Interest Rate Persistence and Monetary Policy Rule in the Light of Model Uncertainty

Yin, Shou-Yung; Lin, Chang‐Ching; Chang, Ming‐Jen

doi:10.2139/ssrn.3763582

SSRN Journal

2021

DOI: 10.2139/ssrn.3763582

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Interest Rate Persistence and Monetary Policy Rule in the Light of Model Uncertainty

Shou-Yung Yin

Chang‐Ching Lin

Ming‐Jen Chang³

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Seçi̇lmi̇ş Avrupa Ülkeleri̇ İçi̇n Fai̇z Hi̇steri̇si̇ni̇n Test Edi̇lmesi̇: Doğrusal Olmayan Bi̇ri̇m Kök Testi̇ Bulgulari

ÖZAYTÜRK¹,

ALPER²

2021

Doğuş Üniversitesi Dergisi

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12 arası aylık gözlemler doğrultusunda incelemeyi amaçlamaktadır. Sollis (2009) tarafından geliştirilen ve doğrusal olmayan birim kök testlerinden biri olan asimetrik üstel yumuşak geçiş eşik otoregresif model (AESTAR) birim kök testi ile serilerin durağanlıkları test edilmiş ve sonuçlara göre Belçika dışındaki ülkelerde uzun dönem reel faiz oranı serilerinin birim köklü olduğu tespit edilmiştir.

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Seçi̇lmi̇ş Avrupa Ülkeleri̇ İçi̇n Fai̇z Hi̇steri̇si̇ni̇n Test Edi̇lmesi̇: Doğrusal Olmayan Bi̇ri̇m Kök Testi̇ Bulgulari

ÖZAYTÜRK¹,

ALPER²

2021

Doğuş Üniversitesi Dergisi

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Interest Rate Persistence and Monetary Policy Rule in the Light of Model Uncertainty

Cited by 1 publication

References 36 publications

Seçi̇lmi̇ş Avrupa Ülkeleri̇ İçi̇n Fai̇z Hi̇steri̇si̇ni̇n Test Edi̇lmesi̇: Doğrusal Olmayan Bi̇ri̇m Kök Testi̇ Bulgulari

Seçi̇lmi̇ş Avrupa Ülkeleri̇ İçi̇n Fai̇z Hi̇steri̇si̇ni̇n Test Edi̇lmesi̇: Doğrusal Olmayan Bi̇ri̇m Kök Testi̇ Bulgulari

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