Testing the validity of hysteresis hypothesis for Turkey with CKP multiple structural breaks unit root test | Kütüphane.osmanlica.com

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

İsim Testing the validity of hysteresis hypothesis for Turkey with CKP multiple structural breaks unit root test
Yazar Yildirim, Selim
Konu Business, Economic theory, Empirical research, Hypothesis, Social sciences, Structural change, Turkey, Unemployment
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Dil Türkçe
Dijital Hayır
Yazma Hayır
Kütüphane: Harvard Kütüphanesi
Demirbaş Numarası ISSN: 1309-8012, EISSN: 1309-8012
Kayıt Numarası TN_cdi_proquest_miscellaneous_1355849502
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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.
Parçası olduğu kaynak Sosyal ve Beşerî Bilimler Dergisi, 1901-01, Vol.11 (22), p.28-47
Kaynak International Bibliography of the Social Sciences (IBSS)
Başlık Testing the validity of hysteresis hypothesis for Turkey with CKP multiple structural breaks unit root test
Harvard Library Harvard Kütüphanesi
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Testing the validity of hysteresis hypothesis for Turkey with CKP multiple structural breaks unit root test

Yazar Yildirim, Selim
Konu Business, Economic theory, Empirical research, Hypothesis, Social sciences, Structural change, Turkey, Unemployment
Tür Süreli Yayın
Dil Türkçe
Dijital Hayır
Yazma Hayır
Kütüphane Harvard Kütüphanesi
Demirbaş Numarası ISSN: 1309-8012, EISSN: 1309-8012
Kayıt Numarası TN_cdi_proquest_miscellaneous_1355849502
Lokasyon CHECK ACCESS OPTIONS
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.
Parçası olduğu kaynak Sosyal ve Beşerî Bilimler Dergisi, 1901-01, Vol.11 (22), p.28-47
Kaynak International Bibliography of the Social Sciences (IBSS)
Başlık Testing the validity of hysteresis hypothesis for Turkey with CKP multiple structural breaks unit root test
Harvard Library
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