Covid-19 pandemisinin otomotiv sektörü üzerindeki etkisi: Panel veri yaklaşımı
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Date
2022-04-17
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Bursa Uludağ Üniversitesi
Abstract
Bu çalışma Covid-19 pandemisinin otomotiv sektörü üzerindeki etkilerini incelemek amacıyla yapılmıştır. Bu amaç doğrultusunda panel veri yaklaşımıyla, Türkiye dahil 22 AB ülkesine ait veriler analiz edilmiştir. Veriler toplamda 8 çeyrek yıllık dönemden oluşmaktadır. Zaman dönemi pandemi öncesi 4 ve pandemi sonrası 4 dönem olarak seçilmiştir. Modelde bağımlı değişken olarak Otomotiv Satışları kullanılırken, bağımsız değişkenler ise Gayri Safi Yurtiçi Hasıla, Enflasyon, İşsizlik, Kur, Motorlu Taşıtlar Sanayi Üretim Endeksi ve Pandemi olarak belirlenmiştir. Bu kapsamda Ortak Etkiler, Sabit Etkiler ve Rassal Etkiler modelleri tahmin edilmiştir. Daha sonra, en iyi modeli belirlemek adına çeşitli sınamalar kullanılmıştır. Testler sonucunda Birim ve Zaman Boyutlu Sabit Etkiler Modelinin en uygun model olduğu belirlenmiştir. Modele dair çeşitli ekonometrik varsayım testleri uygulanmış ve varsayım ihlali sonucunda Dirençli Tahmincilere başvurulmuştur. Sonuçta, Covid-19 pandemisinin otomotiv satışlarına olan etkisinin incelendiği bu çalışmada, pandeminin otomotiv satışlarına olan etkisinin %6.7 oranında azaltıcı yönde olduğu saptanmıştır.
This study has been made for the purpose of analyzing the effect of Covid-19 pandemic on automotive sector. In this direction, including Turkey and 22 EU countries data analyzed with panel data approach. The data are consisting of totally 8 quarterly periods. Time period was chosen as before pandemic 4 periods and after pandemic 4 period. In the model, dependent variable is automotive sales and independent variables are GDP, Inflation, Unemployment, Exchange Rate, Motor Vehicle Industrial Production Index, and Pandemic as a dummy variable. In this context, Common Effects, Fixed Effects and Random Effects models were estimated. Later to determine optimal model, various tests was used. In the result of tests, optimal model was determined as Fixed Effects model. In the end various econometric assumptions was applied to model and result of assumption violation robust estimators were applied. As a result of this study we find that effect of Covid-19 on automotive sector is in a negative way and pandemic reduced the automotive sales by %6.7.
This study has been made for the purpose of analyzing the effect of Covid-19 pandemic on automotive sector. In this direction, including Turkey and 22 EU countries data analyzed with panel data approach. The data are consisting of totally 8 quarterly periods. Time period was chosen as before pandemic 4 periods and after pandemic 4 period. In the model, dependent variable is automotive sales and independent variables are GDP, Inflation, Unemployment, Exchange Rate, Motor Vehicle Industrial Production Index, and Pandemic as a dummy variable. In this context, Common Effects, Fixed Effects and Random Effects models were estimated. Later to determine optimal model, various tests was used. In the result of tests, optimal model was determined as Fixed Effects model. In the end various econometric assumptions was applied to model and result of assumption violation robust estimators were applied. As a result of this study we find that effect of Covid-19 on automotive sector is in a negative way and pandemic reduced the automotive sales by %6.7.
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Keywords
Covid-19, Pandemi, Otomotiv sektörü, Panel veri, Sabit etkiler, Pandemic, Automotive sector
Citation
Çınar, M. ve Yalçın, B. (2022). ''Covid-19 pandemisinin otomotiv sektörü üzerindeki etkisi: Panel veri yaklaşımı''. Bursa Uludağ Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 41(1), 53-65.