After the 2001 financial crisis, Turkey’s economy moved full-speed ahead, except for a temporary reversal in 2009 during the global financial crisis. Throughout the years of accelerated growth in 2002-2007 and 2010-2011, construction output increased at a faster rate than the economy as a whole, but in the periods of stagnation in 2001 and 2008-2009, the construction industry was the first to suffer. This paper investigates the causal relationship between construction investments and economic growth in Turkey from 1998Q1 to 2014Q4. Unlike the previous studies that use two variables – real GDP and construction industry growth – Granger causality tests, the present study additionally employs three-variable – real GDP growth, construction industry growth, and real interest rate – VAR models to investigate the causal relationships in a multivariate setting. The paper also employs the Zivot-Andrews test for determining structural breaks in data and then extends the causality analysis by dividing the seventeen-year sample period into smaller sub-periods that are defined according to the location of breaks in data.