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- W2020892954 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." @default.
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- W2020892954 date "2007-06-01" @default.
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- W2020892954 title "Searching threshold effects in the interest rate: An application to Turkey case" @default.
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- W2020892954 doi "https://doi.org/10.1016/j.physa.2007.01.014" @default.
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