Author/Authors
DEMİR, Fatih Kırıkkale Üniversitesi - İktisadi ve İdari Bilimler Fakültesi - Ekonometri Bölümü, Turkey , MERT, Mehmet Akdeniz Üniversitesi - İktisadi ve İdari Bilimler Fakültesi - Ekonometri Bölümü, Turkey
Title Of Article
Investigation of Seasonal Unit Root in Turkey Industrial Production Index
شماره ركورد
25770
Abstract
In this study, published by the base year 2010 Turkey Statistical Institute, monthly frequency of the industrial production index is intended to determine seasonal structure using data covering the years 1986-2014. The empirical part of the study in this context is that applying Beaulieu-Miron seasonal unit root test developed HEGY style for monthly frequency series. It is possible that seasonal unit roots exist in the presence of stochastic seasonality. In this case, it is necessary to eliminate seasonality taking seasonal differences instead of using seasonal dummy variables. The findings show that there is no non-stationary stochastic seasonality in the industrial production index and the series have a deterministic seasonality
From Page
415
NaturalLanguageKeyword
Industrial Production Index , Seasonal Unit Root , HEGY test , Beaulieu , Miron test
JournalTitle
Journal Of Management and Economics
To Page
431
JournalTitle
Journal Of Management and Economics
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