Türkiye Ekonomisinin Makroekonomik Değişkenleri Üzerine Yapısal Kırılmalı ve Mevsimsel Birim Kök Analizi
Structural Breaks and Seasonal Unit Root Analysis on Macroeconomic Variables of Turkish Economy

Summary/Abstract: In analyzing macroeconomic variables, unit root analyzes must be done in order to apply econometric methods. The aim of this study was to examine the macroeconomic variables of the unit root properties of Turkish economy. Traditional unit root tests are ineffective in determining the economic, social and political events that take place in the country on the long-run macroeconomic data, although it is a priority in determining the econometric analyzes to be applied. While the econometric analysis is made, unit root tests that take structural breaks into account are required. The quarterly data of the period of 1994-2017 of Turkish economy the GDP, M2, reserve currency, CPI, PPI, WPI, industrial production index, public expenditure, public revenues, exports, import variables were made traditional, structural and seasonal unit root analysis.

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