STRUCTURAL BREAKS IN ISE SECTORAL INDICES

Year 2013, Volume: 4 Issue: 8, 17 - 33, 04.02.2014

Mine Aksoy , Selin Karatepe

Abstract

Ekonomik ve politik krizler zaman serilerinde yapısal kırılmalara sebep olabilir. Bu çalışmada

İMKB’de yer alan sektö endeksleri içn yapıal kıımalar analiz edilmişir. Çlışıan döem Ocak

1997 ile Temmuz 2012 tarih aralığıı. Yapıal kıımalarıiçel bir şkilde belirleyen Zivot ve Andrews

(1992) testi kullanımışı. Test sonuçarıtü sektöler içn yapıal kıımaları olduğnu götermektedir.

Anahtar Kelimeler: Birim kök, Yapısal Kırılma, Sektör Endeksleri, İMKB, Zivot ve Andrews.

Keywords

Birim kök, Yapısal Kırılma, Sektör Endeksleri, İMKB, Zivot ve Andrews.

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