Testing the validity of hysteresis hypothesis for Turkey with CKP multiple structural breaks unit root test

Name: Testing the validity of hysteresis hypothesis for Turkey with CKP multiple structural breaks unit root test
Author: Yildirim, Selim

İsim	Testing the validity of hysteresis hypothesis for Turkey with CKP multiple structural breaks unit root test
Yazar	Yildirim, Selim
Konu	Business, Economics, Empirical Research, Hypothesis, Social sciences, Turkey, Unemployment
Tür	Süreli Yayın
Dil	Arapça
Dijital	Hayır
Yazma	Hayır
Kütüphane:	Purdue Üniversitesi Kütüphaneleri
Demirbaş Numarası	ISSN: 1309-8012, EISSN: 1309-8012
Kayıt Numarası	cdi_proquest_miscellaneous_1355849502
Notlar	Hysteresis hypothesis states that effects of a shock on unemployment is permanent. In this paper hysteresis hypothesis for Turkey is tested, using unit root tests on series between 1923 and 2010 with yearly frequency. The existence of structural changes is examined with Bai-Perron multiple structural breaks test. This empirical analysis depicts that the model with the level and trend breaks fits the series better. Therefore the unit root test is implemented for level and trend while multiple structural breaks are taken into consideration. As a result the unit root test states that hysteresis hypothesis hold for Turkey for the given period.
Bir Parçası Olduğu	Sosyal ve Beşerî Bilimler Dergisi, 1901-01, Vol.11 (22), p.28-47

Kaynağa git Purdue Üniversitesi Kütüphaneleri Purdue University Libraries

Diğer Nüshalar

Testing the validity of hysteresis hypothesis for Turkey with CKP multiple structural breaks unit root test

Detayları görüntüle

Aramaya Dön

Purdue Üniversitesi Kütüphaneleri

Kaynağa git

Testing the validity of hysteresis hypothesis for Turkey with CKP multiple structural breaks unit root test

Yazar Yildirim, Selim

Konu Business, Economics, Empirical Research, Hypothesis, Social sciences, Turkey, Unemployment

Tür Süreli Yayın

Dil Arapça

Dijital Hayır

Yazma Hayır

Kütüphane Purdue Üniversitesi Kütüphaneleri

Demirbaş Numarası ISSN: 1309-8012, EISSN: 1309-8012

Kayıt Numarası cdi_proquest_miscellaneous_1355849502

Notlar Hysteresis hypothesis states that effects of a shock on unemployment is permanent. In this paper hysteresis hypothesis for Turkey is tested, using unit root tests on series between 1923 and 2010 with yearly frequency. The existence of structural changes is examined with Bai-Perron multiple structural breaks test. This empirical analysis depicts that the model with the level and trend breaks fits the series better. Therefore the unit root test is implemented for level and trend while multiple structural breaks are taken into consideration. As a result the unit root test states that hysteresis hypothesis hold for Turkey for the given period.

Bir Parçası Olduğu Sosyal ve Beşerî Bilimler Dergisi, 1901-01, Vol.11 (22), p.28-47

Testing the validity of hysteresis hypothesis for Turkey with CKP multiple structural breaks unit root test

Diğer Nüshalar

Testing the validity of hysteresis hypothesis for Turkey with CKP multiple structural breaks unit root test

Testing the validity of hysteresis hypothesis for Turkey with CKP multiple structural breaks unit root test

Diğer Nüshalar

Testing the validity of hysteresis hy...