Investigation of Seasonal Unit Root in Turkey Industrial Production Index

In this study, published by the base year 2010 turkey statistical institute, monthly frequency of the industrial production index is intended to determine seasonal structure using data covering the years 1986-2014. the empirical part of the study in this context is that applying beaulieu-miron seasonal unit root test developed hegy style for monthly frequency series. it is possible that seasonal unit roots exist in the presence of stochastic seasonality. in this case, it is necessary to eliminate seasonality taking seasonal differences instead of using seasonal dummy variables. the findings show that there is no non-stationary stochastic seasonality in the industrial production index and the series have a deterministic seasonality