012-10-19T20:36:30","guid":{"rendered":"http:\/\/www.berjournal.com\/?p=2112"},"modified":"2012-10-20T00:27:21","modified_gmt":"2012-10-19T21:27:21","slug":"mevsimsel-birim-kok-turkiye-sanayi-uretim-serisine-yonelik-bir-uygulama","status":"publish","type":"post","link":"https:\/\/www.berjournal.com\/tr\/mevsimsel-birim-kok-turkiye-sanayi-uretim-serisine-yonelik-bir-uygulama","title":{"rendered":"Mevsimsel Birim K\u00f6k: T\u00fcrkiye Sanayi \u00dcretim Serisine Y\u00f6nelik Bir Uygulama"},"content":{"rendered":"\n\n<\/colgroup>\n\n\n\n\n\n\n\n
Makale Bilgileri<\/strong><\/span><\/span><\/td>\n<\/tr>\n
Dergi:<\/strong><\/span><\/span>\u0130\u015fletme ve Ekonomi Ara\u015ft\u0131rmalar\u0131 Dergisi
\n<\/span>Makalenin Ba\u015fl\u0131\u011f\u0131:<\/strong><\/span><\/span>Mevsimsel Birim K\u00f6k: T\u00fcrkiye Sanayi \u00dcretim Serisine Y\u00f6nelik Bir Uygulama
\n<\/span>Yazar(lar):<\/strong><\/span><\/span>Sinem Pinar G\u00fcrel, Murad Tiryakioglu
\n<\/span>Cilt:<\/strong><\/span><\/span>3
\n<\/span>Say\u0131:<\/strong><\/span><\/span>4
\n<\/span>Y\u0131l:<\/strong><\/span><\/span>2012
\n<\/span>Sayfa:<\/strong><\/span><\/span>77-89
\n<\/span>ISSN:<\/strong><\/span><\/span>1309-2448<\/span><\/td>\n<\/tr>\n
\u00d6zet<\/strong><\/span><\/span><\/td>\n<\/tr>\n
\n

Bu \u00e7al\u0131\u015fman\u0131n amac\u0131; T\u00fcrkiye ekonomisinin temel \u00f6zelliklerini yans\u0131tan T\u00fcrkiye Sanayi \u00dcretim \u0130ndeksi serilerinin g\u00f6sterdi\u011fi mevsimsel yap\u0131y\u0131, 1977:1- 2008:4 d\u00f6nemleri i\u00e7in ara\u015ft\u0131rmakt\u0131r. \u00c7o\u011fu zaman serisi, y\u0131l i\u00e7erisinde mevsimsel hareketler gibi sistematik dalgalanmalara tabidir. Zaman serisi y\u00f6ntemlerine ili\u015fkin \u00e7al\u0131\u015fmalar, seriler mevsimsel bir \u00f6zellik g\u00f6stermedi\u011finde ya da serilerde mevsimselli\u011fi dikkate alan metodlar kullan\u0131ld\u0131\u011f\u0131nda elveri\u015fli olmaktad\u0131r. Serilerde varolan mevsimsellik dikkate al\u0131nmad\u0131\u011f\u0131 zaman hatal\u0131 sonu\u00e7lar olu\u015fmaktad\u0131r. Bu sebeple; ekonomik zaman serisi verileri ile \u00e7al\u0131\u015f\u0131rken serilerin mevsimsel kal\u0131plar\u0131n\u0131 incelemek \u00f6nemlidir. Bu \u00e7al\u0131\u015fmada mevsimselli\u011fi ara\u015ft\u0131rmak i\u00e7in Hylleberg, Engle, Granger ve Yoo (1990) taraf\u0131ndan geli\u015ftirilen HEGY yakla\u015f\u0131m\u0131 kullan\u0131lm\u0131\u015ft\u0131r. Kullan\u0131lacak analiz y\u00f6ntemine karar verilirken, veride bulunan mevsimselli\u011fin t\u00fcr\u00fcn\u00fc belirlemek de \u00f6nem ta\u015f\u0131maktad\u0131r. Bu ama\u00e7la; serilerdeki mevsimsel birim k\u00f6k ara\u015ft\u0131rmas\u0131 be\u015f farkl\u0131 model kullan\u0131larak yap\u0131lm\u0131\u015ft\u0131r. Temel modele s\u0131ras\u0131yla \u00f6nce sabit terim daha sonra da kukla de\u011fi\u015fken, trend ve mevsimsel kukla de\u011fi\u015fkenler eklenmi\u015ftir. Elde edilen sonu\u00e7lara g\u00f6re, Sanayi \u00dcretim \u0130ndeksi ve alt sekt\u00f6rler serilerinde mevsimsel birim k\u00f6k\u00fcn varl\u0131\u011f\u0131 kan\u0131tlanm\u0131\u015f ve serilerde hem deterministik hem de dura\u011fan olmayan stokastik mevsimsel bile\u015fenlerin oldu\u011fu g\u00f6r\u00fclm\u00fc\u015ft\u00fcr.<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Anahtar Kelimeler:<\/strong><\/span><\/span> Mevsimsellik, Mevsimsel Birim K\u00f6k, HEGY Testi<\/span><\/p>\n<\/td>\n<\/tr>\n

JEL S\u0131n\u0131fland\u0131rmas\u0131:<\/strong><\/span><\/span> C01, L60<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

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Makale Bilgileri Dergi:\u0130\u015fletme ve Ekonomi Ara\u015ft\u0131rmalar\u0131 Dergisi Makalenin Ba\u015fl\u0131\u011f\u0131:Mevsimsel Birim K\u00f6k: T\u00fcrkiye Sanayi \u00dcretim Serisine Y\u00f6nelik Bir Uygulama Yazar(lar):Sinem Pinar G\u00fcrel, Murad Tiryakioglu Cilt:3 Say\u0131:4 Y\u0131l:2012 Sayfa:77-89 ISSN:1309-2448 \u00d6zet Bu \u00e7al\u0131\u015fman\u0131n amac\u0131; T\u00fcrkiye ekonomisinin temel \u00f6zelliklerini yans\u0131tan T\u00fcrkiye Sanayi \u00dcretim \u0130ndeksi serilerinin g\u00f6sterdi\u011fi mevsimsel yap\u0131y\u0131, 1977:1- 2008:4 d\u00f6nemleri i\u00e7in ara\u015ft\u0131rmakt\u0131r. \u00c7o\u011fu zaman serisi, y\u0131l i\u00e7erisinde […]<\/p>\n

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