UNEMPLOYMENT HYSTERESIS IN TURKEY: EVIDENCE FROM NONLINEAR UNIT ROOT TESTS WITH FOURIER FUNCTION
UNEMPLOYMENT HYSTERESIS IN TURKEY: EVIDENCE FROM NONLINEAR UNIT ROOT TESTS WITH FOURIER FUNCTION
Author(s): Burak Güriş, Gülşah SedefoğluSubject(s): Business Economy / Management, Labor relations, Methodology and research technology, Socio-Economic Research
Published by: Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
Keywords: nonlinear unit root tests; Fourier approach; STAR model; unemployment hysteresis;
Summary/Abstract: The purpose of the article is to give brief information about the development process of time series analysis and to test the validity of the unemployment hysteresis in Turkey for female and male graduates for the years from 1988 to 2013. For this purpose, Kapetanios et al. [2003], Sollis [2009] and Kruse [2011] nonlinear unit root tests are applied based on the smooth transition autoregressive (STAR) model. Besides, nonlinear unit root tests proposed by Christopoulos et al. [2010] and Guris [2018] are employed to model the structural breaks through Fourier approach and to model the nonlinearity through a STAR model.
Journal: Metody Ilościowe w Badaniach Ekonomicznych
- Issue Year: XX/2019
- Issue No: 3
- Page Range: 178-188
- Page Count: 11
- Language: English
