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The Relationship Between Wages and Productivity: TAR Unit Root and TAR Cointegration Approach

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Author Info
Bildirici, Melike ()
Alp, Aykaç ()

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Abstract

We analyzed the relationship between wages and productivity in 1990 - 2007 period in Turkey. At the first stage we followed the traditional unit root tests and apply the analysis followed by unit root test procedure proposed by Caner and Hansen (2001). Then we discussed the long run nonlinear relationship between wages and productivity by employing the TAR cointegration analysis developed by Hansen and Seo (2002).

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Publisher Info
Article provided by Euro-American Association of Economic Development in its journal International Journal of Applied Econometrics and Quantitative Studies .

Volume (Year): 5 (2008)
Issue (Month): 1 ()
Pages: 93-110
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Handle: RePEc:eaa:ijaeqs:v:5:y2008:i:1_7

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Related research
Keywords: wage; productivity; non linear; TAR unit root; TAR cointegration;

Find related papers by JEL classification:
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions
J31 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - Wage Level and Structure; Wage Differentials

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This page was last updated on 2009-12-5.

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