Mathematical Problems in Engineering / 2014 / Article / Tab 9

Research Article

Modelling Inflation Uncertainty with Structural Breaks Case of Turkey (1994–2013)

Table 9

Bai-Perron structural break test of the variance break for inflation series.

Break test-statisticsScaled -statisticsCritical value**

0 versus 1*11.8252811.825288.58
1 versus 21.8594581.85945810.13

Number of breaksBreak dates

1 2001:M06

Significant at the 0.05 level.
Bai-Perron [67] critical values.