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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. (original abstract)
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Tom
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178--188
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Bibliografia
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Bibliografia
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bwmeta1.element.ekon-element-000171583476