| dc.contributor.author | Yilanci, Veli | |
| dc.contributor.author | Guris, Burak | |
| dc.contributor.author | Yavuz, Nilgün | |
| dc.date.accessioned | 2021-03-06T09:08:19Z | |
| dc.date.available | 2021-03-06T09:08:19Z | |
| dc.date.issued | 2007 | |
| dc.identifier.citation | Yavuz N., Guris B., Yilanci V., "Searching threshold effects in the interest rate: An application to Turkey case", PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, cilt.379, ss.621-627, 2007 | |
| dc.identifier.issn | 0378-4371 | |
| dc.identifier.other | av_e443ca64-4be6-4d7f-a8ec-7704e7a8ba76 | |
| dc.identifier.other | vv_1032021 | |
| dc.identifier.uri | http://hdl.handle.net/20.500.12627/150203 | |
| dc.identifier.uri | https://doi.org/10.1016/j.physa.2007.01.014 | |
| dc.description.abstract | This paper investigates the behaviour of interest rates in Turkey using a two-regime TAR model with an autoregressive unit root. This method recently developed by Caner and Hansen [Threshold autoregression with a unit roots, Econometrica 69 (6) (2001) 1555-1596] allows to simultaneously consider non-stationarity and non-linearity. Our finding indicates that the interest rate is a non-linear series and is characterized by a unit root process over the period 1990:1-2006:5. (C) 2007 Elsevier B.V. All rights reserved. | |
| dc.language.iso | eng | |
| dc.subject | Temel Bilimler (SCI) | |
| dc.subject | Temel Bilimler | |
| dc.subject | FİZİK, MULTİDİSİPLİNER | |
| dc.subject | Fizik | |
| dc.subject | Disiplinlerarası Fizik ve İlgili Bilim ve Teknoloji Alanları | |
| dc.title | Searching threshold effects in the interest rate: An application to Turkey case | |
| dc.type | Makale | |
| dc.relation.journal | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | |
| dc.contributor.department | , , | |
| dc.identifier.volume | 379 | |
| dc.identifier.issue | 2 | |
| dc.identifier.startpage | 621 | |
| dc.identifier.endpage | 627 | |
| dc.contributor.firstauthorID | 182831 | |
