The stationary of energy consumption for Turkish disaggregate data by employing linear and nonlinear unit root tests


Asian A. , Kum H.

ENERGY, cilt.36, sa.7, ss.4256-4258, 2011 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 36 Konu: 7
  • Basım Tarihi: 2011
  • Doi Numarası: 10.1016/j.energy.2011.04.018
  • Dergi Adı: ENERGY
  • Sayfa Sayıları: ss.4256-4258

Özet

This study is the first attempt to investigate the stationary of energy consumption for Turkish disaggregates data by employing linear and non-linear unit root tests extending from 1970 to 2006. It is concluded that the linearity is rejected in 4 cases in 7 Turkish sectors. In addition, when LM (Lagrange multiplier) tests that account for at most two structural breaks are taken into account for residential, industrial and agricultural where energy consumption follow a linear behavior, the unit root null is rejected. This means that energy demand management policies designed to shrink energy consumption will instead have a transitory impact on the energy consumption and return it toward its original trend path. On the other hand, it's concluded that the transportation, non-energy uses & other, final energy consumption and cycle & energy sector's energy consumption are non-stationary which means that any shock to energy consumption is likely to be permanent and energy demand management policies will have a permanent impact on these sectors. Crown Copyright (C) 2011 Published by Elsevier Ltd. All rights reserved.