Türkiye'de reel ücretlerin tar modeli ile analizi ve birim kök sınaması

Nonlinear economic variables have been tested for many years with linear models, thus making them insufficient in providing an explanation for real life. As a result of the recently conducted studies, nonlinear time series analyses are observed to be more successful in forming especially the macroeconomic models. The fact that, every passing day, the theoretical literature is developing also contributes to the expansion of application areas of economic literature. The studies that become prominent at this point are TAR family models. The studies by Tsay (1989) and, later on, Terasvista (1994) play an important role in the emergence and popularization of these models. While studies on the issue are in a rapid progress, it is observed that the long-term analyses of the variables have been made by taking one step ahead of modeling the variables that were determined not to have a nonlinear structure since the last quarter of the 20th century. Whereas, this study aims at manifesting the structure of reel wages in Turkey between the periods of 1990:01 - 2007:06 via the nonlinear time series analysis methods. To this end, the first part of this study will cite TAR model among the nonlinear time series to be used in the application, and then refer to the literature concerning conventional unit root tests and nonlinear unit root tests and to the test procedures. In the second part, references will be made to the applied conventional unit root tests and the results of unit root test developed in the study by Caner and Hansen (2001) that was implemented to the TAR models. -- Wages ; TAR Models ; TAR Unit Root