Asymmetric persistence in Turkish interest and inflation rates : new evidence from quantile unit root test with structural shifts
Saban Nazlioglu, Sinem Pinar Gurel, Sevcan Gunes, Cagin Karul
| Year of publication: |
2024
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|---|---|
| Authors: | Nazlıoğlu, Şaban ; Gurel, Sinem Pinar ; Günes, Orhan Sevcan ; Karul, Cagin |
| Subject: | asymmetry | non-normal errors | quantile unit root | structural breaks | Turkey | Türkei | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Inflationsrate | Inflation rate | Zins | Interest rate | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2855 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015337668