Petrol ve Doğalgaz Fiyatları İle İmalat ve Kimya-Petrol-Plastik Sektörlerinin Endeksleri Arasındaki İlişki

M. Başaran ÖZTÜRK, Gülüzar KURT GÜMÜŞ, F. Dilvin TAŞKIN, Efe Çağlar ÇAĞLI
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TÜRKGülüzar KURT GÜMÜŞF. Dilvin TAŞKINEfe Çağlar ÇAĞLI ÖZ Çalışmanın amacı, petrol ve doğal gaz fiyatları ile İMKB imalat sektörü ve kimya-petrol-plastik sektörü endeksleri arasındaki ilişkiyi ortaya koymaktır. 02.01.1997-31.12.2009 döneminin incelendiği çalışmada, geleneksel birim kök testleri ve kırılmalı birim kök testleri ile eşbütünleşme analizleri kullanılmıştır. Kırılmaları dikkate alan test sonuçları, petrol fiyatları ile İMKB imalat sanayi endeksi ve kimya-petrol-plastik sektörü endeksi arasında bir eşbütünleşme olduğunu ortaya koyarken; kırılmaları dikkate almayan testler incelenen endekslerle değişkenler arasında herhangi bir ilişki tespit edememiştir. Çalışmanın sonucu, incelenen veriler üzerinde, kırılmalı birim kök testlerinin, geleneksel birim kök testlerine göre üstün olduğunu göstermesi açısından önem taşımaktadır.

Anahtar kelimeler


Eşbütünleşme, İMKB, Petrol, Doğal gaz.JEL Kodu: G 00

Tam metin:

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