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TÜRKİYE’DE TURİZM, İHRACAT VE EKONOMİK BÜYÜME İLİŞKİSİ: MAKİ EŞBÜTÜNLEŞME VE BOOTSTRAP NEDENSELLİK ANALİZİ

Year 2018, Volume: 8 Issue: 16, 571 - 586, 01.10.2018
https://doi.org/10.29029/busbed.433470

Abstract

Bu çalışmada Türkiye’de 1963-2015 döneminde turizm gelirleri ve ihracatın
ekonomik büyüme üzerindeki etkisi analiz edilmiştir. Bu amaçla, serilerin durağanlıkları
geleneksel birim kök testleri ve yapısal kırılmaya izin veren birim kök
testleri ile sınanmıştır. Serilerin durağanlıkları I(1) olarak tahmin edilmesinden
sonra seriler arasında eşbütünleşme ilişkisi çoklu yapısal kırılmalara izin veren
Maki (2012) Eşbütünleşme Testi kullanılarak tespit edilmiştir. Serilerin eşbütünleşik
olarak tahmin edilmesi sonrasında FMOLS Eşbütünleşme Katsayı Tahmincisi
kullanılarak eşbütünleşme katsayıları tahmin edilmiştir. Son olarak Hacker ve
Hatemi (2006) Bootstrap Nedensellik analizi yapılmıştır. Elde edilen bulgulara
göre, serilerin uzun dönemde birlikte hareket edeceği sonucuna ulaşılmıştır. Nedensellik
analizine göre, ihracattan ekonomik büyümeye doğru nedensellik ilişkisi,
ihracattan turizm gelirlerine doğru tek yönlü nedensellik ilişkisi tespit edilmiştir.
Turizm gelirleri ile ekonomik büyüme arasında nedensellik ilişkisi bulgusuna
rastlanılmamıştır.

References

  • Alp, Elçin Aykaç (2010), "Türkiye’de Turizm Gelirleri ile Büyüme Arasındaki İlişkinin Analizi." Dumlupınar Üniversitesi, Sosyal Bilimler Dergisi 28: 13-24.
  • Balaguer, Jacint ve Manuel Cantavella-Jorda (2002), "Tourism as a Long-run Economic Growth Factor: The Spanish Case." Applied Economics 34(7): 877-884.
  • Botti, Laurent; Nicolas Peypoch; Elisabeth Robinot ve Solonadrasana (2009), "Tourism Destination Competitiveness: the French Regions Case." European Journal of Tourism Research 2(1): 5-24.
  • Carrion-i-Silvestre, Josep Lluís, Dukpa Kim ve Pierre Perron (2009), "GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypotheses." Econometric Theory 25(6): 1754-1792.
  • Chen, Ching-Fu ve Song Zan Chiou-Wei (2009), "Tourism Expansion, Tourism Uncertainty and Economic Growth: New Evidence from Taiwan and Korea." Tourism Management 30(6): 812-818.
  • Cortes‐Jimenez, Isabel (2008) "Which Type of Tourism Matters to the Regional Economic Growth? The cases of Spain and Italy." International Journal of Tourism Research 10(2): 127-139.
  • Çetintaş, Hakan ve Çetin Bektaş (2008), "Türkiye'de Turizm ve Ekonomik Büyüme Arasındaki Kısa ve Uzun Dönemli İlişkiler." Anatolia: Turizm Arastirmalari Dergisi 19(1): 1-8.
  • Dickey, David A, ve Wayne A. Fuller. "Distribution of the Estimators for Autoregressive Time Series with a Unit Root." Journal of the American Statistical Association 74(366a): 427-431.
  • Gövdeli, Tuncer (2016), "Türkiye’de Eğitim-Ekonomik Büyüme İlişkisi: Yapısal Kırılmalı Birim Kök ve Eşbütünleşme Analizi." Ömer Halisdemir Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 9(3): 223-238.
  • Hacker, R. Scott ve Abdulnasser Hatemi-J (2006) "Tests for Causality between Integrated Variables Using Asymptotic and Bootstrap Distributions: Theory and Application." Applied Economics 38(13): 1489-1500.
  • Kanca, Osman Cenk (2015), "Turizm Gelirleri Ve Ekonomik Büyüme: Türkiye Örneği” Marmara Sosyal Araştırmalar Dergisi, 8: 1-14.
  • Lee, Junsoo ve Mark C. Strazicich (2003), "Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks." Review of Economics and Statistics 85(4): 1082-1089.
  • Lee, Junsoo ve Mark C. Strazicich (2004), "Minimum LM Unit Root Test with One Structural Break." Manuscript, Department of Economics, Appalachian State University: 1-16.
  • Lumsdaine, Robin L. ve David H. Papell (1997), "Multiple Trend Breaks and the Unit-Root Hypothesis." Review of Economics and Statistics, 79(2): 212-218.
  • Maki, Daiki (2012), "Tests for Cointegration Allowing for an Unknown Number of Breaks." Economic Modelling 29(5): 2011-2015.
  • Ng, Serena ve Perron, Pierre (2001). “Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power.” Econometrica 69(6): 1519–1554
  • Özdemir, Ali Rıza ve Oktay Öksüzler (2006), "Türkiye’de Turizm Bir Ekonomik Büyüme Politikası Aracı Olabilir mi? Bir Granger Nedensellik Analizi." Balıkesir .Üniversitesi Sosyal Bilimler Dergisi 9(16): 107-126.
  • Perron, Pierre (1989), "The Great Crash, The Oil Price Shock, and The Unit Root Hypothesis." Econometrica: Journal of the Econometric Society: 1361-1401.
  • Phillips, Peter P. C. ve Perron, Pierre (1988), "Testing for a Unit Root in Time Series Regression." Biometrika 75(2): 335-346.
  • Schmidt, Peter ve Peter CB Phillips (1992), "LM Tests for a Unit Root in the Presence of Deterministic Trends." Oxford Bulletin of Economics and Statistics 54(3): 257-287.
  • Selim, Sibel, Emine Türkan Ayvaz Güven ve Pınar Eryiğit (2015), "Turizmin Türkiye Ekonomisindeki Yeri: Zaman Serileri Analizi." Journal of Alanya Faculty of Business/Alanya Isletme Fakültesi Dergisi 7(3): 19-33.
  • Toda, Hiro Y., ve Taku Yamamoto (1995). “Statistical Inference in Vector Autoregressions with Possibly Integrated Processes”. Journal of Econometrics, 66(1-2), 225-250.
  • Topçuoğlu, Özlem ve Eda Bozkurt (2013). "Türkiye’de Ekonomik Büyüme ve Turizm İlişkisi." Gümüşhane Üniversitesi Sosyal Bilimler Enstitüsü Dergisi 4(7); 91-105.
  • Webster, Craig ve Stanislav Ivanov (2014). "Transforming Competitiveness into Economic Benefits: Does Tourism Stimulate Economic Growth in More Competitive Destinations?." Tourism Management 40; 137-140.
  • WTTC- Dünya Seyahat ve Turizm Konseyi, http://www.wttc.org/. Erişim tarihi: 26.05.2016.
  • Zivot, Eric ve Donald W. K. Andrews. "Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis." Journal of Business & economic statistics 20(1); 25-44.
  • Zortuk, Mahmut (2009), "Economic Impact of Tourism on Turkey’s Economy: Evidence from Cointegration Tests." International Research Journal of Finance and Economics 25(3); 231-239.

TOURISM, EXPORT AND ECONOMIC GROWTH NEXUS IN TURKEY: MAKI COİNTEGRATION AND BOOTSTRAP CAUSALITY ANALYSIS

Year 2018, Volume: 8 Issue: 16, 571 - 586, 01.10.2018
https://doi.org/10.29029/busbed.433470

Abstract

In this study, explores the effects of tourism income and exports on Turkey’s
economic growth. It employs annual data from 1963 to 2015. For this purpose,
the stationarity of the series was tested with traditional unit root tests and unit
root tests allowing structural breaks. After estimating the stationeries as I (1),
the cointegration relationship between the series was determined using the Maki
(2012) Cointegration Test, which allowed multiple structural breaks. Acording to
estimating the cointegrated series FMOLS cointegration coefficient estimator using
coefficients are estimated. Finally Hacker and Hatemi (2006) Bootstrap Causation
Analysis was performed. According to the findings, the result is that the series
will move together in the long term. So far as the findings, the result is that the
series will move together in the long term. According to the analysis of causality,
causality of export to economic growth and causality of export to tourism income
was determined. There was no causal relationship between tourism incomes and
economic growth.

References

  • Alp, Elçin Aykaç (2010), "Türkiye’de Turizm Gelirleri ile Büyüme Arasındaki İlişkinin Analizi." Dumlupınar Üniversitesi, Sosyal Bilimler Dergisi 28: 13-24.
  • Balaguer, Jacint ve Manuel Cantavella-Jorda (2002), "Tourism as a Long-run Economic Growth Factor: The Spanish Case." Applied Economics 34(7): 877-884.
  • Botti, Laurent; Nicolas Peypoch; Elisabeth Robinot ve Solonadrasana (2009), "Tourism Destination Competitiveness: the French Regions Case." European Journal of Tourism Research 2(1): 5-24.
  • Carrion-i-Silvestre, Josep Lluís, Dukpa Kim ve Pierre Perron (2009), "GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypotheses." Econometric Theory 25(6): 1754-1792.
  • Chen, Ching-Fu ve Song Zan Chiou-Wei (2009), "Tourism Expansion, Tourism Uncertainty and Economic Growth: New Evidence from Taiwan and Korea." Tourism Management 30(6): 812-818.
  • Cortes‐Jimenez, Isabel (2008) "Which Type of Tourism Matters to the Regional Economic Growth? The cases of Spain and Italy." International Journal of Tourism Research 10(2): 127-139.
  • Çetintaş, Hakan ve Çetin Bektaş (2008), "Türkiye'de Turizm ve Ekonomik Büyüme Arasındaki Kısa ve Uzun Dönemli İlişkiler." Anatolia: Turizm Arastirmalari Dergisi 19(1): 1-8.
  • Dickey, David A, ve Wayne A. Fuller. "Distribution of the Estimators for Autoregressive Time Series with a Unit Root." Journal of the American Statistical Association 74(366a): 427-431.
  • Gövdeli, Tuncer (2016), "Türkiye’de Eğitim-Ekonomik Büyüme İlişkisi: Yapısal Kırılmalı Birim Kök ve Eşbütünleşme Analizi." Ömer Halisdemir Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 9(3): 223-238.
  • Hacker, R. Scott ve Abdulnasser Hatemi-J (2006) "Tests for Causality between Integrated Variables Using Asymptotic and Bootstrap Distributions: Theory and Application." Applied Economics 38(13): 1489-1500.
  • Kanca, Osman Cenk (2015), "Turizm Gelirleri Ve Ekonomik Büyüme: Türkiye Örneği” Marmara Sosyal Araştırmalar Dergisi, 8: 1-14.
  • Lee, Junsoo ve Mark C. Strazicich (2003), "Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks." Review of Economics and Statistics 85(4): 1082-1089.
  • Lee, Junsoo ve Mark C. Strazicich (2004), "Minimum LM Unit Root Test with One Structural Break." Manuscript, Department of Economics, Appalachian State University: 1-16.
  • Lumsdaine, Robin L. ve David H. Papell (1997), "Multiple Trend Breaks and the Unit-Root Hypothesis." Review of Economics and Statistics, 79(2): 212-218.
  • Maki, Daiki (2012), "Tests for Cointegration Allowing for an Unknown Number of Breaks." Economic Modelling 29(5): 2011-2015.
  • Ng, Serena ve Perron, Pierre (2001). “Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power.” Econometrica 69(6): 1519–1554
  • Özdemir, Ali Rıza ve Oktay Öksüzler (2006), "Türkiye’de Turizm Bir Ekonomik Büyüme Politikası Aracı Olabilir mi? Bir Granger Nedensellik Analizi." Balıkesir .Üniversitesi Sosyal Bilimler Dergisi 9(16): 107-126.
  • Perron, Pierre (1989), "The Great Crash, The Oil Price Shock, and The Unit Root Hypothesis." Econometrica: Journal of the Econometric Society: 1361-1401.
  • Phillips, Peter P. C. ve Perron, Pierre (1988), "Testing for a Unit Root in Time Series Regression." Biometrika 75(2): 335-346.
  • Schmidt, Peter ve Peter CB Phillips (1992), "LM Tests for a Unit Root in the Presence of Deterministic Trends." Oxford Bulletin of Economics and Statistics 54(3): 257-287.
  • Selim, Sibel, Emine Türkan Ayvaz Güven ve Pınar Eryiğit (2015), "Turizmin Türkiye Ekonomisindeki Yeri: Zaman Serileri Analizi." Journal of Alanya Faculty of Business/Alanya Isletme Fakültesi Dergisi 7(3): 19-33.
  • Toda, Hiro Y., ve Taku Yamamoto (1995). “Statistical Inference in Vector Autoregressions with Possibly Integrated Processes”. Journal of Econometrics, 66(1-2), 225-250.
  • Topçuoğlu, Özlem ve Eda Bozkurt (2013). "Türkiye’de Ekonomik Büyüme ve Turizm İlişkisi." Gümüşhane Üniversitesi Sosyal Bilimler Enstitüsü Dergisi 4(7); 91-105.
  • Webster, Craig ve Stanislav Ivanov (2014). "Transforming Competitiveness into Economic Benefits: Does Tourism Stimulate Economic Growth in More Competitive Destinations?." Tourism Management 40; 137-140.
  • WTTC- Dünya Seyahat ve Turizm Konseyi, http://www.wttc.org/. Erişim tarihi: 26.05.2016.
  • Zivot, Eric ve Donald W. K. Andrews. "Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis." Journal of Business & economic statistics 20(1); 25-44.
  • Zortuk, Mahmut (2009), "Economic Impact of Tourism on Turkey’s Economy: Evidence from Cointegration Tests." International Research Journal of Finance and Economics 25(3); 231-239.
There are 27 citations in total.

Details

Primary Language Turkish
Subjects Business Administration
Journal Section Articles
Authors

Tuncer Gövdeli 0000-0002-6600-8684

Publication Date October 1, 2018
Published in Issue Year 2018Volume: 8 Issue: 16

Cite

APA Gövdeli, T. (2018). TÜRKİYE’DE TURİZM, İHRACAT VE EKONOMİK BÜYÜME İLİŞKİSİ: MAKİ EŞBÜTÜNLEŞME VE BOOTSTRAP NEDENSELLİK ANALİZİ. Bingöl Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 8(16), 571-586. https://doi.org/10.29029/busbed.433470