Regime Nonstationarity and Nonlinearity in the Turkish Output Level
In this paper, we investigate the nonlinearity and nonstationarity of Turkish output series applying a Markov regime switching augmented Dickey Fuller unit root test. We document that the output series are characterized by a two-regime Markov switching unit root process. We show that output series...
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2016-04-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | https://www.econjournals.com/index.php/ijefi/article/view/1940 |
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Regime Nonstationarity and Nonlinearity in the Turkish Output Level
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Regime Nonstationarity and Nonlinearity in the Turkish Output Level
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Regime Nonstationarity and Nonlinearity in the Turkish Output Level
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