Stationary Test with Structural Breaks and Granger Causality Analysis: The Relationship between Female Suicide Rate and Economic Variables in Turkiye
Chapter from the book:
Çevik,
E.
İ.
&
Kırcı Altınkeski,
B.
(eds.)
2023.
New Approaches in Granger Causality Testing.
Synopsis
In this study, it was aimed to examine the causality relationship between female suicide rate, fertility rate, female unemployment rate, inflation and gross domestic product between 2000-2022 in Turkey. In the examination of stationarity, Augmented Dickey and Fuller (ADF), Phillips-Perron (PP), Kwiatkowsky-Philips-Schmidt-Shin (KPSS) and Dickey-Fuller generalized least squares, Zivot and Andrews one structural break test were used and Granger causality test was conducted to investigate the causality relationship. According to the results of ADF, PP and KPSS unit root tests, it was determined that all series were stationary at the first difference. A bi-directional causality relationship was found between female suicide rate and fertility rate, and unidirectional causality relationship was found from female unemployment rate to female suicide rate and fertility rate. On the other hand; it has been determined that female suicide rate, female unemployment rate and GDP per capita are the causes of inflation and there is a unidirectional causality relationship from these variables to inflation. According to Granger causality test results, there is no Granger causality relationship between female suicide rate and GDP per capita.