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TESTING FOR MULTIPLE STRUCTURAL BREAKS: AN APPLICATION OF BAI-PERRON TEST TO THE NOMINAL INTEREST RATES AND INFLATION IN TURKEY

2005

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İzmir İktisat Dergisi

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This paper aims to tests for multiple structural breaks in the nominal interest rate and inflation rate using the methodology developed by Bai and Perron (1998). The monthly data on Turkish 90 days time-deposits interest rate and consumer price index inflation rate over the period of 1980:1-2004:12 are used. The empirical results give little evidence of mean breaks in the interest rate series. However, the data on inflation rates is consistent with two breaks that are located at 1987:9 and 2000:2.

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İzmir İktisat Dergisi

Field : Sosyal, Beşeri ve İdari Bilimler

Journal Type : Ulusal

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Article : 711

Cite : 6.628

2023 Impact : 0.367

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TESTING FOR MULTIPLE STRUCTURAL BREAKS: AN APPLICATION OF BAI-PERRON TEST TO THE NOMINAL INTEREST RATES AND INFLATION IN TURKEY

2005

Journal:

İzmir İktisat Dergisi

Author:

Abstract:

Keywords:

Citation Owners

Attention!
To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.

Off-Campus Access
If you are affiliated with a Sobiad Subscriber organization, you can use Login Panel for external access. You can easily sign up and log in with your corporate e-mail address.

Similar Articles

İzmir İktisat Dergisi

Metrics

User Guide

Menu

Mendeley

Endnote

TESTING FOR MULTIPLE STRUCTURAL BREAKS: AN APPLICATION OF BAI-PERRON TEST TO THE NOMINAL INTEREST RATES AND INFLATION IN TURKEY

2005

Journal:

İzmir İktisat Dergisi

Author:

Abstract:

Keywords:

Citation Owners

Attention! To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.

Off-Campus AccessIf you are affiliated with a Sobiad Subscriber organization, you can use Login Panel for external access. You can easily sign up and log in with your corporate e-mail address.

Similar Articles

İzmir İktisat Dergisi

Metrics

Attention!
To view citations of publications, you must access Sobiad from a Member University Network. You can contact the Library and Documentation Department for our institution to become a member of Sobiad.

Off-Campus Access
If you are affiliated with a Sobiad Subscriber organization, you can use Login Panel for external access. You can easily sign up and log in with your corporate e-mail address.