期刊名称：Çankırı Karatekin Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
印刷版ISSN：1308-5549
电子版ISSN：2147-4206
出版年度：2016
卷号：6
期号：2
页码：1-16
DOI：10.18074/cnuiibf.315
语种：English
出版社：Çankırı Karatekin University
摘要：In economic and financial time series studies,determining the data generation process of the series is an important issue.Analysing by using appropriate methods and models based on the structure of the series helps to obtain reliable results.In recent years,linear methods as well as nonlinear methods are being used in the literature.Therefore,we investigate whether Turkey’s major macroeconomic series are linear.For this purpose,we examined the number of employers,unemployment rate,industrial production index,number of unemployed,M3 money supply,interest rate,export and import volume index series by Harvey et al.(2008) linearity test.According to our analysis results,unemployment rate,number of unemployed,M3 money supply and import series are linear.However,the presence of outliers in the nonlinear series tested by using Chen and Liu (1993) test.We detected outliers in the industrial production,interest rate and export series,but we find out that the reason of nonlinearity in the interest rates is not the extreme values.
其他摘要：İktisadi ve finansal ampirik çalışmalarda incelenen serilerin yapısal özelliklerinin belirlenmesi önemli bir konudur.Veri yaratma sürecine uygun yöntem ve modeller kullanılarak analizler yapmak elde edilen sonuçların güvenilir olmasını sağlayacaktır.Son y
关键词：Linearity;Macroeconomic data;Harvey et al.test;Outliers
