In this study, we consider the hybrid nonlinear features of the Exponential Smooth Transition Autoregressive-Fractional Fourier Function (ESTAR-FFF) form unit root test. As is well known, when developing a unit root test ...

In a linear regression model of the type y = thetaX + e, it is often assumed that the random error e is normally distributed. In numerous situations, e.g., when y measures life times or reaction times, e typically has a ...

This paper investigates the validity of the real interest rate parity hypothesis (RIPH) using a panel unit root approach. For this purpose, first we estimate the possible nonlinear data-generating processes of the real ...

In regression models, the design variable has primarily been treated as a nonstochastic variable. In numerous situations, however, the design variable is stochastic. The estimation and hypothesis testing problems in such ...

Bu makalede oldukça geniş olan Yeni Keynesgil Phillips Eğrisi literatürü; hem teorik hem de ampirik açıdan bir çok tartışmayı gözler önüne serecek biçimde incelenmiştir. Yeni Keynesgil Phillips Eğrisi’nin Türkiye uygulamaları ...